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math.DS2018
Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative -stable noises
Yanjie Zhang, Xiao Wang, Qiao Huang +2
The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric -stable noises may not adequately describe the time evolution for the probability densitie…
math.DS2017
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…