Ole E. Barndorff-Nielsen

Identifiers

• name variant Ole E. Barndorff-Nielsen 0.60 · backfill

Papers (11)

1. Incremental Similarity and Turbulence math.PR · 2015 · author #1
2. Selfdecomposable Fields math.PR · 2015 · author #1
3. Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes q-fin.PR · 2013 · author #1
4. Assessing Relative Volatility/Intermittency/Energy Dissipation math.ST · 2013 · author #1
5. On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis math.PR · 2013 · author #1
6. Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency math.PR · 2012 · author #1
7. On stochastic integration for volatility modulated L\'{e}vy-driven Volterra processes math.PR · 2012 · author #1
8. Multipower variation for Brownian semistationary processes math.ST · 2012 · author #1
9. Quasi Ornstein-Uhlenbeck processes math.PR · 2009 · author #1
10. Probability measures, L\'{e}vy measures and analyticity in time math.PR · 2008 · author #1
11. General Framework for the Behaviour of Continuously Observed Open Quantum Systems quant-ph · 2002 · author #1

Mentions

• 0912.3091 #1 · backfill · confidence 0.70 Ole E. Barndorff-Nielsen
• 0811.0678 #1 · backfill · confidence 0.70 Ole E. Barndorff-Nielsen

Frequent Coauthors

• Fred Espen Benth 4 shared papers
• Almut E. D. Veraart 3 shared papers
• Benedykt Szozda 2 shared papers
• Andreas Basse-O'Connor 1 shared papers
• Elena R. Loubenets 1 shared papers
• Friedrich Hubalek 1 shared papers
• Jan Pedersen 1 shared papers
• Jos\'e Manuel Corcuera 1 shared papers
• Juergen Schmiegel 1 shared papers
• J\"urgen Schmiegel 1 shared papers
• Mark Podolskij 1 shared papers
• Mikko S. Pakkanen 1 shared papers
• Orimar Sauri 1 shared papers