Itô calculus extended to systems driven by -stable Lévy white noises (a novel clip on the tails of Lévy motion)

DOI10.1016/J.IJNONLINMEC.2007.07.001MaRDI QIDQ605485zbMATH OpenOpenAlexFDO

Authors Mario Di Paola, Antonina Pirrotta, M. Zingales

Publication date 24 November 2010

Published in International Journal of Non-Linear Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijnonlinmec.2007.07.001

zbMATH Keywords

\(\alpha \)-stable processesEinstein-Smoluchowsky equationitô calculustruncated Lévy motion

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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