A computational analysis for mean exit time under non-Gaussian Lévy noises

DOI10.1016/J.AMC.2011.06.068zbMATH Open1252.65011OpenAlexW1989550966MaRDI QIDQ654657FDOQ654657

Authors: Huiqin Chen, Xiaofan Li, Jinqiao Duan, Cheng-Jian Zhang 

Publication date: 29 December 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.06.068

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zbMATH Keywords

numerical examplesfirst exit timestochastic dynamical systemsLévy jump measurenon-Gaussian Lévy motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Simulation of dynamical systems (37M05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited In (7)

• Asymmetric non-Gaussian effects in a tumor growth model with immunization
• Elementary bifurcations for a simple dynamical system under non-Gaussian Lévy noises
• Metastable behaviour of small noise Lévy-Driven diffusions
• Title not available (Why is that?)
• Escape probability for stochastic dynamical systems with jumps
• Lévy noise induced transition and enhanced stability in a gene regulatory network
• Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion

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