Computer simulation of attractors in stochastic models with α-stable noise Original Research Article

The aim of this paper is to apply the appropriate numerical, statistical and computer techniques to the construction of approximate solutions to 2nd order stochastic differential equations, subject to large random external disturbances with infinite variance, described by α-stable Lévy motion processes. This provides us with qualitative and quantitative information on their asymptotic behavior, and, in particular, with graphical visualization of stochastic attractors in appropriate phase spaces.