9 citations · 29 across the 12 of their papers we have counts for
Showing 2015 · math.PRShow all
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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…
math.PR2015
Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves
Michael A. Högele, Paulo-Henrique da Costa
This article shows a strong averaging principle for diffusions driven by discontinuous heavy-tailed Lévy noise, which are invariant on the compact horizontal leaves of a foliated m…