210 citations · 475 across the 10 of their papers we have counts for
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math.PR2017★ 7 cited
How close are time series to power tail Lévy diffusions?
Jan Gairing, Michael A. Högele, Tania Kosenkova +1
This article presents a new and easily implementable method to quantify the so-called coupling distance between the law of a time series and the law of a differential equation driv…
math.PR2014
Stochastic averaging of dynamical systems with multiple time scales forced with α-stable noise
William F. Thompson, Rachel A. Kuske, Adam H. Monahan
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically…