Computing the exit-time for a finite-range symmetric jump process
Monte Carlo methods (65C05) Fractional processes, including fractional Brownian motion (60G22) Asymptotic behavior of solutions to PDEs (35B40) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08) Nonlocal and multipoint boundary value problems for ordinary differential equations (34B10) Variational methods applied to PDEs (35A15) Hyperbolic conservation laws (35L65) Linear integral equations (45A05) Diffusion (76R50) Theoretical approximation in context of PDEs (35A35)
- On the first exit time from an interval for diffusions with jumps
- Nonlocal convection-diffusion problems on bounded domains and finite-range jump processes
- Nonlocal convection-diffusion volume-constrained problems and jump processes
- Boundary behavior of diffusion approximations to Markov jump processes
- Asymptotics of exit times for Markov jump processes. I
- scientific article; zbMATH DE number 3998934 (Why is no real title available?)
- On exit time from balls of jump-type symmetric Markov processes
- Numerical methods for nonlocal and fractional models
- Nonlocal convection-diffusion problems on bounded domains and finite-range jump processes
- Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion
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