Jan M. Gairing

Available identifiers

zbMath Open gairing.jan-mMaRDI QIDQ2340297

List of research outcomes

Publication	Date of Publication	Type
Hurst index estimation in stochastic differential equations driven by fractional Brownian motion	2020-08-06	Paper
Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications	2018-06-01	Paper
How close are time series to power tail Lévy diffusions?	2018-05-30	Paper
An invariance principle for the two-dimensional parabolic Anderson model with small potential	2018-03-28	Paper
On the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in Paleoclimate	2017-07-05	Paper
How close are time series to power tail L\'evy diffusions?	2017-04-20	Paper
Coupling distances between Lévy measures and applications to noise sensitivity of SDE	2015-05-22	Paper
Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes	2015-04-16	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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