Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises
نویسنده
چکیده
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian
منابع مشابه
Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises
The Fokker–Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by strongly non-Gaussian noises. In particular, they yield strongly non-Gaussian anomalous diffusion which seems to be relevant in different domains of Physics....
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