Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise

DOI10.1063/5.0050128zbMath1481.37054arXiv2103.07165OpenAlexW3175653030MaRDI QIDQ5000885

Jian-Yu Chen, Jianyu Hu

Publication date: 15 July 2021

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.07165

zbMATH Keywords

stochastic differential equationsLévy processGirsanov transformationOnsager-Machlup action functional

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Stability theory for random and stochastic dynamical systems (37H30)

Related Items (2)

Data-driven method to learn the most probable transition pathway and stochastic differential equation ⋮ Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise

Uses Software

• GitHub

Cites Work

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