87 citations · 221 across the 37 of their papers we have counts for
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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.DS2013
Quantifying model uncertainty in non-Gaussian dynamical systems with observations on mean exit time or escape probability
Ting Gao, Jinqiao Duan
Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, usin…