Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion (Q2335686)
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| English | Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion |
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Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion (English)
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15 November 2019
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stochastic dynamical systems
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asymmetric Lévy motion
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integro-differential equation
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first exit time
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escape probability
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0.92076063
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0.89841086
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0.8792311
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