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First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method.

Wanrong ZanYong XuRalf MetzlerJürgen Kurths
Published in: J. Comput. Phys. (2021)
Keyphrases
  • cost function
  • error rate
  • pairwise
  • special case
  • probabilistic model
  • markov random field
  • mathematical model