Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion
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DOI: 10.1016/j.amc.2018.05.038
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References listed on IDEAS
- Wang, Xiao & Duan, Jinqiao & Li, Xiaofan & Luan, Yuanchao, 2015. "Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises," Applied Mathematics and Computation, Elsevier, vol. 258(C), pages 282-295.
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- Koren, T. & Chechkin, A.V. & Klafter, J., 2007. "On the first passage time and leapover properties of Lévy motions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(1), pages 10-22.
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Cited by:
- Song, Yi & Xu, Wei & Wei, Wei & Niu, Lizhi, 2023. "Dynamical transition of phenotypic states in breast cancer system with Lévy noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 627(C).
- Song, Yi & Xu, Wei, 2021. "Asymmetric Lévy noise changed stability in a gene transcriptional regulatory system," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
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Keywords
Stochastic dynamical systems; Asymmetric Lévy motion; Integro-differential equation; First exit time; Escape probability;All these keywords.
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