Edit Profile (opens in new tab) Schnurr, Alexander Co-Author Distance Author ID: schnurr.alexander Published as: Schnurr, Alexander; Schnurr, A.; Schnurr, Jan Alexander more...less 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 all top 5 Co-Authors 9 single-authored 3 Betken, Annika 3 Dehling, Herold G. 3 Rickelhoff, Sebastian 2 Behme, Anita Diana 2 Fischer, Svenja 2 Nüßgen, Ines 2 Silbernagel, Angelika 2 Woerner, Jeannette H. C. 1 Böttcher, Björn 1 Buchsteiner, Jannis 1 Krühner, Paul 1 Manstavičius, Martynas 1 Münker, Ines 1 Oesting, Marco 1 Rüschendorf, Ludger 1 Scheffler, Peter 1 Schilling, René Leander 1 Schulte, Daniel 1 Wolf, Viktor all top 5 Serials 3 Stochastic Analysis and Applications 3 Bernoulli 2 Stochastic Processes and their Applications 2 Markov Processes and Related Fields 1 Advances in Applied Probability 1 Scandinavian Journal of Statistics 1 Journal of Multivariate Analysis 1 Transactions of the American Mathematical Society 1 Statistics & Probability Letters 1 Computational Statistics and Data Analysis 1 Statistical Papers 1 Electronic Journal of Probability 1 Extremes 1 Rendiconti del Seminario Matematico. Universitá e Politecnico di Torino 1 Probability Surveys 1 Statistics & Risk Modeling 1 Universal Journal of Mathematics and Mathematical Sciences 1 Berichte aus der Mathematik all top 5 Fields 23 Probability theory and stochastic processes (60-XX) 8 Operator theory (47-XX) 8 Statistics (62-XX) 2 Real functions (26-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 24 Fields 81 Probability theory and stochastic processes (60-XX) 18 Operator theory (47-XX) 17 Statistics (62-XX) 15 Partial differential equations (35-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Numerical analysis (65-XX) 4 Measure and integration (28-XX) 4 Integral equations (45-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Topological groups, Lie groups (22-XX) 1 Real functions (26-XX) 1 Potential theory (31-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Abstract harmonic analysis (43-XX) 1 Functional analysis (46-XX) 1 Computer science (68-XX) 1 Quantum theory (81-XX) 1 Biology and other natural sciences (92-XX) Citations by Year