Coupling distances between Lévy measures and applications to noise sensitivity of SDE
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Publication:5251126
DOI10.1142/S0219493715500094zbMath1318.60054MaRDI QIDQ5251126
Alexei M. Kulik, Tetiana Kosenkova, Michael A. Högele, Jan M. Gairing
Publication date: 22 May 2015
Published in: Stochastics and Dynamics (Search for Journal in Brave)
stochastic differential equationsnoise sensitivitycoupling methodsLévy measuresstatistical model selectionLévy diffusion approximationSkorokhod's invariance principleWasserstein-Kantorovich-Rubinstein metric
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