Linear systems with Lévy fluctuations
✍ Scribed by Bruce J. West; V. Seshadri
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 689 KB
- Volume
- 113
- Category
- Article
- ISSN
- 0378-4371
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
The equivalent linearization method is extended to the case of nonlinear systems driven by Le ´vy white noise. The classical objective function used for the determination of the equivalent linear system cannot be applied because the Le ´vy process generating the Le ´vy white noise has no variance an
On ktablit une identitC en loi entre (7. H) et (X. H'). H' &ant I'inverse continu 2 droite du processus H. Celle-ci permet de relier la loi d'entrke du processus X B la loi d'elltke de la mesure des excursions en dehors de 0 du processus rCflCchi (S, -iuf, \_, S,. I > 0). Des calculs explicites sont