First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method
Wanrong Zan, Yong Xu, Ralf Metzler, Jürgen Kurths
Topics & Concepts
White noiseStochastic differential equationMathematicsParametric statisticsMonte Carlo methodPath integral formulationGaussianApplied mathematicsPath (computing)Gaussian processAdditive white Gaussian noiseFirst-hitting-time modelDifferential equationNoise (video)Mathematical analysisPhysicsComputer scienceArtificial intelligenceProgramming languageQuantum mechanicsImage (mathematics)StatisticsQuantumFractional Differential Equations SolutionsDiffusion and Search Dynamicsstochastic dynamics and bifurcation