Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises (Q300145)

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Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises
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    Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises (English)
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    23 June 2016
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    stochastic dynamical systems
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    Lévy motion
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    differential-integral equation
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    first exit time
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    escape probability
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