Numerical methods for fractional Fokker-Planck equation with multiplicative Marcus Lévy noises (Q6540655)
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scientific article; zbMATH DE number 7850283
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| English | Numerical methods for fractional Fokker-Planck equation with multiplicative Marcus Lévy noises |
scientific article; zbMATH DE number 7850283 |
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Numerical methods for fractional Fokker-Planck equation with multiplicative Marcus Lévy noises (English)
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17 May 2024
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non-Gaussian stochastic dynamical systems
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fractional Fokker-Planck equation
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stable Lévy motion
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Marcus SDE
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0.8544118404388428
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0.8244092464447021
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0.8090376853942871
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0.804322361946106
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0.8031941652297974
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