Data-driven method to extract mean exit time and escape probability for dynamical systems driven by Lévy noises
DOI10.1142/S0219493723400075MaRDI QIDQ6151512
Linghongzhi Lu, Yang Li, Xian-bin Liu
Publication date: 11 March 2024
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Lévy noisenoise-induced transitionsnon-Gaussian stochastic dynamicsdata-sciencenon-local Kramers-Moyal formulas
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26)
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