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Schnurr, Alexander

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Author ID: schnurr.alexander Recent zbMATH articles by "Schnurr, Alexander"
Published as: Schnurr, A.; Schnurr, Alexander; Schnurr, Jan Alexander
Homepage: https://www.uni-siegen.de/fb6/src/schnurr/
External Links: MGP · Wikidata · ResearchGate
Documents Indexed: 17 Publications since 2009, including 1 Book
Reviewing Activity: 45 Reviews

Publications by Year

Citations contained in zbMATH

15 Publications have been cited 73 times in 52 Documents Cited by Year
The symbol associated with the solution of a stochastic differential equation. Zbl 1226.60116
Schilling, Rene L.; Schnurr, Alexander
32
2010
The symbol of a Markov semimartingale. Zbl 1195.60113
Schnurr, Jan Alexander
8
2009
On the semimartingale nature of Feller processes with killing. Zbl 1306.60122
Schnurr, Alexander
6
2012
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications. Zbl 1301.60092
Schnurr, Alexander
5
2013
A criterion for invariant measures of Itô processes based on the symbol. Zbl 1328.60130
Behme, Anita; Schnurr, Alexander
4
2015
Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063
Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor
3
2016
Well-balanced Lévy driven Ornstein-Uhlenbeck processes. Zbl 1235.60014
Schnurr, Alexander; Woerner, Jeannette H. C.
3
2011
A classification of deterministic Hunt processes with some applications. Zbl 1235.60095
Schnurr, A.
3
2011
COGARCH: symbol, generator and characteristics. Zbl 1343.60113
Schnurr, Alexander
2
2013
The Euler scheme for Feller processes. Zbl 1243.60058
Böttcher, Björn; Schnurr, Alexander
2
2011
The fourth characteristic of a semimartingale. Zbl 07140512
Schnurr, Alexander
1
2020
Time change equations for Lévy-type processes. Zbl 1382.60110
Krühner, Paul; Schnurr, Alexander
1
2018
Criteria for the finiteness of the strong \(p\)-variation for Lévy-type processes. Zbl 1373.60073
Manstavičius, Martynas; Schnurr, Alexander
1
2017
An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series. Zbl 1298.62183
Schnurr, Alexander
1
2014
On deterministic Markov processes: expandability and related topics. Zbl 1296.60200
Schnurr, A.
1
2013
The fourth characteristic of a semimartingale. Zbl 07140512
Schnurr, Alexander
1
2020
Time change equations for Lévy-type processes. Zbl 1382.60110
Krühner, Paul; Schnurr, Alexander
1
2018
Criteria for the finiteness of the strong \(p\)-variation for Lévy-type processes. Zbl 1373.60073
Manstavičius, Martynas; Schnurr, Alexander
1
2017
Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063
Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor
3
2016
A criterion for invariant measures of Itô processes based on the symbol. Zbl 1328.60130
Behme, Anita; Schnurr, Alexander
4
2015
An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series. Zbl 1298.62183
Schnurr, Alexander
1
2014
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications. Zbl 1301.60092
Schnurr, Alexander
5
2013
COGARCH: symbol, generator and characteristics. Zbl 1343.60113
Schnurr, Alexander
2
2013
On deterministic Markov processes: expandability and related topics. Zbl 1296.60200
Schnurr, A.
1
2013
On the semimartingale nature of Feller processes with killing. Zbl 1306.60122
Schnurr, Alexander
6
2012
Well-balanced Lévy driven Ornstein-Uhlenbeck processes. Zbl 1235.60014
Schnurr, Alexander; Woerner, Jeannette H. C.
3
2011
A classification of deterministic Hunt processes with some applications. Zbl 1235.60095
Schnurr, A.
3
2011
The Euler scheme for Feller processes. Zbl 1243.60058
Böttcher, Björn; Schnurr, Alexander
2
2011
The symbol associated with the solution of a stochastic differential equation. Zbl 1226.60116
Schilling, Rene L.; Schnurr, Alexander
32
2010
The symbol of a Markov semimartingale. Zbl 1195.60113
Schnurr, Jan Alexander
8
2009

Citations by Year

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