scientific article; zbMATH DE number 431863

MaRDI QIDQ3138642zbMATH OpenFDO

Authors Aleksander Janicki, Krzysztof Podgórski, Aleksander Weron

Publication date 14 March 1994

zbMATH Keywords

computer graphicscomputer simulation of stable Ornstein-Uhlenbeck processesdensity estimatorsstable Lévy motionstochastic differential equations

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic processes (60G99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Monte Carlo methods (65C05)

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• Strong convergence of split-step forward methods for stochastic differential equations driven by \(S \alpha S\) processes
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• Controlling spatiotemporal dynamics of neural networks by Lévy noise
• The stochastic nature of complexity evolution in the fractional systems
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• Relaxation dynamics of the fastest channel in multichannel parallel relaxation mechanism

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