A computational analysis for mean exit time under non-Gaussian Lévy noises

DOI10.1016/j.amc.2011.06.068zbMath1252.65011OpenAlexW1989550966MaRDI QIDQ654657

Huiqin Chen, Xiaofan Li, Cheng-Jian Zhang, Jin-qiao Duan

Publication date: 29 December 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.06.068

zbMATH Keywords

numerical examplesfirst exit timestochastic dynamical systemsLévy jump measurenon-Gaussian Lévy motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Simulation of dynamical systems (37M05)

Related Items (3)

Asymmetric non-Gaussian effects in a tumor growth model with immunization ⋮ Lévy noise induced transition and enhanced stability in a gene regulatory network ⋮ Escape Probability for Stochastic Dynamical Systems with Jumps

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