Optimal Wasserstein-1 distance between SDEs driven by Brownian motion and stable processes

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

  • Chang-Song Deng - , Wuhan University (Author)
  • René Leander Schilling - , Chair of Probability Theory (Author)
  • Lihu Xu - , University of Macau (Author)

Details

Original languageEnglish
Journal Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability
Publication statusAccepted/In press - 2024
Peer-reviewedYes

Keywords