A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by Poisson white noise - researchr publication

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Meng-Ze Lyu, Jianbing Chen, Antonina Pirrotta. A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by Poisson white noise. Commun. Nonlinear Sci. Numer. Simul., 80:104974, 2020. [doi]

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