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Publications

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M.Greiner, B.Jouault, Schmiegel, J., J.Giessemann, P.Lipa & H.Eggers (1998). Wavelets: from signal analysis to the analysis of complex processes. Rev. Mexicana Fis., 44(suppl. 2), 11-14.
B.Jouault, Schmiegel, J., M.Greiner & P.Lipa (1999). Wavelet multiplier correlations in turbulent cascades. In V. B. Priezzev & V. P. Spiridonov (Eds.), Self-similar systems (pp. 83-87). Joint Inst. Nuclear Research.
Schmiegel, J., Barndorff-Nielsen, O. E., Benth, F. E. & Veraart, A. E. D. (2018). Turbulence Modelling. In P. W. Glynn, A. E. Kyprianouh & Y. Le Jan (Eds.), Ambit Stochastics: Probability Theory and Stochastic Modelling (Vol. 88, pp. 303-332). Springer. https://doi.org/10.1007/978-3-319-94129-5
Cleve, J., Schmiegel, J. & Greiner, M. (2006). To be and not to be: scale correlations in random multifractal processes. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Barndorff-Nielsen, O. E. & Schmiegel, J. (2007). Time Change, Volatility, and Turbulence. Department of Mathematical Sciences , University of Aarhus.
Barndorff-Nielsen, O. E. & Schmiegel, J. (2008). Time change, volatility and turbulence. In A. Sarychev, A. Shiryaev, M. Guerra & M. D. R. Grossinho (Eds.), Mathematical Control Theory and Finance (pp. 29-53). Springer.
Barndorff-Nielsen, O. E., Schmiegel, J. & Shephard, N. (2006). Time Change and Universality in Turbulence and Finance. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Barndorff-Nielsen, O. E., Schmiegel, J. & Shephard, N. (2013). Time change and Universality in Turbulence and Finance. Paper presented at Time change and Universality in Turbulence and Finance.
Barndorff-Nielsen, O. E. & Schmiegel, J. (2006). Time change and universality in turbulence. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Schmiegel, J., Cleve, J., Eggers, H. C., Pearson, B. R. & Greiner, M. (2004). Stochastic energy-cascade model for (1+1)-dimensional fully developed turbulence. Phys. Lett. A, 320, 247-253.
Jensen, E. B. V., Jónsdóttir, K. Ý., Schmiegel, J. & Barndorff-Nielsen, O. E. (2007). Spatio-temporal modelling: with a view to biological growth. In B. Finkenstadt, L. Held & V. Isham (Eds.), Statistical methods for spatio-temporal systems (pp. 47-76). Chapman /.
M.Greiner, Schmiegel, J., F.Eickemeyer, P.Lipa & H.C.Eggers (1998). Spatial correlations of singularity strengths in multifractal branching processes. Physical Review E, 58, 554-564.
Barndorff-Nielsen, O. E., Hedevang, E., Schmiegel, J. & Szozda, B. (2015). Some Recent Developments in Ambit Stochastics. In F. E. Benth & G. D. Nunno (Eds.), Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015 (Vol. I, pp. 3-25). Springer. https://doi.org/10.1007/978-3-319-23425-0_1
Barndorff-Nielsen, O. E., Hedevang, E., Schmiegel, J. & Szozda, B. (2015). Some Recent Developments in Ambit Stochastics. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 03 http://math.au.dk/publs?publid=1036
Barndorff-Nielsen, O. E., Hedevang, E., Schmiegel, J. & Szozda, B. (2016). Some recent developments in Ambit Stochastics. In F. E. Benth & G. Di Nunno (Eds.), Stochastics of Environmental and Financial Economics (Vol. 138, pp. 3-25). Springer. https://doi.org/10.1007/978-3-319-23425-0_1
Schmiegel, J. (2005). Self-scaling tumor growth. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Schmiegel, J. (2006). Self-scaling tumor growth. Physica A, 367, 509-524.
Urbina, J. U. M. & Schmiegel, J. (2015). Modelling turbulent time series by BSS-processes. In M. Podolskij, R. Stelzer , S. Thorbjørnsen & A. Veraart (Eds.), The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen (pp. 29-52). Springer. https://doi.org/10.1007/978-3-319-25826-3_3
Schmiegel, J., M.Greiner & G.Soff (1999). Linearized collective Schrödinger equation and supersymmetry. Journal of Physics G: Nuclear and Particle Physics, 25, L29-L33.
Barndorff-Nielsen, O. E. & Schmiegel, J. (2015). Intermittent stochastic fields and space-time symmetry. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 06 http://math.au.dk/publs?publid=1052
Barndorff-Nielsen, O. E., Hedevang, E. & Schmiegel, J. (2015). Incremental Similarity and Turbulence. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 05 http://math.au.dk/publs?publid=1051
Schmiegel, J., Barndorff-Nielsen, O. E., J.Cleve, T.Dziekan, Pearson, B. R., Sreenivasan, K. R. & Greiner, M. (2005). Finite size scaling two-point statistics and the turbulent energy cascade generators. Physical Review E, (71), 026309.
Greiner, M., Cleve, J., Schmiegel, J. & Sreenivasan, K. (2005). Data-driven stochastic processes in fully developed turbulence. In E. C. Waymire & J. Duan (Eds.), Probability and partial differential equations in modern applied mathematics (pp. 137-150). Springer.
Barndorff-Nielsen, O. E. & Schmiegel, J. (2007). Change of Time and Universal Laws in Turbulence. Department of Mathematical Sciences , University of Aarhus.
Barndorff-Nielsen, O. E. & Schmiegel, J. (2009). Brownian semistationary processes and volatility/intermittency. Radon series on computational and applied mathematics, 8, 1-25.
Barndorff-Nielsen, O. E. & Schmiegel, J. (2009). Brownian semistationary processes and volatility/intermittency. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Barndorff-Nielsen, O. E., Pakkanen, M. & Schmiegel, J. (2013). Assessing Relative Volatility/Intermittency/Energy Dissipation. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2013-15
Schmiegel, J., M.Wolf & M.Greiner (2000). Artificiality of multifractal phase transitions. Phys. Lett. A, 266(4-6), 276-281.
Cleve, J., Schmiegel, J. & Greiner, M. (2008). Apparent scale correlations in a random multifractal process. European Physical Journal B. Condensed Matter and Complex Systems, 63(1), 109-116. https://doi.org/10.1140/epjb/e2008-00218-6
Barndorff-Nielsen, O. E. & Schmiegel, J. (2005). Ambit processes; with applications to turbulence and tumour growth. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Barndorff-Nielsen, O. E. & Schmiegel, J. (2007). Ambit processes; with applications to turbulence and tumour growth. In F. E. Benth (Ed.), Stochastic analysis and applications: proceedings of the Second Abel Symposium held in honor of Kiyosi Itô (pp. 93-124). Springer.