Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
From MaRDI portal
Publication:2865514
DOI10.1063/1.4732102zbMath1278.82045arXiv1202.2563OpenAlexW1987447140MaRDI QIDQ2865514
Publication date: 29 November 2013
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.2563
Processes with independent increments; Lévy processes (60G51) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fokker-Planck equations (35Q84)
Related Items
Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients ⋮ A class of Lévy driven SDEs and their explicit invariant measures ⋮ Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise ⋮ Markov additive processes for degradation with jumps under dynamic environments ⋮ Most probable trajectory of a tumor model with immune response subjected to asymmetric Lévy noise ⋮ The tipping times in an Arctic sea ice system under influence of extreme events ⋮ Stochastic bifurcation in single-species model induced by α-stable Lévy noise ⋮ Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences ⋮ Generalized local and nonlocal master equations for some stochastic processes ⋮ Asymptotic behavior of the stochastic Rayleigh-van der Pol equations with jumps ⋮ Comment on “Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes” [J. Math. Phys. 53, 072701 (2012)] ⋮ Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise ⋮ A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise
Cites Work
- Unnamed Item
- Unnamed Item
- Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises
- Lévy Processes and Stochastic Calculus
- Modeling and approximation of stochastic differential equations driven by semimartingales†
- Modeling and analysis of stochastic differential equations driven by point processes
- Stochastic differential equations. An introduction with applications.
This page was built for publication: Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
