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20032025
most citedLevy Flights, Non-local Search and Simulated Annealing

680 citations · 965 across the 33 of their papers we have counts for

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math.PR2004★ 5 cited

First exit times of solutions of non-linear stochastic differential equations driven by symmetric Levy processes with alpha-stable components

Peter Imkeller, Ilya Pavlyukevich

We study the exit problem of solutions of the stochastic differential equation dX(t)=-U'(X(t))dt+epsilon dL(t) from bounded or unbounded intervals which contain the unique asymptot…