A computational analysis for mean exit time under non-Gaussian Lévy noises (Q654657)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computational analysis for mean exit time under non-Gaussian Lévy noises |
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A computational analysis for mean exit time under non-Gaussian Lévy noises (English)
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29 December 2011
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stochastic dynamical systems
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non-Gaussian Lévy motion
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Lévy jump measure
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first exit time
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numerical examples
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