The following pages link to Alexander Schnurr (Q432513):
Displaying 50 items.
- Lévy processes conditioned on having a large height process (Q376686) (← links)
- Asymptotic behaviour of first passage time distributions for Lévy processes (Q377508) (← links)
- Asymptotic lower bounds in estimating jumps (Q395992) (← links)
- Gradient flows of the entropy for jump processes (Q405499) (← links)
- Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms (Q414292) (← links)
- On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs (Q432512) (← links)
- On the semimartingale nature of Feller processes with killing (Q432514) (← links)
- On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes (Q434340) (← links)
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- The dichotomy of recurrence and transience of semi-Lévy processes (Q471529) (← links)
- On the Hougaard subordinated Gaussian Lévy processes (Q552990) (← links)
- Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes (Q555021) (← links)
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
- Algebras of pseudodifferential operators with discontinuous oscillating symbols. (Q627340) (← links)
- The symbol associated with the solution of a stochastic differential equation (Q638325) (← links)
- The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups (Q644790) (← links)
- Time change equations for Lévy-type processes (Q681994) (← links)
- The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component (Q718871) (← links)
- Multi-operator scaling random fields (Q719779) (← links)
- Study of dependence for some stochastic processes: symbolic Markov copulae (Q765883) (← links)
- Intrinsic ultracontractivity for general Lévy processes on bounded open sets (Q892099) (← links)
- Laplace symbols and invariant distributions (Q1640955) (← links)
- Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
- On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes (Q1800937) (← links)
- Successful couplings for a class of stochastic differential equations driven by Lévy processes (Q1933988) (← links)
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity (Q1934556) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Generalized ordinal patterns allowing for ties and their applications in hydrology (Q2129611) (← links)
- Ordinal pattern dependence as a multivariate dependence measure (Q2237816) (← links)
- Explosion of jump-type symmetric Dirichlet forms on \(\mathbb{R}^{d}\) (Q2248930) (← links)
- The fourth characteristic of a semimartingale (Q2278675) (← links)
- Introduction to fractional and pseudo-differential equations with singular symbols (Q2353899) (← links)
- Sample path analysis and distributions of boundary crossing times (Q2406458) (← links)
- Random walks and Lévy processes as rough paths (Q2413248) (← links)
- Markovian bridges: weak continuity and pathwise constructions (Q2431520) (← links)
- Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications (Q2435232) (← links)
- A criterion for invariant measures of Itô processes based on the symbol (Q2515514) (← links)
- The nonlinear Schrödinger equation driven by jump processes (Q2633733) (← links)
- SDEs Driven by SDE Solutions (Q2929556) (← links)
- Comparison of time-inhomogeneous Markov processes (Q2963683) (← links)
- A Classification of Deterministic Hunt Processes with Some Applications (Q3099233) (← links)
- Well-balanced Lévy driven Ornstein–Uhlenbeck processes (Q3107438) (← links)
- The Euler Scheme for Feller Processes (Q3114570) (← links)
- (Q3633240) (← links)
- Criteria for the finiteness of the strong <i>p</i>-variation for Lévy-type processes (Q4588299) (← links)
- On Deterministic Markov Processes: Expandability and Related Topics (Q4981575) (← links)
- Ordinal patterns in long‐range dependent time series (Q5152177) (← links)
- COGARCH: Symbol, Generator and Characteristics (Q5500298) (← links)
- Operator-stable-like processes (Q5880394) (← links)
- Markov projection of semimartingales -- application to comparison results (Q6115255) (← links)