Path integral solutions of the governing equation of SDEs excited by Lévy white 
noise

Xu, Y.; Zan, W.; Jia, W.; Kurths, Jürgen

doi:10.1016/j.jcp.2019.05.023

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Path integral solutions of the governing equation of SDEs excited by Lévy white noise

Xu, Y., Zan, W., Jia, W., Kurths, J. (2019): Path integral solutions of the governing equation of SDEs excited by Lévy white noise. - Journal of Computational Physics, 394, 41-55.
https://doi.org/10.1016/j.jcp.2019.05.023

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Item Permalink: https://publications.pik-potsdam.de/pubman/item/item_23458 Version Permalink: https://publications.pik-potsdam.de/pubman/item/item_23458_2

Genre: Journal Article

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Creators:
Xu, Y.¹, Author
Zan, W.¹, Author
Jia, W.¹, Author
Kurths, Jürgen², Author

Affiliations:
1Potsdam Institute for Climate Impact Research and Cooperation Partners, ou_persistent13
2Potsdam Institute for Climate Impact Research, ou_persistent13

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Dates: Finally published : 2019

Publication Status: Finally published

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Identifiers: DOI: 10.1016/j.jcp.2019.05.023
PIKDOMAIN: RD4 - Complexity Science
eDoc: 8680
Working Group: Network- and machine-learning-based prediction of extreme events

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Title: Journal of Computational Physics

Source Genre: Journal

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Pages: - Volume / Issue: 394 Sequence Number: - Start / End Page: 41 - 55 Identifier: -