Sun, Xu; Li, Xiaofan; Zheng, Yayun Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise. (English) Zbl 1372.37101 Stoch. Dyn. 17, No. 5, Article ID 1750033, 17 p. (2017). MSC: 37H10 82C31 35Q84 35R60 PDFBibTeX XMLCite \textit{X. Sun} et al., Stoch. Dyn. 17, No. 5, Article ID 1750033, 17 p. (2017; Zbl 1372.37101) Full Text: DOI arXiv
Sun, Xu; Duan, Jinqiao; Li, Xiaofan; Liu, Hua; Wang, Xiangjun; Zheng, Yayun Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise. (English) Zbl 1373.60116 J. Math. Anal. Appl. 446, No. 1, 786-800 (2017). MSC: 60H15 60H40 35Q84 35R60 PDFBibTeX XMLCite \textit{X. Sun} et al., J. Math. Anal. Appl. 446, No. 1, 786--800 (2017; Zbl 1373.60116) Full Text: DOI arXiv
Sun, Xu; Duan, Jinqiao; Li, Xiaofan Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law. (English) Zbl 1354.34109 Nonlinear Dyn. 84, No. 3, 1311-1325 (2016). MSC: 34F05 34C15 34E10 PDFBibTeX XMLCite \textit{X. Sun} et al., Nonlinear Dyn. 84, No. 3, 1311--1325 (2016; Zbl 1354.34109) Full Text: DOI