Probabilistic Description of Extreme Events in Intermittently Unstable Dynamical Systems Excited by Correlated Stochastic Processes
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Publication:2945173
DOI10.1137/140978235zbMath1327.62324arXiv1407.5487OpenAlexW3103568683MaRDI QIDQ2945173
Themistoklis P. Sapsis, Mustafa A. Mohamad
Publication date: 9 September 2015
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.5487
Statistics of extreme values; tail inference (62G32) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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