Exit location distribution in the stochastic exit problem by the generalized cell mapping method
DOI10.1016/j.chaos.2016.04.017zbMath1357.60068OpenAlexW2346338129MaRDI QIDQ508266
Publication date: 10 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2016.04.017
dynamical systemGaussian white noisestochastic exit problemexit location distributiongeneralized cell mapping methodtransient probability matrix
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites Work
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