International Journal of Dynamics and Control · 2020 · 35 citations · 52 references
EngineeringComputer ScienceMathematicsMachine LearningProbability TheoryStochastic ProcessesBrownian MotionLévy ProcessesStochastic CalculusStochastic Differential EquationsStochastic StabilityStochastic VolatilityLévy - Itô DecompositionLévy-driven Stochastic Differential EquationsLévy-itô DecompositionOrnstein - Uhlenbeck Processes Driven By Lévy Noise
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Maziar Raissi, Paris Perdikaris, George Em Karniadakis · Journal of Computational Physics · 2018 · 16.9K citations · Full text
Ciyou Zhu, Richard H. Byrd, Peihuang Lu et al. · ACM Transactions on Mathematical Software · 1997 · 3.4K citations · Full text
Chaos, fractional kinetics, and anomalous transport
G. M. Zaslavsky · Physics Reports · 2002 · 1.6K citations