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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

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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…