Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution (Q5870669)
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scientific article; zbMATH DE number 7644763
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| English | Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution |
scientific article; zbMATH DE number 7644763 |
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Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution (English)
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23 January 2023
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Gaussian white noise
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\(\alpha\)-stable Lévy white noise
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stochastic difference equation
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fractional Fokker-Planck-Kolmogorov equation
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finite difference method
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Monte Carlo simulation
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0.8172154426574707
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0.7566386461257935
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0.7556784749031067
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0.7508482336997986
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0.746695876121521
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