An Optimal Control Method to Compute the Most Likely Transition Path for Stochastic Dynamical Systems with Jumps
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DOI: 10.1063/5.0093924
Abstract: Many complex real world phenomena exhibit abrupt, intermittent, or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian Lévy noise. Among these complex phenomena, the most likely transition paths… read more here.
Keywords: likely transition; transition path; path stochastic; transition ... See more keywords