Escape Probability for Stochastic Dynamical Systems with Jumps

DOI10.1007/978-1-4614-5906-4_9zbMath1271.60070arXiv1111.6419OpenAlexW1502909776MaRDI QIDQ2841782

Huijie Qiao, Xingye Kan, Jin-qiao Duan

Publication date: 30 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.6419

zbMATH Keywords

Lévy processesescape probabilitynon-Gaussian noisenonlocal differential equationBalayage-Dirichlet problemdiscontinuous stochastic dynamical systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Boundary value problems for PDEs with pseudodifferential operators (35S15) Harmonic, subharmonic, superharmonic functions on other spaces (31C05)

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