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math.DS2012
An alternative expression of Di Paola and Falson's formula for stochastic dynamics
Xu Sun, Jinqiao Duan, Xiaofan Li
Di Paola and Falsone's formula is widely used in studying stochastic dynamics of nonlinear systems under Poisson white noise. In this short communication, an alternative expression…
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.…