Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. (Q2574564)
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scientific article; zbMATH DE number 2233756
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| English | Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. |
scientific article; zbMATH DE number 2233756 |
Statements
Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. (English)
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29 November 2005
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stochastic differential equation
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heavy tails
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Markov process
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stationary distribution
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coupling
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storage processes
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0.8033037185668945
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0.8013638257980347
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0.7852522730827332
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0.7711089849472046
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