Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations

DOI10.1016/J.AML.2019.106112zbMath1441.60038arXiv1811.01634OpenAlexW2986255638MaRDI QIDQ2184927

Yanjie Zhang, Xiao Wang, Jin-qiao Duan

Publication date: 2 June 2020

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.01634

zbMATH Keywords

differential-integral equationmean exit timetempered Lévy fluctuations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

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Cites Work

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