Pages that link to "Item:Q1019089"

The following pages link to First exit times for Lévy-driven diffusions with exponentially light jumps (Q1019089):

Displaying 23 items.

• Large deviations for multi-scale jump-diffusion processes (Q516019) (← links)
• First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations (Q527458) (← links)
• First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise (Q609627) (← links)
• Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise (Q638267) (← links)
• A computational analysis for mean exit time under non-Gaussian Lévy noises (Q654657) (← links)
• Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (Q671079) (← links)
• Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises (Q965868) (← links)
• Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
• Lévy noise induced escape in the Morris-Lecar model (Q2162581) (← links)
• Asymptotic expansions for SDE's with small multiplicative noise (Q2253854) (← links)
• Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS (Q3174004) (← links)
• Directed transport induced by spatially modulated Lévy flights (Q3462556) (← links)
• Likelihood for transcriptions in a genetic regulatory system under asymmetric stable Lévy noise (Q4565908) (← links)
• Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift (Q4596535) (← links)
• Lévy noise induced transition and enhanced stability in a gene regulatory network (Q4683680) (← links)
• Most probable dynamics of stochastic dynamical systems with exponentially light jump fluctuations (Q5119474) (← links)
• The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps (Q5157723) (← links)
• Metastable behaviour of small noise Lévy-Driven diffusions (Q5190291) (← links)
• The first passage problem for stable linear delay equations perturbed by power law Lévy noise (Q5227582) (← links)
• Coupling distances between Lévy measures and applications to noise sensitivity of SDE (Q5251126) (← links)
• On the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in Paleoclimate (Q5272907) (← links)