@unpublished{HoegeleRuffino2013, author = {H{\"o}gele, Michael and Ruffino, Paulo}, title = {Averaging along L{\´e}vy diffusions in foliated spaces}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64926}, year = {2013}, abstract = {We consider an SDE driven by a L{\´e}vy noise on a foliated manifold, whose trajectories stay on compact leaves. We determine the effective behavior of the system subject to a small smooth transversal perturbation of positive order epsilon. More precisely, we show that the average of the transversal component of the SDE converges to the solution of a deterministic ODE, according to the average of the perturbing vector field with respect to the invariant measures on the leaves (of the unpertubed system) as epsilon goes to 0. In particular we give upper bounds for the rates of convergence. The main results which are proved for pure jump L{\´e}vy processes complement the result by Gargate and Ruffino for Stratonovich SDEs to L{\´e}vy driven SDEs of Marcus type.}, language = {en} } @unpublished{GairingHoegeleKosenkovaetal.2013, author = {Gairing, Jan and H{\"o}gele, Michael and Kosenkova, Tetiana and Kulik, Alexei Michajlovič}, title = {Coupling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goodness-of-fit test for low-dimensional conceptual climate models with paleoclimatic data.}, language = {en} } @unpublished{DebusscheHoegeleImkeller2013, author = {Debussche, Arnaud and H{\"o}gele, Michael and Imkeller, Peter}, title = {The dynamics of nonlinear reaction-diffusion equations with small levy noise}, series = {Lecture notes in mathematics : a collection of informal reports and seminars}, volume = {2085}, journal = {Lecture notes in mathematics : a collection of informal reports and seminars}, publisher = {Springer}, address = {Berlin}, isbn = {978-3-319-00828-8; 978-3-319-00827-1}, issn = {0075-8434}, doi = {10.1007/978-3-319-00828-8_1}, pages = {1 -- 10}, year = {2013}, abstract = {Our primary interest in this book lies in the study of dynamical properties of reaction-diffusion equations perturbed by L{\´e}vy noise of intensity ? in the small noise limit ??0 .}, language = {en} }