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Publications by Tetiana Kosenkova

Coupling Distances Between Lévy Measures and Applications to Noise Sensitivity of SDE

Stochastics and Dynamics

English

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Equivalent Martingale Measures and Lévy Processes

Revista Brasileira de Economia

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Infinitely Ramified Point Measures and Branching Lévy Processes

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The Existence and Uniqueness of Mild Solutions to Stochastic Differential Equations With Lévy Noise

Advances in Difference Equations

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Confirmation Measures and Sensitivity

Philosophy of Science

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Average Distances on Self-Similar Sets and Higher Order Average Distances of Self-Similar Measures

Mathematische Zeitschrift

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Oded Schramm’s Contributions to Noise Sensitivity

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Malliavin Differentiability of Solutions of SPDEs With Lévy White Noise

International Journal of Stochastic Analysis

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Applications of Robust Distances for Regression

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Boundedness Analysis of Stochastic Integro-Differential Systems With Lévy Noise

Journal of Taibah University for Science

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