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Author ID: schnurr.alexander Recent zbMATH articles by "Schnurr, Alexander"
Published as: Schnurr, Alexander; Schnurr, A.; Schnurr, Jan Alexander
Homepage: https://www.uni-siegen.de/fb6/src/schnurr/
External Links: MGP · ResearchGate
Documents Indexed: 31 Publications since 2009, including 1 Book and 7 Additional arXiv Preprints
Reviewing Activity: 47 Reviews
Co-Authors: 19 Co-Authors with 22 Joint Publications
265 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

18 Publications have been cited 136 times in 89 Documents Cited by Year
The symbol associated with the solution of a stochastic differential equation. Zbl 1226.60116
Schilling, Rene L.; Schnurr, Alexander
46
2010
The symbol of a Markov semimartingale. Zbl 1195.60113
Schnurr, Jan Alexander
16
2009
On the semimartingale nature of Feller processes with killing. Zbl 1306.60122
Schnurr, Alexander
10
2012
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications. Zbl 1301.60092
Schnurr, Alexander
10
2013
Well-balanced Lévy driven Ornstein-Uhlenbeck processes. Zbl 1235.60014
Schnurr, Alexander; Woerner, Jeannette H. C.
8
2011
Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063
Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor
7
2016
An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series. Zbl 1298.62183
Schnurr, Alexander
5
2014
A criterion for invariant measures of Itô processes based on the symbol. Zbl 1328.60130
Behme, Anita; Schnurr, Alexander
5
2015
A classification of deterministic Hunt processes with some applications. Zbl 1235.60095
Schnurr, A.
5
2011
Criteria for the finiteness of the strong \(p\)-variation for Lévy-type processes. Zbl 1373.60073
Manstavičius, Martynas; Schnurr, Alexander
4
2017
On deterministic Markov processes: expandability and related topics. Zbl 1296.60200
Schnurr, A.
4
2013
The Euler scheme for Feller processes. Zbl 1243.60058
Böttcher, Björn; Schnurr, Alexander
4
2011
Time change equations for Lévy-type processes. Zbl 1382.60110
Krühner, Paul; Schnurr, Alexander
3
2018
The fourth characteristic of a semimartingale. Zbl 1462.60102
Schnurr, Alexander
3
2020
COGARCH: symbol, generator and characteristics. Zbl 1343.60113
Schnurr, Alexander
2
2013
Ordinal pattern dependence as a multivariate dependence measure. Zbl 1476.62103
Betken, Annika; Dehling, Herold; Nüßgen, Ines; Schnurr, Alexander
2
2021
Ordinal patterns in long-range dependent time series. Zbl 1473.62300
Betken, Annika; Buchsteiner, Jannis; Dehling, Herold; Münker, Ines; Schnurr, Alexander; Woerner, Jeannette H. C.
1
2021
Ordinal patterns in clusters of subsequent extremes of regularly varying time series. Zbl 1468.62343
Oesting, Marco; Schnurr, Alexander
1
2020
Ordinal pattern dependence as a multivariate dependence measure. Zbl 1476.62103
Betken, Annika; Dehling, Herold; Nüßgen, Ines; Schnurr, Alexander
2
2021
Ordinal patterns in long-range dependent time series. Zbl 1473.62300
Betken, Annika; Buchsteiner, Jannis; Dehling, Herold; Münker, Ines; Schnurr, Alexander; Woerner, Jeannette H. C.
1
2021
The fourth characteristic of a semimartingale. Zbl 1462.60102
Schnurr, Alexander
3
2020
Ordinal patterns in clusters of subsequent extremes of regularly varying time series. Zbl 1468.62343
Oesting, Marco; Schnurr, Alexander
1
2020
Time change equations for Lévy-type processes. Zbl 1382.60110
Krühner, Paul; Schnurr, Alexander
3
2018
Criteria for the finiteness of the strong \(p\)-variation for Lévy-type processes. Zbl 1373.60073
Manstavičius, Martynas; Schnurr, Alexander
4
2017
Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063
Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor
7
2016
A criterion for invariant measures of Itô processes based on the symbol. Zbl 1328.60130
Behme, Anita; Schnurr, Alexander
5
2015
An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series. Zbl 1298.62183
Schnurr, Alexander
5
2014
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications. Zbl 1301.60092
Schnurr, Alexander
10
2013
On deterministic Markov processes: expandability and related topics. Zbl 1296.60200
Schnurr, A.
4
2013
COGARCH: symbol, generator and characteristics. Zbl 1343.60113
Schnurr, Alexander
2
2013
On the semimartingale nature of Feller processes with killing. Zbl 1306.60122
Schnurr, Alexander
10
2012
Well-balanced Lévy driven Ornstein-Uhlenbeck processes. Zbl 1235.60014
Schnurr, Alexander; Woerner, Jeannette H. C.
8
2011
A classification of deterministic Hunt processes with some applications. Zbl 1235.60095
Schnurr, A.
5
2011
The Euler scheme for Feller processes. Zbl 1243.60058
Böttcher, Björn; Schnurr, Alexander
4
2011
The symbol associated with the solution of a stochastic differential equation. Zbl 1226.60116
Schilling, Rene L.; Schnurr, Alexander
46
2010
The symbol of a Markov semimartingale. Zbl 1195.60113
Schnurr, Jan Alexander
16
2009
all top 5

