most citedThe first passage problem for stable linear delay equations perturbed by power law Lévy noise

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math.PR2019★ 1 cited

The first passage problem for stable linear delay equations perturbed by power law Lévy noise

Michael A. Högele, Ilya Pavlyukevich

This article studies a linear scalar delay differential equation subject to small multiplicative power tail Lévy noise. We solve the first passage (the Kramers) problem with probab…