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## Schnurr, Alexander

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 Author ID: 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
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#### Co-Authors

 9 single-authored 2 Behme, Anita Diana 1 Böttcher, Björn 1 Krühner, Paul 1 Manstavičius, Martynas 1 Rüschendorf, Ludger 1 Schilling, René Leander 1 Woerner, Jeannette H. C. 1 Wolf, Viktor
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#### Serials

 3 Bernoulli 2 Stochastic Analysis and Applications 2 Stochastic Processes and their Applications 2 Markov Processes and Related Fields 1 Advances in Applied Probability 1 Statistics & Probability Letters 1 Statistical Papers 1 Electronic Journal of Probability 1 Rendiconti del Seminario Matematico. Universitá e Politecnico di Torino 1 Statistics & Risk Modeling 1 Universal Journal of Mathematics and Mathematical Sciences 1 Berichte aus der Mathematik
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#### Fields

 16 Probability theory and stochastic processes (60-XX) 6 Operator theory (47-XX) 2 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Real functions (26-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) 1 Mathematics education (97-XX)

#### 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
2010
The symbol of a Markov semimartingale. Zbl 1195.60113
Schnurr, Jan Alexander
2009
On the semimartingale nature of Feller processes with killing. Zbl 1306.60122
Schnurr, Alexander
2012
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications. Zbl 1301.60092
Schnurr, Alexander
2013
A criterion for invariant measures of Itô processes based on the symbol. Zbl 1328.60130
Behme, Anita; Schnurr, Alexander
2015
Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063
Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor
2016
Well-balanced Lévy driven Ornstein-Uhlenbeck processes. Zbl 1235.60014
Schnurr, Alexander; Woerner, Jeannette H. C.
2011
A classification of deterministic Hunt processes with some applications. Zbl 1235.60095
Schnurr, A.
2011
COGARCH: symbol, generator and characteristics. Zbl 1343.60113
Schnurr, Alexander
2013
The Euler scheme for Feller processes. Zbl 1243.60058
Böttcher, Björn; Schnurr, Alexander
2011
The fourth characteristic of a semimartingale. Zbl 07140512
Schnurr, Alexander
2020
Time change equations for Lévy-type processes. Zbl 1382.60110
Krühner, Paul; Schnurr, Alexander
2018
Criteria for the finiteness of the strong $$p$$-variation for Lévy-type processes. Zbl 1373.60073
Manstavičius, Martynas; Schnurr, Alexander
2017
An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series. Zbl 1298.62183
Schnurr, Alexander
2014
On deterministic Markov processes: expandability and related topics. Zbl 1296.60200
Schnurr, A.
2013
The fourth characteristic of a semimartingale. Zbl 07140512
Schnurr, Alexander
2020
Time change equations for Lévy-type processes. Zbl 1382.60110
Krühner, Paul; Schnurr, Alexander
2018
Criteria for the finiteness of the strong $$p$$-variation for Lévy-type processes. Zbl 1373.60073
Manstavičius, Martynas; Schnurr, Alexander
2017
Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063
Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor
2016
A criterion for invariant measures of Itô processes based on the symbol. Zbl 1328.60130
Behme, Anita; Schnurr, Alexander
2015
An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series. Zbl 1298.62183
Schnurr, Alexander
2014
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications. Zbl 1301.60092
Schnurr, Alexander
2013
COGARCH: symbol, generator and characteristics. Zbl 1343.60113
Schnurr, Alexander
2013
On deterministic Markov processes: expandability and related topics. Zbl 1296.60200
Schnurr, A.
2013
On the semimartingale nature of Feller processes with killing. Zbl 1306.60122
Schnurr, Alexander
2012
Well-balanced Lévy driven Ornstein-Uhlenbeck processes. Zbl 1235.60014
Schnurr, Alexander; Woerner, Jeannette H. C.
2011
A classification of deterministic Hunt processes with some applications. Zbl 1235.60095
Schnurr, A.
2011
The Euler scheme for Feller processes. Zbl 1243.60058
Böttcher, Björn; Schnurr, Alexander
2011
The symbol associated with the solution of a stochastic differential equation. Zbl 1226.60116
Schilling, Rene L.; Schnurr, Alexander
2010
The symbol of a Markov semimartingale. Zbl 1195.60113
Schnurr, Jan Alexander
2009
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#### Cited by 64 Authors

