Sign in
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
</>
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