Escape Probability for Stochastic Dynamical Systems with Jumps

DOI10.1007/978-1-4614-5906-4_9zbMath1271.60070arXiv1111.6419OpenAlexW1502909776MaRDI QIDQ2841782

Huijie Qiao, Xingye Kan, Jin-qiao Duan

Publication date: 30 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.6419

zbMATH Keywords

Lévy processesescape probabilitynon-Gaussian noisenonlocal differential equationBalayage-Dirichlet problemdiscontinuous stochastic dynamical systems

Mathematics Subject Classification ID

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