Fokker–Planck equation and Feynman–Kac formula for multidimensional stochastic dynamical systems with Lévy noises and time-dependent coefficients

作者：Qingyan Meng, Yejuan Wang, Peter E. Kloeden, Xiaoying Han · 发表于：Mathematics and Computers in Simulation · 年份：2024 · DOI：10.1016/j.matcom.2024.10.014 · 被引用次数：1 · 研究领域：Statistical Mechanics and Entropy、Advanced Thermodynamics and Statistical Mechanics、Fractional Differential Equations Solutions