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researcher

Jan Gairing

4 papers hereh-index 577 citations11 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR4

identity via Semantic Scholar / OpenAlex

activity
20152019
most citedHow close are time series to power tail Lévy diffusions?

7 citations · 7 across the 4 of their papers we have counts for

collaborators
Showing 2015 · math.PRShow all

1 paper · 2 filters

math.PR2015

Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications

Jan Gairing, Michael Högele, Tetiana Kosenkova

This article assesses the distance between the laws of stochastic differential equations with multiplicative Lévy noise on path space in terms of their characteristics. The notion…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.