8 citations · 26 across the 16 of their papers we have counts for
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Most probable dynamics of a genetic regulatory network under stable Lévy noise
Xiaoli Chen, Fengyan Wu, Jinqiao Duan +2
Numerous studies have demonstrated the important role of noise in the dynamical behaviour of a complex system. The most probable trajectories of nonlinear systems under the influen…
Fokker-Planck equation driven by asymmetric Lévy motion
Xiao Wang, Wenpeng Shang, Xiaofan Li +2
Non-Gaussian Lévy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equa…
Data assimilation and parameter estimation for a multiscale stochastic system with alpha-stable Levy noise
Yanjie Zhang, Zhuan Cheng, Xinyong Zhang +3
This work is about low dimensional reduction for a slow-fast data assimilation system with non-Gaussian stable Lévy noise via stochastic averaging. When the observations are on…
Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion
Xiao Wang, Jinqiao Duan, Xiaofan Li +1
For non-Gaussian stochastic dynamical systems, mean exit time and escape probability are important deterministic quantities, which can be obtained from integro-differential (nonloc…
Fokker-Planck equations for Marcus stochastic differential equations driven by Levy processes
Xu Sun, Xiaofan Li, Yayun Zheng
Marcus stochastic differential equations (SDEs) often are appropriate models for stochastic dynamical systems driven by non-Gaussian Levy processes and have wide applications in en…
A regularity result for the nonlocal Fokker-Planck equation with Ornstein-Uhlenbeck drift
Xiaoxia Xie, Jinqiao Duan, Xiaofan Li +1
Despite there are numerous theoretical studies of stochastic differential equations with a symmetric -stable Lévy noise, very few regularity results exist in the case of $0<α\le…