Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion) (Q605485)
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scientific article; zbMATH DE number 5818872
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| English | Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion) |
scientific article; zbMATH DE number 5818872 |
Statements
Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion) (English)
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24 November 2010
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\(\alpha \)-stable processes
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Einstein-Smoluchowsky equation
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itô calculus
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truncated Lévy motion
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0.7846733331680298
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0.7595248818397522
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0.7552847862243652
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