On Jump-Diffusive Driving Noise Sources
Author
Abstract
Suggested Citation
DOI: 10.1007/s11009-017-9566-3
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- S. I. Denisov & W. Horsthemke & P. Hänggi, 2009. "Generalized Fokker-Planck equation: Derivation and exact solutions," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 68(4), pages 567-575, April.
- Hongler, Max-Olivier & Filliger, Roger & Blanchard, Philippe, 2006. "Soluble models for dynamics driven by a super-diffusive noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(2), pages 301-315.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Denisov, S.I. & Bystrik, Yu.S., 2019. "Statistics of bounded processes driven by Poisson white noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 38-46.
- Pasquali, Sara, 2021. "A stage structured demographic model with “no-regression” growth: The case of constant development rate," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).
- Arcand, Jean-Louis & Hongler, Max-Olivier & Rinaldo, Daniele, 2020. "Increasing risk: Dynamic mean-preserving spreads," Journal of Mathematical Economics, Elsevier, vol. 86(C), pages 69-82.
- Pasquali, Sara & Trivellato, Barbara, 2023. "A stage structured demographic model with “no-regression” growth: The case of temperature-dependent development rate," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 629(C).
More about this item
Keywords
Markovian jump-diffusive process; Compound Poisson noise sources with Erlang jump distributions; Higher order partial differential equations; Lumpability of Markov processes; Mean-field approach to homogeneous multi-agents systems; Flocking behavior of multi-agents swarms;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:21:y:2019:i:3:d:10.1007_s11009-017-9566-3. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.