Escape Probability for Stochastic Dynamical Systems with Jumps
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Publication:2841782
DOI10.1007/978-1-4614-5906-4_9zbMath1271.60070arXiv1111.6419MaRDI QIDQ2841782
Huijie Qiao, Xingye Kan, Jin-qiao Duan
Publication date: 30 July 2013
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.6419
Lévy processes; escape probability; non-Gaussian noise; nonlocal differential equation; Balayage-Dirichlet problem; discontinuous stochastic dynamical systems
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