Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise (Q4975317)

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scientific article; zbMATH DE number 6756834
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    Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise
    scientific article; zbMATH DE number 6756834

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      Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise (English)
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      4 August 2017
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      Fokker-Planck equation
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      Marcus stochastic differential equation
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      stochastic dynamical system
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      non-Gaussian white noise
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      Lévy process
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