Cited by 100 Authors

13 Schnurr, Alexander
11 Schilling, René Leander
10 Kühn, Franziska
5 Kinderknecht, Yana A.
4 Behme, Anita Diana
4 Sandrić, Nikola
4 Wang, Jian
3 Böttcher, Björn
3 Knopova, Victoria Pavlovna
3 Lindner, Alexander M.
3 Smolyanov, Oleg Georgievich
2 Belomestny, Denis
2 Betken, Annika
2 Brockwell, Peter J.
2 Comte, Fabienne
2 Fernando, Pani W.
2 Genon-Catalot, Valentine
2 Hausenblas, Erika
2 Jacob, Niels
2 Keller-Ressel, Martin
2 Köpfer, Benedikt
2 Kulczycki, Tadeusz
2 Li, Lingfei
2 Rickelhoff, Sebastian
2 Rüschendorf, Ludger
2 Ryznar, Michał
2 Schwab, Christoph
1 Agoitia Hurtado, María Fernanda del Carmen
1 Albeverio, Sergio A.
1 Applebaum, David B.
1 Bandt, Christoph
1 Basse-O’Connor, Andreas
1 Benth, Fred Espen
1 Bertoin, Jean
1 Bielecki, Tomasz R.
1 Brockway, Rosemary Shewell
1 Chaintron, Louis-Pierre
1 Criens, David
1 Czarna, Irmina
1 Dehling, Herold G.
1 Di Persio, Luca
1 Diez, Antoine
1 Döring, Leif
1 Fahim, Kistosil
1 Fang, Lulu
1 Fischer, Svenja
1 Gonon, Lukas
1 Gradinaru, Mihai
1 Haugomat, Tristan
1 Imkeller, Peter
1 Jakubowski, Jacek
1 Karbach, Sven
1 Kaszubowski, Adam
1 Kevei, Péter
1 Krühner, Paul
1 Kyprianou, Andreas E.
1 Landwehr, Sandra
1 Lazić, Petra
1 Li, Jiexian
1 Linetsky, Vadim
1 Liu, Jia-bao
1 Lörinczi, József
1 Maejima, Makoto
1 Mastrogiacomo, Elisa
1 Mendoza-Arriaga, Rafael
1 Mijatović, Aleksandar
1 Mimica, Ante
1 Miśkiewicz, Zofia
1 Mramor, Veno
1 Niewȩgłowski, Mariusz Andrzej
1 Nüßgen, Ines
1 Oechsler, David
1 Oesting, Marco
1 Orlova, Tatiana
1 Puccetti, Giovanni
1 Razafimandimby, Paul André
1 Reichmann, Oleg
1 Reker, Jana
1 Rhind, Elian O. T.
1 Rosiński, Jan
1 Scheffler, Peter
1 Schulte, Daniel
1 Smii, Boubaker
1 Stelzer, Robert
1 Sun, Xiaobin
1 Sztonyk, Paweł
1 Tu, Eddie
1 Valentić, Ivana
1 Vestweber, Johanna
1 Wardenga, Robert
1 Wendler, Martin
1 Willrich, Niklas
1 Woerner, Jeannette H. C.
1 Xiao, Yimin
1 Xu, Lihu
1 Yang, Xiaochuan
1 Zhai, Jianliang
1 Zhang, Shibin
1 Zhao, GuoHuan
1 Žitković, Gordan
all top 5

Cited in 49 Serials

11 Stochastic Processes and their Applications
8 Bernoulli
4 Statistics & Probability Letters
4 Stochastic Analysis and Applications
3 Journal of Mathematical Analysis and Applications
3 Journal of Applied Probability
3 Journal of Theoretical Probability
3 Potential Analysis
3 Electronic Journal of Probability
2 Osaka Journal of Mathematics
2 Transactions of the American Mathematical Society
2 Probability Surveys
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Probability
1 Information Sciences
1 Journal of Functional Analysis
1 Journal of Multivariate Analysis
1 Journal of Optimization Theory and Applications
1 Proceedings of the American Mathematical Society
1 SIAM Journal on Control and Optimization
1 Statistica Neerlandica
1 Operations Research Letters
1 Journal of Time Series Analysis
1 Acta Applicandae Mathematicae
1 Probability Theory and Related Fields
1 The Annals of Applied Probability
1 Journal of Statistical Computation and Simulation
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Computational Statistics and Data Analysis
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 Extremes
1 Statistical Inference for Stochastic Processes
1 Journal of Evolution Equations
1 Analysis and Applications (Singapore)
1 Stochastics
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Kinetic and Related Models
1 Science China. Mathematics
1 Statistics and Computing
1 Statistics & Risk Modeling
1 Journal of Mathematics
1 Modern Stochastics. Theory and Applications

Citations by Year