Jürgen Schmiegel

  1. 2017
  2. Published

    Incremental similarity and turbulence. / Barndorff-Nielsen, Ole E.; Hedevang, Emil; Schmiegel, Jürgen.

    In: Theory of Probability and Its Applications, Vol. 61, No. 3, 2017, p. 482-489.

    Research output: Research - peer-reviewJournal article

  3. 2016
  4. Published

    Modelling turbulent time series by BSS-processes. / Urbina, José Ulises Márquez; Schmiegel, Jürgen.

    The Fascination of Probability, Statistics and their Applications: In Honour of Ole Barndorff-Nielsen. ed. / M Podolskij; R Stelzer ; S Thorbjørnsen; A Veraart . Springer, 2016. p. 29-52.

    Research output: Research - peer-reviewBook chapter

  5. Published

    Some recent developments in Ambit Stochastics. / Barndorff-Nielsen, Ole E.; Hedevang, Emil; Schmiegel, Jürgen; Szozda, Benedykt.

    Stochastics of Environmental and Financial Economics. ed. / Fred Espen Benth ; Giulia Di Nunno. Vol. 138 Springer, 2016. p. 3-25.

    Research output: Research - peer-reviewBook chapter

  6. 2015
  7. Published

    Incremental Similarity and Turbulence. / Barndorff-Nielsen, Ole E.; Hedevang, Emil; Schmiegel, Jürgen.

    T.N. Thiele Centre, Department of Mathematics, Aarhus University, 2015.

    Research output: ResearchWorking paper

  8. Published

    Incremental similarity and turbulence. / Barndorff-Nielsen, Ole E.; Hedevang, Emil; Schmiegel, Jürgen.

    arXiv.org, 2015. p. 1509.06515.

    Research output: ResearchWorking paper

  9. Published

    Intermittent stochastic fields and space-time symmetry. / Barndorff-Nielsen, Ole E.; Schmiegel, Jürgen.

    T.N. Thiele Centre, Department of Mathematics, Aarhus University, 2015.

    Research output: ResearchWorking paper

  10. Published

    Some Recent Developments in Ambit Stochastics. / Barndorff-Nielsen, Ole E.; Hedevang, Emil; Schmiegel, Jürgen; Szozda, Benedykt.

    Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015. ed. / Fred Espen Benth; Giulia Di Nunno. Vol. I Springer, 2015. p. 3-25.

    Research output: Research - peer-reviewBook chapter

  11. Published

    Some Recent Developments in Ambit Stochastics. / Barndorff-Nielsen, Ole E.; Hedevang, Emil; Schmiegel, Jürgen; Szozda, Benedykt.

    T.N. Thiele Centre, Department of Mathematics, Aarhus University, 2015.

    Research output: ResearchWorking paper

  12. Published

    Some recent developments in Ambit Stochastics. / Barndorff-Nielsen, Ole E.; Hedevang, Emil; Schmiegel, Jürgen; Szozda, Benedykt.

    Aarhus : T.N. Thiele Centre, Department of Mathematics, Aarhus University, 2015. 27 p.

    Research output: ResearchReport

  13. 2014
  14. Published

    A Levy based approach to isotropic random vector fields: with a view towards turbulence. / Hedevang, Emil; Schmiegel, Jürgen.

    In: International Journal of Nonlinear Sciences and Numerical Simulation, Vol. 15, No. 7-8, 2014.

    Research output: Research - peer-reviewJournal article

  15. Published

    Assessing relative volatility/intermittency/energy dissipation. / Barndorff-Nielsen, Ole E.; Pakkanen, Mikko S.; Schmiegel, Jürgen.

    In: Electronic Journal of Statistics, Vol. 8, No. 2, 2014, p. 1996-2021.

    Research output: Research - peer-reviewJournal article

  16. 2013
  17. Published

    Assessing Relative Volatility/Intermittency/Energy Dissipation. / Barndorff-Nielsen, Ole E.; Pakkanen, Mikko; Schmiegel, Jürgen.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: ResearchWorking paper

  18. Published

    A causal continuous-time stochastic model for the turbulent energy cascade in a helium jet flow. / Sørensen, Emil Hedevang Lohse; Schmiegel, Jürgen.

    In: Journal of Turbulence, Vol. 14, No. 11, 2013, p. 1-26.

    Research output: Research - peer-reviewJournal article

  19. Published

    Time change and Universality in Turbulence and Finance. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen; Shephard, Neil.

    2013. Paper presented at Time change and Universality in Turbulence and Finance, .

    Research output: Research - peer-reviewPaper

  20. 2011
  21. Published

    Determining source cumulants in femtoscopy with Gram-Charlier and Edgeworth series. / Eggers, H. C.; De Kock, M. B.; Schmiegel, Jürgen.

    In: Modern Physics Letters A, Vol. 26, No. 24, 2011, p. 1771-1782.

