Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach

DOI10.1088/1751-8113/44/18/185001zbMath1220.82084arXiv1007.3100OpenAlexW3105812303MaRDI QIDQ3004531

Giulio Cottone

Publication date: 3 June 2011

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.3100

zbMATH Keywords

stochastic differential equationcharacteristic functionwhite noiseLévy processnonlinear driftWiener-Hopf integrals

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Fokker-Planck equations (35Q84)

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Statistical correlation of fractional oscillator response by complex spectral moments and state variable expansion ⋮ Probabilistic characterization of nonlinear systems under \(\alpha\)-stable white noise via complex fractional moments

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