Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise

DOI10.1142/S0219493715500045zbMath1306.60078arXiv1201.0829OpenAlexW2963464796MaRDI QIDQ5496373

Huijie Qiao, Jin-qiao Duan

Publication date: 30 January 2015

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.0829

zbMATH Keywords

integro-differential equationsasymptotic methodsescape probabilityjump processesnonlocal interactionsstochastic dynamical systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05)

Related Items

Most probable trajectory of a tumor model with immune response subjected to asymmetric Lévy noise ⋮ Random attractors for 3D Benjamin–Bona–Mahony equations derived by a Laplace-multiplier noise ⋮ Stochastic basins of attraction for metastable states ⋮ Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion

Cites Work

• Unnamed Item
• Unnamed Item
• Invariant measures and symmetry property of Lévy type operators
• Perturbation of drift-type for Levy processes
• Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
• The Dirichlet problem of a discontinuous Markov process