Alexei Kulik

Parametrix construction of the transition probability density of the solution to an SDE driven by

Let

\alpha

L:= -a(x) (-\Delta)^{\alpha/2}+ (b(x), \nabla)

-stable noise

, where

Intrinsic small time estimates for distribution densities of Lévy processes

\alpha\in (0,2)

Coupling distances between Lévy measures and applications to noise sensitivity of SDE

, and

Parametrix construction for certain Lévy-type processes

a:\rd\to (0,\infty)

Lift zonoid order and functional inequalities

,

Accuracy of discrete approximation for integral functionals of Markov processes

b: \rd\to \rd

On the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in Paleoclimate

. Under certain regularity assumptions on the coefficients

A coupling approach to Doob’s theorem

a