    Research output: Research - peer-reviewJournal article

  22. 2010
  23. Published

    Determining source cumulants in femtoscopy with Gram-Charlier and Edgeworth series. / Schmiegel, Jürgen; Eggers, Hans C.; de Kock, Michiel B.

    arXiv.org, 2010.

    Research output: ResearchWorking paper

  24. 2009
  25. Published

    Brownian semistationary processes and volatility/intermittency. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2009.

    Research output: ResearchWorking paper

  26. Published

    Brownian semistationary processes and volatility/intermittency. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    In: Radon series on computational and applied mathematics, Vol. 8, 2009, p. 1-25.

    Research output: Research - peer-reviewJournal article

  27. 2008
  28. Published

    A stochastic differential equation framework for the timewise dynamics of turbulent velocities. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    In: Theory of Probability and Its Applications, Vol. 52, No. 3, 2008, p. 372-388.

    Research output: Research - peer-reviewJournal article

  29. Published

    Apparent scale correlations in a random multifractal process. / Cleve, Jochen; Schmiegel, Jürgen; Greiner, Martin.

    In: European Physical Journal B. Condensed Matter and Complex Systems, Vol. 63, No. 1, 2008, p. 109-116.

    Research output: Research - peer-reviewJournal article

  30. Published

    Lévy-based growth models. / Jónsdóttir, Kristjana Ýr; Schmiegel, Jürgen; Jensen, Eva Bjørn Vedel.

    In: Bernoulli, Vol. 14, No. 1, 2008, p. 62-90.

    Research output: Research - peer-reviewJournal article

  31. Published

    Time change, volatility and turbulence. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    Mathematical Control Theory and Finance. ed. / Andrey Sarychev; Albert Shiryaev; Manuel Guerra; maria do Rosário Grossinho. Springer, 2008. p. 29-53.

    Research output: Research - peer-reviewArticle in proceedings

  32. 2007
  33. Published

    Time Change, Volatility, and Turbulence. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    Århus : Department of Mathematical Sciences , University of Aarhus, 2007.

    Research output: ResearchWorking paper

  34. Published

    Change of Time and Universal Laws in Turbulence. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    Århus : Department of Mathematical Sciences , University of Aarhus, 2007.

    Research output: ResearchWorking paper

  35. Published

    Ambit processes; with applications to turbulence and tumour growth. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    Stochastic analysis and applications: proceedings of the Second Abel Symposium held in honor of Kiyosi Itô. ed. / Fred Espen Benth. Springer, 2007. p. 93-124.

    Research output: ResearchArticle in proceedings

  36. Published

    Spatio-temporal modelling : with a view to biological growth. / Jensen, Eva Bjørn Vedel; Jónsdóttir, Kristjana Ýr; Schmiegel, Jürgen; Barndorff-Nielsen, Ole Eiler.

    Statistical methods for spatio-temporal systems. ed. / Barbel Finkenstadt; Leonhard Held; Valerie Isham. Chapman /, 2007. p. 47-76.

    Research output: ResearchBook chapter

  37. 2006
  38. Published

    Time Change and Universality in Turbulence and Finance. / Barndorff-Nielsen, Ole E.; Schmiegel, Jürgen; Shephard, Neil.

    Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2006.

    Research output: ResearchWorking paper

  39. Published

    Time change and universality in turbulence. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2006.

    Research output: ResearchWorking paper

  40. Published

    To be and not to be: scale correlations in random multifractal processes. / Cleve, Jochen; Schmiegel, Jürgen; Greiner, Martin.

    Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2006.

    Research output: ResearchWorking paper

  41. Published

    Self-scaling tumor growth. / Schmiegel, Jürgen.

    In: Physica A, Vol. 367, 2006, p. 509-524.

    Research output: Research - peer-reviewJournal article

  42. 2005
  43. Published

    Ambit processes; with applications to turbulence and tumour growth. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2005.

    Research output: ResearchWorking paper

  44. Published

    Self-scaling tumor growth. / Schmiegel, Jürgen.

    Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2005.

    Research output: ResearchWorking paper

  45. Published

    A stochastic differential equation framework for the turbulent velocity field. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2005.

    Research output: ResearchWorking paper

  46. Published

    A class of spatio-temporal and causal stochastic processes, with applications to multiscaling and multifractality. / Schmiegel, Jürgen; Barndorff-Nielsen, Ole Eiler; Eggers, H.C.

    In: South African Journal of Science, Vol. 101, 2005, p. 513-519.

    Research output: Research - peer-reviewJournal article

  47. Published

    Data-driven stochastic processes in fully developed turbulence. / Greiner, Martin; Cleve, Jochen; Schmiegel, Jürgen; Sreenivasan, Katepalli.

    Probability and partial differential equations in modern applied mathematics. ed. / Edward C. Waymire; Jinqiao Duan. New York : Springer, 2005. p. 137-150.

