Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion)
From MaRDI portal
Publication:605485
DOI10.1016/j.ijnonlinmec.2007.07.001zbMath1200.60055OpenAlexW2058356727MaRDI QIDQ605485
Massimiliano Zingales, Mario Di Paola, Antonina Pirrotta
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
Related Items (2)
Exact distribution of the product and the quotient of two stable Lévy random variables ⋮ Probabilistic characterization of nonlinear systems under \(\alpha\)-stable white noise via complex fractional moments
This page was built for publication: Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion)