Jan M. Gairing

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Hurst index estimation in stochastic differential equations driven by fractional Brownian motion Journal of Theoretical Probability	2020-08-06	Paper
Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications Stochastic Processes and their Applications	2018-06-01	Paper
How close are time series to power tail Lévy diffusions? Chaos: An Interdisciplinary Journal of Nonlinear Science	2018-05-30	Paper
An invariance principle for the two-dimensional parabolic Anderson model with small potential Stochastic and Partial Differential Equations. Analysis and Computations	2018-03-28	Paper
On the calibration of Lévy driven time series with coupling distances and an application in paleoclimate Mathematical Paradigms of Climate Science	2017-07-05	Paper
How close are time series to power tail L\'evy diffusions? (available as arXiv preprint)	2017-04-20	Paper
Coupling distances between Lévy measures and applications to noise sensitivity of SDE Stochastics and Dynamics	2015-05-22	Paper
Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes Methodology and Computing in Applied Probability	2015-04-16	Paper

Research outcomes over time

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