Transition path properties for one-dimensional systems driven by Poisson white noise

DOI10.1016/j.chaos.2020.110293zbMath1496.60031OpenAlexW3090089026MaRDI QIDQ2128123

Ralf Metzler, Hua Li, Yong Xu, Juergen Kurths

Publication date: 21 April 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2020.110293

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Sample path properties (60G17) Financial applications of other theories (91G80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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