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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English | 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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