Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach (Q3004531)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach |
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Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach (English)
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3 June 2011
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stochastic differential equation
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Lévy process
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white noise
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Wiener-Hopf integrals
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nonlinear drift
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characteristic function
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