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J-GLOBAL ID：201802216714126683
Reference number：18A1311713
Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process
ジャンプ拡散過程を有する非線形オシレータの漸近展開
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Author (3)：
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Material：
Volume：
35
Issue：
2
Page：
969-1004
Publication year：
2018
JST Material Number：
L5671A
ISSN：
0916-7005
Document type：
Article
Article type：
原著論文
Country of issue：
Germany, Federal Republic of (DEU)
Language：
ENGLISH (EN)
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Semi thesaurus term：
Thesaurus term/Semi thesaurus term
Keywords indexed to the article.
All keywords is available on JDreamIII(charged).
On J-GLOBAL, this item will be available after more than half a year after the record posted. In addtion, medical articles require to login to MyJ-GLOBAL.
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JST classification (1)：
JST classification
Category name(code) classified by JST.
Numerical analysis,approximation method
Reference (44)：
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Applebaum, D.: Lévy Processes and Stochastic Calculus, 2nd edn. Cambridge University Press, Cambridge (2009)
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Benhamou, E., Gobet, E., Miri, M.: Smart expansion and fast calibration for jump diffusion. Finance Stoch. 13, 563-589 (2009)
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Bulsara, A.R., Elston, T.C., Doering, C.R., Lowen, S.B., Lindenberg, K.: Cooperative behavior in periodically driven noisy integrate-fire models of neuronal dynamics. Phys. Rev. E 3(53), 3958-3969 (1996)
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DeFelice, L.J.: Introduction to Membrane Noise. Springer, Berlin (1981)
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Durret, R.: Stochastic Calculus: A Practical Introduction (Probability and Stochastics Series). CRC Press, Boca Rotan (1996)
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Terms in the title
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