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Alexander Schnurr

Identifiers

  • name variant Alexander Schnurr 0.60 · backfill

Papers (16)

  1. The Fourth Characteristic of a Semimartingale math.PR · 2017 · author #1
  2. Criteria for the Finiteness of the Strong $p$-Variation for L\'evy-type Processes math.PR · 2016 · author #2
  3. Laplace Symbols and Invariant Distributions math.PR · 2015 · author #2
  4. Time Change Equations for L\'evy Type Processes math.PR · 2015 · author #2
  5. Comparison of time-inhomogeneous Markov processes math.PR · 2015 · author #2
  6. Testing for Structural Breaks via Ordinal Pattern Dependence math.ST · 2015 · author #1
  7. An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series q-fin.ST · 2015 · author #1
  8. Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications math.ST · 2013 · author #1
  9. A criterion for invariant measures of It\^{o} processes based on the symbol math.PR · 2013 · author #2
  10. COGARCH: Symbol, Generator and Characteristics math.PR · 2012 · author #1
  11. On Deterministic Markov Processes: Expandability and Related Topics math.PR · 2011 · author #1
  12. SDEs Driven by SDE Solutions math.PR · 2011 · author #1
  13. Well-balanced Levy Driven Ornstein-Uhlenbeck Processes math.PR · 2010 · author #1
  14. On the Semimartingale Nature of Feller Processes with Killing math.PR · 2010 · author #1
  15. A Classification of Deterministic Hunt Processes with Some Applications math.PR · 2010 · author #1
  16. The Symbol Associated with the Solution of a Stochastic Differential Equation math.PR · 2009 · author #2

Mentions

  • 1208.1611 #1 · backfill · confidence 0.70 Alexander Schnurr
  • 1111.1912 #1 · backfill · confidence 0.70 Alexander Schnurr
  • 1103.3364 #1 · backfill · confidence 0.70 Alexander Schnurr
  • 1012.0691 #1 · backfill · confidence 0.70 Alexander Schnurr
  • 1008.2279 #1 · backfill · confidence 0.70 Alexander Schnurr
  • 1005.2036 #1 · backfill · confidence 0.70 Alexander Schnurr
  • 0912.1458 #2 · backfill · confidence 0.70 Alexander Schnurr

Frequent Coauthors