The first passage problem for stable linear delay equations perturbed by power law Lévy noise (Q5227582)

scientific article; zbMATH DE number 7089259

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English	The first passage problem for stable linear delay equations perturbed by power law Lévy noise	scientific article; zbMATH DE number 7089259

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instance of

scholarly article

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title

The first passage problem for stable linear delay equations perturbed by power law Lévy noise (English)

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published in

Chaos: An Interdisciplinary Journal of Nonlinear Science

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publication date

6 August 2019

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full work available at URL

https://arxiv.org/abs/1903.10975

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MaRDI publication profile

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cites work

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FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS

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Lyapunov Functionals and Stability of Stochastic Difference Equations

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Identifiers

zbMATH Open document ID

1416.34062

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DOI

10.1063/1.5097061

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5227582