4 citations · 12 across the 18 of their papers we have counts for
Showing math.NAShow all
3 papers · 1 filter
math.NA2025
Learning Lévy density via adaptive RKHS regression with bi-level optimization
Luxuan Yang, Fei Lu, Ting Gao +2
We propose a nonparametric method to learn the Lévy density from probability density data governed by a nonlocal Fokker-Planck equation. We recast the problem as identifying the ke…
math.NA2013★ 3 cited
Fokker-Planck Equations for Stochastic Dynamical Systems with Symmetric Lévy Motions
Ting Gao, Jinqiao Duan, Xiaofan Li
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian stable symmetric Lévy motions, have a nonlocal or fractional Laplacian term. This nonlocality is…
math.NA2012★ 4 cited
Mean exit time and escape probability for dynamical systems driven by Levy noise
Ting Gao, Jinqiao Duan, Xiaofan Li +1
The mean first exit time and escape probability are utilized to quantify dynamical behaviors of stochastic differential equations with non-Gaussian alpha-stable type Levy motions.…