Statistics of bounded processes driven by Poisson white noise
From MaRDI portal
Publication:2155391
DOI10.1016/J.PHYSA.2018.09.158OpenAlexW2963361689WikidataQ129183919 ScholiaQ129183919MaRDI QIDQ2155391
Publication date: 15 July 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.03198
Poisson white noiseKolmogorov-Feller equationbounded processesstationary probability density function
Related Items (2)
Exact stationary solutions of the Kolmogorov-Feller equation in a bounded domain ⋮ A stage structured demographic model with ``no-regression growth: the case of constant development rate
Cites Work
- Unnamed Item
- Unnamed Item
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
- Exact stationary probability density functions for non-linear systems under Poisson white noise excitation
- Stochastic methods. A handbook for the natural and social sciences
- Generalized Fokker-Planck equation: derivation and exact solutions
- First passage time problems for a class of master equations with separable kernels
- Random walks with infinite spatial and temporal moments
- Bounded noises in physics, biology, and engineering
- Asymptotic distributions of continuous-time random walks: A probabilistic approach
- Random Walks on Lattices. II
- Non-linear Systems Under Poisson White Noise Handled by Path Integral Solution
- DICHOTOMOUS MARKOV NOISE: EXACT RESULTS FOR OUT-OF-EQUILIBRIUM SYSTEMS
- Langevin equation with super-heavy-tailed noise
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Financial Modelling with Jump Processes
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
This page was built for publication: Statistics of bounded processes driven by Poisson white noise