AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES (Q3548304)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5382053
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES |
scientific article; zbMATH DE number 5382053 |
Statements
AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES (English)
0 references
11 December 2008
0 references
stochastic dynamical systems
0 references
non-Gaussian Lévy processes
0 references
Lévy jump measure
0 references
first exit time
0 references
small noise limit
0 references
heavy tails
0 references
0.8461425304412842
0 references
0.8338539600372314
0 references
0.8307508230209351
0 references
0.8226956129074097
0 references
