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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…
math.DS2017★ 2 cited
Slow manifolds for stochastic systems with non-Gaussian stable Lévy noise
Shenglan Yuan, Jianyu Hu, Xianming Liu +1
This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable Lévy noise with a scale parameter. Slow manifolds with expone…