Modeling of Correlated Two-Dimensional Non-Gaussian Noises
نویسندگان
چکیده
منابع مشابه
Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises
The mean exit time and escape probability are deterministic quantities that can quantify dynamical behaviors of stochastic differential equations with non-Gaussian α-stable type Lévy motions. Both deterministic quantities are characterized by differential-integral equations (i.e., differential equations with nonlocal terms) but with different exterior conditions. A convergent numerical scheme i...
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ژورنال
عنوان ژورنال: Modern Applied Science
سال: 2015
ISSN: 1913-1852,1913-1844
DOI: 10.5539/mas.v9n8p300