Numerical methods for fractional Fokker-Planck equation with multiplicative Marcus Lévy noises (Q6540655)

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scientific article; zbMATH DE number 7850283
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Numerical methods for fractional Fokker-Planck equation with multiplicative Marcus Lévy noises
scientific article; zbMATH DE number 7850283

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    Numerical methods for fractional Fokker-Planck equation with multiplicative Marcus Lévy noises (English)
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    17 May 2024
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    non-Gaussian stochastic dynamical systems
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    fractional Fokker-Planck equation
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    stable Lévy motion
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    Marcus SDE
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