AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES (Q3548304)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES |
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AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES (English)
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11 December 2008
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stochastic dynamical systems
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non-Gaussian Lévy processes
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Lévy jump measure
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first exit time
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small noise limit
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heavy tails
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