    Research output: ResearchBook chapter

  48. Published

    Finite size scaling two-point statistics and the turbulent energy cascade generators. / Schmiegel, Jürgen; Barndorff-Nielsen, Ole Eiler; J.Cleve; T.Dziekan; Pearson, B.R.; Sreenivasan, K.R.; Greiner, M.

    In: Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), No. 71, 2005, p. 026309.

    Research output: Research - peer-reviewJournal article

  49. Published

    Self-scaling of turbulent energy dissipation correlators. / Schmiegel, Jürgen.

    In: Phys. Lett. A, No. 337, 2005, p. 342-353.

    Research output: Research - peer-reviewJournal article

  50. 2004
  51. Published

    Self-scaling of Turbulent Energy Dissipation Correlators. / Schmiegel, J.

    Århus : Thiele Centre, University of Aarhus, 2004.

    Research output: ResearchWorking paper

  52. Published

    A Parsimonious and Universal Description of Turbulent Velocity Increments. / Barndorff-Nielsen, O.E.; Blæsild, P.; Schmiegel, J.

    Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2004.

    Research output: ResearchWorking paper

  53. Published

    A parsimonious and universal description of turbulent velocity increments. / Barndorff-Nielsen, O.E.; Blæsild, P.; Schmiegel, J.

    In: European Physical Journal B. Condensed Matter and Complex Systems, Vol. 41, No. 3, 2004, p. 345-363.

    Research output: Research - peer-reviewJournal article

  54. Published

    Lévy-based spatial-temporal modelling, with applications to turbulence. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    In: Uspekhi Matematicheskikh Nauk, Vol. 59, No. 1(355), 2004, p. 63-90.

    Research output: Research - peer-reviewJournal article

  55. Published

    Lévy-based spatial-temporal modelling, with applications to turbulence. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

    In: Russian Mathematical Surveys, Vol. 59, No. 1, 2004, p. 65-90.

    Research output: Research - peer-reviewJournal article

  56. Published

    Stochastic energy-cascade model for (1+1)-dimensional fully developed turbulence. / Schmiegel, J.; Cleve, J.; Eggers, H.C.; Pearson, B.R.; Greiner, M.

    In: Phys. Lett. A, Vol. 320, 2004, p. 247-253.

    Research output: Research - peer-reviewJournal article

  57. 2003
  58. Published

    A Class of Spatio-Temporal and Causal Stochastic Processes, with Application to Multiscaling and Multifractility. / Barndorff-Nielsen, O.E.; Eggers, H.C.; Greiner, M.; Schmiegel, J.

    Århus : MaPhySto, Aarhus Universitet, 2003.

    Research output: ResearchWorking paper

  59. Published

    Lévy-based Tempo-Spatial Modelling : with Applications to Turbulence. / Barndorff-Nielsen, O.E.; Schmiegel, J.

    Århus : MaPhySto, University of Aarhus, 2003.

    Research output: ResearchWorking paper

  60. Published

    Some Remarks on Scaling and Universality in Turbulence. / Schmiegel, J.

    Århus : MaPhySto, University of Aarhus, 2003.

    Research output: ResearchWorking paper

  61. 2002
  62. Published

    Ein dynamischer Prozess für die statistische Beschreibung der Energiedissipation in der vollentwickelten Turbulenz. / Schmiegel, Jürgen.

    Dresden : Technische Universität, 2002. 200 p.

    Research output: ResearchDoctoral thesis

  63. 2000
  64. Published

    Artificiality of multifractal phase transitions. / Schmiegel, Jürgen; M.Wolf; M.Greiner.

    In: Phys. Lett. A, Vol. 266, No. 4-6, 2000, p. 276-281.

    Research output: Research - peer-reviewJournal article

  65. 1999
  66. Published

    Linearized collective Schrödinger equation and supersymmetry. / Schmiegel, Jürgen; M.Greiner; G.Soff.

    In: Journal of Physics G: Nuclear and Particle Physics, Vol. 25, 1999, p. L29-L33.

    Research output: Research - peer-reviewJournal article

  67. Published

    Wavelet multiplier correlations in turbulent cascades. / B.Jouault, ; Schmiegel, Jürgen; M.Greiner; P.Lipa.

    Self-similar systems. ed. / V. B. Priezzev; V. P. Spiridonov. Joint Inst. Nuclear Research, 1999. p. 83-87.

    Research output: ResearchArticle in proceedings

  68. 1998
  69. Published

    Spatial correlations of singularity strengths in multifractal branching processes. / M.Greiner, ; Schmiegel, Jürgen; F.Eickemeyer; P.Lipa; H.C.Eggers.

    In: Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), Vol. 58, 1998, p. 554-564.

    Research output: Research - peer-reviewJournal article

  70. Published

    Wavelets : from signal analysis to the analysis of complex processes. / M.Greiner; B.Jouault, ; Schmiegel, Jürgen; J.Giessemann; P.Lipa; H.Eggers.

    In: Rev. Mexicana Fis., Vol. 44, No. suppl. 2, 1998, p. 11-14.

    Research output: Research - peer-reviewJournal article