Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion) (Q605485)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion) |
scientific article |
Statements
Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion) (English)
0 references
24 November 2010
0 references
\(\alpha \)-stable processes
0 references
Einstein-Smoluchowsky equation
0 references
itô calculus
0 references
truncated Lévy motion
0 references
