Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion)

DOI10.1016/j.ijnonlinmec.2007.07.001zbMath1200.60055OpenAlexW2058356727MaRDI QIDQ605485

Massimiliano Zingales, Mario Di Paola, Antonina Pirrotta

Publication date: 24 November 2010

Published in: International Journal of Non-Linear Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijnonlinmec.2007.07.001

zbMATH Keywords

\(\alpha \)-stable processesEinstein-Smoluchowsky equationitô calculustruncated Lévy motion

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (2)

Exact distribution of the product and the quotient of two stable Lévy random variables ⋮ Probabilistic characterization of nonlinear systems under \(\alpha\)-stable white noise via complex fractional moments

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