 10 Schilling, René Leander 7 Schnurr, Alexander 6 Kühn, Franziska 5 Butko Kinderknecht, Yana A. 4 Behme, Anita Diana 3 Böttcher, Björn 3 Sandrić, Nikola 3 Smolyanov, Oleg Georgievich 3 Wang, Jian 2 Jacob, Niels 2 Keller-Ressel, Martin 2 Li, Lingfei 2 Lindner, Alexander M. 1 Agoitia Hurtado, María Fernanda del Carmen 1 Albeverio, Sergio A. 1 Applebaum, David B. 1 Bandt, Christoph 1 Basse-O’Connor, Andreas 1 Belomestny, Denis 1 Bielecki, Tomasz R. 1 Brockwell, Peter J. 1 Criens, David 1 Czarna, Irmina 1 Di Persio, Luca 1 Döring, Leif 1 Fernando, Pani W. 1 Hausenblas, Erika 1 Imkeller, Peter 1 Jakubowski, Jacek 1 Kaszubowski, Adam 1 Kevei, Péter 1 Knopova, Victoria P. 1 Knopova, Victorya 1 Knopova, Viktorya 1 Krühner, Paul 1 Kyprianou, Andreas E. 1 Landwehr, Sandra 1 Lazić, Petra 1 Li, Jiexian 1 Linetsky, Vadim 1 Lörinczi, József 1 Maejima, Makoto 1 Mastrogiacomo, Elisa 1 Mendoza-Arriaga, Rafael 1 Mimica, Ante 1 Niewęgłowski, Mariusz Andrzej 1 Panov, Vladimir 1 Razafimandimby, Paul André 1 Rhind, Elian O. T. 1 Rosiński, Jan 1 Schmidt, Thorsten 1 Schmidt, Thorsten 1 Smii, Boubaker 1 Sun, Xiaobin 1 Tu, Eddie 1 Wardenga, Robert 1 Willrich, Niklas 1 Woerner, Jeannette H. C. 1 Xiao, Yimin 1 Xu, Lihu 1 Yang, Xiaochuan 1 Zhai, Jianliang 1 Zhang, Shibin 1 Žitković, Gordan
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#### Cited in 31 Serials

 7 Stochastic Processes and their Applications 6 Bernoulli 4 Statistics & Probability Letters 2 Stochastic Analysis and Applications 2 Journal of Theoretical Probability 2 Potential Analysis 2 Electronic Journal of Probability 1 Journal of Mathematical Analysis and Applications 1 Chaos, Solitons and Fractals 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Probability 1 Journal of Applied Probability 1 Journal of Functional Analysis 1 Journal of Optimization Theory and Applications 1 Proceedings of the American Mathematical Society 1 SIAM Journal on Control and Optimization 1 Transactions of the American Mathematical Society 1 Operations Research Letters 1 Acta Applicandae Mathematicae 1 Probability Theory and Related Fields 1 The Annals of Applied Probability 1 Journal of Statistical Computation and Simulation 1 Russian Journal of Mathematical Physics 1 Statistical Papers 1 Doklady Mathematics 1 Mathematical Finance 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Fractional Calculus & Applied Analysis 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Science China. Mathematics 1 Modern Stochastics. Theory and Applications
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#### Cited in 17 Fields

 48 Probability theory and stochastic processes (60-XX) 13 Operator theory (47-XX) 10 Partial differential equations (35-XX) 7 Statistics (62-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Measure and integration (28-XX) 2 Integral equations (45-XX) 2 Systems theory; control (93-XX) 1 Topological groups, Lie groups (22-XX) 1 Potential theory (31-XX) 1 Abstract harmonic analysis (43-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Numerical analysis (65-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX)

#### Wikidata Timeline

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