Refine
Has Fulltext
- yes (342) (remove)
Year of publication
- 2016 (342) (remove)
Document Type
- Postprint (209)
- Doctoral Thesis (96)
- Preprint (16)
- Monograph/Edited Volume (8)
- Article (4)
- Master's Thesis (4)
- Habilitation Thesis (2)
- Part of Periodical (2)
- Conference Proceeding (1)
Language
- English (342) (remove)
Is part of the Bibliography
- yes (342) (remove)
Keywords
- model (6)
- climate-change (5)
- sentence processing (5)
- German (4)
- aggression (4)
- evolution (4)
- language (4)
- prosody (4)
- protein (4)
- syntax (4)
Institute
- Mathematisch-Naturwissenschaftliche Fakultät (79)
- Humanwissenschaftliche Fakultät (38)
- Institut für Geowissenschaften (37)
- Institut für Chemie (32)
- Institut für Physik und Astronomie (30)
- Institut für Biochemie und Biologie (24)
- Department Linguistik (20)
- Institut für Mathematik (19)
- Department Psychologie (18)
- Department Sport- und Gesundheitswissenschaften (15)
This article assesses the distance between the laws of stochastic differential equations with multiplicative Lévy noise on path space in terms of their characteristics. The notion of transportation distance on the set of Lévy 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.
We elaborate a boundary Fourier method for studying an analogue of the Hilbert problem for analytic functions within the framework of generalised Cauchy-Riemann equations. The boundary value problem need not satisfy the Shapiro-Lopatinskij condition and so it fails to be Fredholm in Sobolev spaces. We show a solvability condition of the Hilbert problem, which looks like those for ill-posed
problems, and construct an explicit formula for approximate solutions.