8 citations · 14 across the 11 of their papers we have counts for
5 papers · 1 filter
Dynamical behavior of a nonlocal Fokker-Planck equation for a stochastic system with tempered stable noise
Li Lin, Jinqiao Duan, Xiao Wang +1
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fok…
Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes
Yanjie Zhang, Qiao Huang, Xiao Wang +2
We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable Lévy nois…
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…
Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations
Yanjie Zhang, Xiao Wang, Jinqiao Duan
We use the mean exit time to quantify macroscopic dynamical behaviors of stochastic dynamical systems driven by tempered Lévy fluctuations, which are solutions of nonlocal elliptic…
Data assimilation and parameter estimation for a multiscale stochastic system with alpha-stable Levy noise
Yanjie Zhang, Zhuan Cheng, Xinyong Zhang +3
This work is about low dimensional reduction for a slow-fast data assimilation system with non-Gaussian stable Lévy noise via stochastic averaging. When the observations are on…