A computational analysis for mean exit time under non-Gaussian Lévy noises (Q654657)
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scientific article; zbMATH DE number 5992883
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| English | A computational analysis for mean exit time under non-Gaussian Lévy noises |
scientific article; zbMATH DE number 5992883 |
Statements
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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0.8955369
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0.88996124
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0.8898613
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0.8852033
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0.8819095
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0.8776654
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