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researcher

M. Reiß

40 papers hereh-index 282.4k citations79 works total

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

author position
  • sole author4
  • first author9
  • middle author2
  • last author25

Across the 40 of 40 papers where every author was matched, so the position is known.

fields
  • math.ST36
  • math.PR2
  • math.NA1
  • math.OC1

identity via Semantic Scholar / OpenAlex

activity
20052023
most citedAsymptotic equivalence for inference on the volatility from noisy observations

91 citations · 585 across the 27 of their papers we have counts for

collaborators
Showing 2017 · math.PRShow all

1 paper · 2 filters

math.PR2017

Wasserstein and total variation distance between marginals of Lévy processes

Ester Mariucci, Markus Reiß

We present upper bounds for the Wasserstein distance of order p between the marginals of Lévy processes, including Gaussian approximations for jumps of infinite activity. Using t…

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