The first passage problem for stable linear delay equations perturbed by power law Lévy noise

DOI10.1063/1.5097061zbMath1416.34062arXiv1903.10975OpenAlexW3105850785WikidataQ91559685 ScholiaQ91559685MaRDI QIDQ5227582

Ilya Pavlyukevitch, Michael A. Högele

Publication date: 6 August 2019

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.10975

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic functional-differential equations (34K50)

Related Items (1)

Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance

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