@article{GairingHoegeleKosenkova2017,
  author    = {Gairing, Jan and H{\"o}gele, Michael and Kosenkova, Tetiana},
  title     = {Transportation distances and noise sensitivity of multiplicative Levy SDE with applications},
  series = {Stochastic processes and their application},
  volume    = {128},
  journal   = {Stochastic processes and their application},
  number    = {7},
  publisher = {Elsevier},
  address   = {Amsterdam},
  issn      = {0304-4149},
  doi       = {10.1016/j.spa.2017.09.003},
  pages     = {2153 -- 2178},
  year      = {2017},
  abstract  = {This article assesses the distance between the laws of stochastic differential equations with multiplicative Levy noise on path space in terms of their characteristics. The notion of transportation distance on the set of Levy 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}
}