Wasserstein and total variation distance between marginals of Lévy processes (Q1657964): Difference between revisions

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+.02715
@@ Property / arXiv ID: 1710.02715 / rank @@
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+Testing for jumps in a discretely observed process
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+Financial Modelling with Jump Processes
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+\(L_1\)-distance for additive processes with time-homogeneous Lévy measures
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+Simulation and approximation of Lévy-driven stochastic differential equations
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+Metrics for probability distributions and the trend to equilibrium for solutions of the Boltzmann equation.
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+Coupling distances between Lévy measures and applications to noise sensitivity of SDE
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+On Choosing and Bounding Probability Metrics
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+A class of Wasserstein metrics for probability distributions
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+A remark on the rates of convergence for integrated volatility estimation in the presence of jumps
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+Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants
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+Nonparametric estimation for Lévy processes from low-frequency observations
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+Upper bounds for minimal distances in the central limit theorem
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+Expansion of transition distributions of Lévy processes in small time
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+Introduction to nonparametric estimation
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+Optimal Transport
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+Modern Theory of Summation of Random Variables
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+W2964095789
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