Probabilistic Description of Extreme Events in Intermittently Unstable Dynamical Systems Excited by Correlated Stochastic Processes
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Publication:2945173
DOI10.1137/140978235zbMath1327.62324arXiv1407.5487MaRDI QIDQ2945173
Themistoklis P. Sapsis, Mustafa A. Mohamad
Publication date: 9 September 2015
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.5487
62G32: Statistics of extreme values; tail inference
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
34F05: Ordinary differential equations and systems with randomness
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
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