Computer simulation of attractors in stochastic models with α-stable noise

Aleksander Janicki and Aleksander Weron

Mathematics and Computers in Simulation (MATCOM), 1995, vol. 39, issue 1, 9-19

Abstract: The aim of this paper is to apply the appropriate numerical, statistical and computer techniques to the construction of approximate solutions to 2nd order stochastic differential equations, subject to large random external disturbances with infinite variance, described by α-stable Lévy motion processes. This provides us with qualitative and quantitative information on their asymptotic behavior, and, in particular, with graphical visualization of stochastic attractors in appropriate phase spaces.

Keywords: Stochastic differential equations with α-stable integrators; Approximate schemes; Stochastic modeling; Attractors in dynamical systems (search for similar items in EconPapers)
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:39:y:1995:i:1:p:9-19

DOI: 10.1016/0378-4754(95)00132-H

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