Itô calculus extended to systems driven by alpha-stable lévy white noises (a novel clip on the tails of lévy motion)

M. Di Paola (1) , A. Pirrotta (1) , M. Zingales (1)

1 Dipartimento di Ingegneria Strutturale e Geotecnica

Mots clés: Physical Sciences

M. Di Paola, A. Pirrotta, M. Zingales. Itô calculus extended to systems driven by alpha-stable lévy white noises (a novel clip on the tails of lévy motion). International Journal of Non-Linear Mechanics, 2007, 42 (8), pp.1046. ⟨10.1016/j.ijnonlinmec.2007.07.001⟩. ⟨hal-00501758⟩