Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution (Q5870669)
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scientific article; zbMATH DE number 7644763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution |
scientific article; zbMATH DE number 7644763 |
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Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution (English)
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23 January 2023
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Gaussian white noise
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\(\alpha\)-stable Lévy white noise
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stochastic difference equation
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fractional Fokker-Planck-Kolmogorov equation
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finite difference method
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Monte Carlo simulation
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