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Jürgen Schmiegel
Jürgen Schmiegel
Verified email at eng.au.dk
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Cited by
Cited by
Year
Lévy-based spatial-temporal modelling, with applications to turbulence
OE Barndorff-Nielsen, J Schmiegel
Russian Mathematical Surveys 59 (1), 65, 2004
1262004
Brownian semistationary processes and volatility/intermittency
OE Barndorff-Nielsen, J Schmiegel
Advanced financial modelling 8, 1-26, 2009
1192009
Ambit processes; with applications to turbulence and tumour growth
OE Barndorff-Nielsen, J Schmiegel
Stochastic Analysis and Applications: The Abel Symposium 2005, 93-124, 2007
1032007
A parsimonious and universal description of turbulent velocity increments
OE Barndorff-Nielsen, P Blæsild, J Schmiegel
The European Physical Journal B-Condensed Matter and Complex Systems 41 (3 …, 2004
852004
Time change, volatility, and turbulence
OE Barndorff-Nielsen, J Schmiegel
Mathematical control theory and finance, 29-53, 2008
492008
Lévy-based growth models
KÝ Jónsdóttir, J Schmiegel, EBV Jensen
372008
Stochastic energy-cascade model for (1+ 1)-dimensional fully developed turbulence
J Schmiegel, J Cleve, HC Eggers, BR Pearson, M Greiner
Physics Letters A 320 (4), 247-253, 2004
372004
Spatio-temporal modelling-with a view to biological growth
EBV Jensen, KY Jonsdottir, J Schmiegel, OE Barndorff-Nielsen
Monographs on statistics and applied probability 107, 47, 2006
352006
A stochastic differential equation framework for the timewise dynamics of turbulent velocities
OE Barndorff-Nielsen, J Schmiegel
Theory of Probability & Its Applications 52 (3), 372-388, 2008
332008
A class of spatio-temporal and causal stochastic processes, with application to multiscaling and multifractality: Physics in South Africa
J Schmiegel, OE Barndorff-Nielsen, HC Eggers
South African Journal of Science 101 (11), 513-519, 2005
332005
Spatial correlations of singularity strengths in multifractal branching processes
M Greiner, J Schmiegel, F Eickemeyer, P Lipa, HC Eggers
Physical Review E 58 (1), 554, 1998
271998
Assessing relative volatility/intermittency/energy dissipation
OE Barndorff-Nielsen, MS Pakkanen, J Schmiegel
242014
A causal continuous-time stochastic model for the turbulent energy cascade in a helium jet flow
E Hedevang, J Schmiegel
Journal of Turbulence 14 (11), 1-26, 2013
182013
Time change and universality in turbulence and finance
O Barndorff-Nielsen, J Schmiegel, N Shephard
TN Thiele Centre, University of Aarhus, 2006
172006
Self-scaling of turbulent energy dissipation correlators
J Schmiegel
Physics Letters A 337 (4-6), 342-353, 2005
172005
Modelling Turbulent Time Series by BSS-Processes
JU Márquez, J Schmiegel
The fascination of probability, statistics and their applications: In Honour …, 2016
152016
Self-scaling tumor growth
J Schmiegel
Physica A: Statistical Mechanics and its Applications 367, 509-524, 2006
142006
Spatio-temporal modeling based on Lévy processes, and its applications to turbulence
OE Barndorff-Nielsen, J Schmiegel
Uspekhi Mat. Nauk 59 (1), 355, 2004
142004
A Lévy based approach to random vector fields: with a view towards turbulence
E Hedevang, J Schmiegel
International Journal of Nonlinear Sciences and Numerical Simulation 15 (7-8 …, 2014
132014
Finite-size scaling of two-point statistics and the turbulent energy cascade generators
J Cleve, T Dziekan, J Schmiegel, OE Barndorff-Nielsen, BR Pearson, ...
Physical Review E 71 (2), 026309, 2005
122005
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