On modelling physical systems with stochastic models: diffusion versus Lévy processes
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(17)- Data-driven non-Markovian closure models
- Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise
- Review of local and global existence results for stochastic PDEs with Lévy noise
- Numerical integration of ordinary differential equations with rapidly oscillatory factors
- Local martingale and pathwise solutions for an abstract fluids model
- Time discrete approximation of weak solutions to stochastic equations of geophysical fluid dynamics and applications
- Rough path recursions and diffusion approximations
- Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise
- Data-adaptive harmonic spectra and multilayer Stuart-Landau models
- The first passage problem for stable linear delay equations perturbed by power law Lévy noise
- Pathwise solutions of the 2-D stochastic primitive equations
- Parameter estimation for the stochastically perturbed Navier-Stokes equations
- First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise
- Dynamics and Large Deviations for Fractional Stochastic Partial Differential Equations with Lévy Noise
- On the representation of multiplicative noise in modeling Dansgaard-Oeschger events
- On the applicability of Feynman-Kac path integral simulation to space-time fractional Schrödinger equations
- Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
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