Lévy-driven Langevin equations
- Date
- Mar 11, 2014
- Time
- 11:00 AM - 12:00 PM
- Speaker
- Ilya Pavlyukevich
- Affiliation
- FSU Jena
- Language
- en
- Main Topic
- Physik
- Other Topics
- Physik
- Host
- Holger Kantz
- Description
- We study the behaviour of one-dimensional Langevin equations driven by $\alpha$-stable L\'evy processes. In the limit of large friction, we study the convergence of the paths of solutions in appropriate metric. In particular this allows us to determine the limiting distribution of their first passage times.
Last modified: Mar 11, 2014, 8:43:49 AM
Location
Max-Planck-Institut für Physik komplexer Systeme (Seminarroom 3)Nöthnitzer Straße3801187Dresden
- Phone
- + 49 (0)351 871 0
- MPI-PKS
- Homepage
- http://www.mpipks-dresden.mpg.de
Organizer
Max-Planck-Institut für Physik komplexer SystemeNöthnitzer Straße3801187Dresden
- Phone
- + 49 (0)351 871 0
- MPI-PKS
- Homepage
- http://www.mpipks-dresden.mpg.de
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