Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise (Q321828)
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scientific article; zbMATH DE number 6638941
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| English | Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise |
scientific article; zbMATH DE number 6638941 |
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Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise (English)
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14 October 2016
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Fokker-Planck equations
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non-Gaussian white noise
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Lévy processes
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Marcus stochastic differential equations
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probability density function for solution
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0.8533878326416016
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0.8371168971061707
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0.792076587677002
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0.7868413329124451
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