Analysis of multiscale methods for stochastic dynamical systems driven by $\alpha$-stable processes

DOI10.1016/J.AML.2022.108462zbMath1524.60139arXiv2004.10580MaRDI QIDQ6339220

Yanjie Zhang, Xiao Wang, Zi-bo Wang, Jin-qiao Duan

Publication date: 22 April 2020

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52)

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