4 papers
Dynamical behavior of a nonlocal Fokker-Planck equation for a stochastic system with tempered stable noise
Li Lin, Jinqiao Duan, Xiao Wang +1
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fok…
Analysis of multiscale methods for stochastic dynamical systems driven by -stable processes
Yanjie Zhang, Xiao Wang, Zibo Wang +1
In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by -stable processes, which…
Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations
Yanjie Zhang, Xiao Wang, Jinqiao Duan
We use the mean exit time to quantify macroscopic dynamical behaviors of stochastic dynamical systems driven by tempered Lévy fluctuations, which are solutions of nonlocal elliptic…
Most Probable Evolution Trajectories in a Genetic Regulatory System Excited by Stable Lévy Noise
Xiujun Cheng, Hui Wang, Xiao Wang +2
We study the most probable trajectories of the concentration evolution for the transcription factor activator in a genetic regulation system, with non-Gaussian stable Lévy noise in…