Coupling distances between Lévy measures and applications to noise sensitivity of SDE (Q5251126): Difference between revisions

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Property / author: Jan M. Gairing / rank
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Property / author: Michael A. Högele / rank
 
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Latest revision as of 03:40, 10 July 2024

scientific article; zbMATH DE number 6439290
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English
Coupling distances between Lévy measures and applications to noise sensitivity of SDE
scientific article; zbMATH DE number 6439290

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    Coupling distances between Lévy measures and applications to noise sensitivity of SDE (English)
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    22 May 2015
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    Lévy measures
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    Lévy diffusion approximation
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    coupling methods
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    Wasserstein-Kantorovich-Rubinstein metric
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    stochastic differential equations
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    noise sensitivity
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    Skorokhod's invariance principle
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    statistical model selection
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