Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise
From MaRDI portal
Publication:4975317
DOI10.1142/S0219493717500332zbMath1372.37101arXiv1605.06365OpenAlexW2521561074MaRDI QIDQ4975317
Xiaofan Li, Yayun Zheng, Xu Sun
Publication date: 4 August 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.06365
Fokker-Planck equationLévy processstochastic dynamical systemnon-Gaussian white noiseMarcus stochastic differential equation
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Generation, random and stochastic difference and differential equations (37H10) PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)
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