Path integral solutions for n-dimensional stochastic differential equations under α-stable Lévy excitation
In this paper, the path integral solutions for a general n-dimensional stochastic differential equations (SDEs) with α-stable Lévy noise are derived and verified. Firstly, the governing equations for the solutions of n-dimensional SDEs under the excitation of α-stable Lévy noise are obtained through...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-03-01
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| Series: | Theoretical and Applied Mechanics Letters |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2095034923000016 |