Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises (Q2878935)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises |
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Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises (English)
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5 September 2014
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stochastic differential equations
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mean exit time
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escape probability
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\(\alpha\)-stable type Lévy motions
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numerical methods
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integro-differential equation
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