B. Rüdiger

collaborators

Showing math.PRShow all

2 papers · 1 filter

math.PR2023

Wasserstein distance in terms of the Comonotonicity Copula

Mariem Abdellatif, Peter Kuchling, Barbara Rüdiger +1

In this article, we represent the Wasserstein metric of order $p$ , where $p \in [1, \infty)$ , in terms of the comonotonicity copula, for the case of probability measures on $R^{d}$ , b…

math.PR2023

Stability properties of some port-Hamiltonian SPDEs

Peter Kuchling, Barbara Rüdiger, Baris Ugurcan

We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential converg…