@unpublished{GairingHoegeleKosenkovaetal.2013,
  author    = {Gairing, Jan and H{\"o}gele, Michael and Kosenkova, Tetiana and Kulik, Alexei Michajlovič},
  title     = {Coupling distances between L{\´e}vy measures and applications to noise sensitivity of SDE},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-68886},
  year      = {2013},
  abstract  = {We introduce the notion of coupling distances on the space of L{\´e}vy measures in order to quantify rates of convergence towards a limiting L{\´e}vy jump diffusion in terms of its characteristic triplet, in particular in terms of the tail of the L{\´e}vy measure. The main result yields an estimate of the Wasserstein-Kantorovich-Rubinstein distance on path space between two L{\´e}vy diffusions in terms of the couping 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}
}