Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach (Q3004531)

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Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach
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    Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach (English)
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    3 June 2011
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    stochastic differential equation
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    Lévy process
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    white noise
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    Wiener-Hopf integrals
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    nonlinear drift
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    characteristic function
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