Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications (Q1635898)
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scientific article
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| English | Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications |
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Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications (English)
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1 June 2018
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stochastic differential equations
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multiplicative Lévy noise
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Lévy type processes
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heavy-tailed distributions
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model selection
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Wasserstein distance
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time series
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0.7766461968421936
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0.7678897976875305
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0.713318407535553
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0.7053120732307434
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