Pages that link to "Item:Q300145"

The following pages link to Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises (Q300145):

Displaying 14 items.

• Numerical methods for the computation of the confluent and Gauss hypergeometric functions (Q513667) (← links)
• Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions (Q1697110) (← links)
• Signal power amplification of intracellular calcium dynamics with non-Gaussian noises and time delay (Q1732854) (← links)
• Fokker-Planck equation driven by asymmetric Lévy motion (Q2000497) (← links)
• Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations (Q2184927) (← links)
• Path integral solutions of the governing equation of SDEs excited by Lévy white noise (Q2222274) (← links)
• Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion (Q2335686) (← links)
• Linear response theory for nonlinear stochastic differential equations with \(\alpha\)-stable Lévy noises (Q2658413) (← links)
• Lévy noise induced transition and enhanced stability in a gene regulatory network (Q4683680) (← links)
• First passage time moments of asymmetric Lévy flights (Q5059993) (← links)
• First-passage properties of asymmetric Lévy flights (Q5872767) (← links)
• Numerical implementation of finite-time shadowing of stochastic differential equations (Q5896874) (← links)
• Numerical implementation of finite-time shadowing of stochastic differential equations (Q5918449) (← links)
• Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus (Q6089626) (← links)