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

Authors

Xu,  Y.
Potsdam Institute for Climate Impact Research and Cooperation Partners;

Zan,  W.
Potsdam Institute for Climate Impact Research and Cooperation Partners;

Jia,  W.
Potsdam Institute for Climate Impact Research and Cooperation Partners;

/persons/resource/Juergen.Kurths

Kurths,  Jürgen
Potsdam Institute for Climate Impact Research;

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Citation

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


Cite as: https://publications.pik-potsdam.de/pubman/item/item_23458
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