Coupling distances between Lévy measures and applications to noise sensitivity of SDE (Q5251126)
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scientific article; zbMATH DE number 6439290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling distances between Lévy measures and applications to noise sensitivity of SDE |
scientific article; zbMATH DE number 6439290 |
Statements
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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