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math.DS2021
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…
math.DS2018
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…