Competition between Lévy jumps and continuous drift

Physica A: Statistical Mechanics and its Applications

Volumn 330, Issue 1-2, 2003, Pages 46-52

  Sokolov, I M ^a   Belik, V V ^b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

Asymmetric L vy flights; First passage time; Splitting probability

Indexed keywords

COMPUTER SIMULATION; LAPLACE TRANSFORMS; PROBABILITY; RANDOM NUMBER GENERATION;

SPLITTING PROBABILITY;

RANDOM PROCESSES;

EID: 0344549844     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.08.028     Document Type: Conference Paper

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