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Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion.
Xiao Wang
Jinqiao Duan
Xiaofan Li
Renming Song
Published in:
Appl. Math. Comput. (2018)
Keyphrases
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stochastic systems
numerical algorithms
confidence intervals
sample path
partial differential equations
stochastic models
conditional probabilities
large deviations
asymptotic analysis
feature extraction
probability distribution
markov chain