Alexander Schnurr

Available identifiers

zbMath Open schnurr.alexanderMaRDI QIDQ432513

List of research outcomes

Publication	Date of Publication	Type
On the rôle of singular functions in extending the probabilistic symbol to its most general class	2024-01-16	Paper
The Time-Dependent Symbol of a Non-Homogeneous It\^o Process and corresponding Maximal Inequalities	2023-08-30	Paper
ordinalpattern	2023-08-09	Software
From Markov processes to semimartingales	2023-08-09	Paper
Operator-stable-like processes	2023-03-09	Paper
Generalized ordinal patterns allowing for ties and their applications in hydrology	2022-04-22	Paper
Ordinal pattern dependence as a multivariate dependence measure	2021-10-28	Paper
Ordinal patterns in long‐range dependent time series	2021-09-17	Paper
Ordinal patterns in clusters of subsequent extremes of regularly varying time series	2021-05-21	Paper
Ordinal Pattern Dependence in the Context of Long-Range Dependence	2021-05-03	Paper
The fourth characteristic of a semimartingale	2019-12-05	Paper
Laplace symbols and invariant distributions	2018-06-14	Paper
Time change equations for Lévy-type processes	2018-02-13	Paper
Criteria for the finiteness of the strong p-variation for Lévy-type processes	2017-11-02	Paper
Testing for Structural Breaks via Ordinal Pattern Dependence	2017-03-30	Paper
Comparison of time-inhomogeneous Markov processes	2017-02-21	Paper
A criterion for invariant measures of Itô processes based on the symbol	2015-08-05	Paper
COGARCH: Symbol, Generator and Characteristics	2015-08-05	Paper
Testing for Structural Breaks via Ordinal Pattern Dependence	2015-01-29	Paper
SDEs Driven by SDE Solutions	2014-11-12	Paper
An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series	2014-10-24	Paper
On Deterministic Markov Processes: Expandability and Related Topics	2014-06-24	Paper
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications	2014-02-04	Paper
On the semimartingale nature of Feller processes with killing	2012-07-04	Paper
The Euler Scheme for Feller Processes	2012-02-19	Paper
Well-balanced Lévy driven Ornstein–Uhlenbeck processes	2011-12-23	Paper
A Classification of Deterministic Hunt Processes with Some Applications	2011-12-01	Paper
The symbol associated with the solution of a stochastic differential equation	2011-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q3633240	2009-06-18	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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