@article{GairingHoegeleKosenkovaetal.2015,
  author    = {Gairing, Jan and H{\"o}gele, Michael and Kosenkova, Tetiana and Kulik, Alexei Michajlovič},
  title     = {Coupling distances between Levy measures and applications to noise sensitivity of SDE},
  series = {Stochastics and dynamic},
  volume    = {15},
  journal   = {Stochastics and dynamic},
  number    = {2},
  publisher = {World Scientific},
  address   = {Singapore},
  issn      = {0219-4937},
  doi       = {10.1142/S0219493715500094},
  pages     = {25},
  year      = {2015},
  abstract  = {We introduce the notion of coupling distances on the space of Levy measures in order to quantify rates of convergence towards a limiting Levy jump diffusion in terms of its characteristic triplet, in particular in terms of the tail of the Levy measure. The main result yields an estimate of the Wasserstein-Kantorovich-Rubinstein distance on path space between two Levy diffusions in terms of the coupling distances. We want to apply this to obtain precise rates of convergence for Markov chain approximations and a statistical goodness-of-fit test for low-dimensional conceptual climate models with paleoclimatic data.},
  language  = {en}
}