@unpublished{GairingHoegeleKosenkova2016,
  author    = {Gairing, Jan and H{\"o}gele, Michael and Kosenkova, Tetiana},
  title     = {Transportation distances and noise sensitivity of multiplicative L{\´e}vy SDE with applications},
  volume    = {5},
  number    = {2},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-86693},
  pages     = {24},
  year      = {2016},
  abstract  = {This article assesses the distance between the laws of stochastic differential equations with multiplicative L{\´e}vy noise on path space in terms of their characteristics. The notion of transportation distance on the set of L{\´e}vy kernels introduced by Kosenkova and Kulik yields a natural and statistically tractable upper bound on the noise sensitivity. This extends recent results for the additive case in terms of coupling distances to the multiplicative case. The strength of this notion is shown in a statistical implementation for simulations and the example of a benchmark time series in paleoclimate.},
  language  = {en}
}
@article{CattiauxFradonKuliketal.2016,
  author    = {Cattiaux, Patrick and Fradon, Myriam and Kulik, Alexei M. and Roelly, Sylvie},
  title     = {Long time behavior of stochastic hard ball systems},
  series = {Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability},
  volume    = {22},
  journal   = {Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability},
  publisher = {International Statistical Institute},
  address   = {Voorburg},
  issn      = {1350-7265},
  doi       = {10.3150/14-BEJ672},
  pages     = {681 -- 710},
  year      = {2016},
  abstract  = {We study the long time behavior of a system of n = 2, 3 Brownian hard balls, living in R-d for d >= 2, submitted to a mutual attraction and to elastic collisions.},
  language  = {en}
}