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Institut for Mekanik og Produktion

Publications

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Schmiegel, J. & Pons, F. (2021). Stochastic Intermittency Fields in a von Karman Experiment. Symmetry, 13(9), Artikel 1752. https://doi.org/10.3390/sym13091752

Schmiegel, J. (2020). Ambit field modelling of isotropic, homogeneous, divergence-free and skewed vector fields in two dimensions. Symmetry, 12(8), Artikel 1265. https://doi.org/10.3390/SYM12081265

Schmiegel, J. (2018). Ambit fields: a stochastic modelling approach. Mathematical and Computer Modelling of Dynamical Systems, 24(4), 372-386. https://doi.org/10.1080/13873954.2018.1488738

Schmiegel, J., Barndorff-Nielsen, O. E., Benth, F. E. & Veraart, A. E. D. (2018). Turbulence Modelling. I P. W. Glynn, A. E. Kyprianouh & Y. Le Jan (red.), Ambit Stochastics: Probability Theory and Stochastic Modelling (Bind 88, s. 303-332). Springer. https://doi.org/10.1007/978-3-319-94129-5

Barndorff-Nielsen, O. E., Hedevang, E. & Schmiegel, J. (2017). Incremental similarity and turbulence. Theory of Probability and Its Applications, 61(3), 482-489. https://doi.org/10.1137/S0040585X97T988289

Barndorff-Nielsen, O. E., Hedevang, E., Schmiegel, J. & Szozda, B. (2016). Some recent developments in Ambit Stochastics. I F. E. Benth & G. Di Nunno (red.), Stochastics of Environmental and Financial Economics (Bind 138, s. 3-25). Springer. https://doi.org/10.1007/978-3-319-23425-0_1

Urbina, J. U. M. & Schmiegel, J. (2016). Modelling turbulent time series by BSS-processes. I M. Podolskij, R. Stelzer , S. Thorbjørnsen & A. Veraart (red.), The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen (s. 29-52). Springer. https://doi.org/10.1007/978-3-319-25826-3_3

Barndorff-Nielsen, O. E., Hedevang, E. & Schmiegel, J. (2015). Incremental similarity and turbulence. (s. 1509.06515). arxiv.org. http://arxiv.org/abs/1509.06515

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 Nr. 05 http://math.au.dk/publs?publid=1051

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 Nr. 06 http://math.au.dk/publs?publid=1052

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 Bind 2015 Nr. 3 http://data.math.au.dk/publications/thiele/2015/math-thiele-2015-03.pdf

Barndorff-Nielsen, O. E., Hedevang, E., Schmiegel, J. & Szozda, B. (2015). Some Recent Developments in Ambit Stochastics. I F. E. Benth & G. D. Nunno (red.), Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015 (Bind I, s. 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 Nr. 03 http://math.au.dk/publs?publid=1036

Barndorff-Nielsen, O. E., Pakkanen, M. S. & Schmiegel, J. (2014). Assessing relative volatility/intermittency/energy dissipation. Electronic Journal of Statistics, 8(2), 1996-2021. https://doi.org/10.1214/14-EJS942

Hedevang, E. & Schmiegel, J. (2014). A Levy based approach to isotropic random vector fields: with a view towards turbulence. International Journal of Nonlinear Sciences and Numerical Simulation, 15(7-8). https://doi.org/10.1515/ijnsns-2014-0040

Barndorff-Nielsen, O. E., Pakkanen, M. & Schmiegel, J. (2013). Assessing Relative Volatility/Intermittency/Energy Dissipation. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2013-15

Barndorff-Nielsen, O. E., Schmiegel, J. & Shephard, N. (2013). Time change and Universality in Turbulence and Finance. Afhandling præsenteret på Time change and Universality in Turbulence and Finance.

Sørensen, E. H. L. & Schmiegel, J. (2013). A causal continuous-time stochastic model for the turbulent energy cascade in a helium jet flow. Journal of Turbulence, 14(11), 1-26. https://doi.org/10.1080/14685248.2013.864763

Eggers, H. C., De Kock, M. B. & Schmiegel, J. (2011). Determining source cumulants in femtoscopy with Gram-Charlier and Edgeworth series. Modern Physics Letters A, 26(24), 1771-1782. https://doi.org/10.1142/S0217732311036280

Schmiegel, J., Eggers, H. C. & de Kock, M. B. (2010). Determining source cumulants in femtoscopy with Gram-Charlier and Edgeworth series. arxiv.org. http://arxiv.org/abs/1011.3950

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. & Schmiegel, J. (2008). A stochastic differential equation framework for the timewise dynamics of turbulent velocities. Theory of Probability and Its Applications, 52(3), 372-388. https://doi.org/10.1137/S0040585X9798316X

Barndorff-Nielsen, O. E. & Schmiegel, J. (2008). Time change, volatility and turbulence. I A. Sarychev, A. Shiryaev, M. Guerra & M. D. R. Grossinho (red.), Mathematical Control Theory and Finance (s. 29-53). Springer.

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

Jónsdóttir, K. Ý., Schmiegel, J. & Jensen, E. B. V. (2008). Lévy-based growth models. Bernoulli, 14(1), 62-90. https://doi.org/10.3150/07-BEJ6130

Barndorff-Nielsen, O. E. & Schmiegel, J. (2007). Ambit processes; with applications to turbulence and tumour growth. I F. E. Benth (red.), Stochastic analysis and applications: proceedings of the Second Abel Symposium held in honor of Kiyosi Itô (s. 93-124). 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. (2007). Time Change, Volatility, and Turbulence. Department of Mathematical Sciences , University of Aarhus.

Jensen, E. B. V., Jónsdóttir, K. Ý., Schmiegel, J. & Barndorff-Nielsen, O. E. (2007). Spatio-temporal modelling: with a view to biological growth. I B. Finkenstadt, L. Held & V. Isham (red.), Statistical methods for spatio-temporal systems (s. 47-76). Chapman /.

Barndorff-Nielsen, O. E. & Schmiegel, J. (2006). Time change and universality in turbulence. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

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.

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.

Schmiegel, J. (2006). Self-scaling tumor growth. Physica A, 367, 509-524.

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. (2005). A stochastic differential equation framework for the turbulent velocity field. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Greiner, M., Cleve, J., Schmiegel, J. & Sreenivasan, K. (2005). Data-driven stochastic processes in fully developed turbulence. I E. C. Waymire & J. Duan (red.), Probability and partial differential equations in modern applied mathematics (s. 137-150). Springer.

Schmiegel, J., Barndorff-Nielsen, O. E. & Eggers, H. C. (2005). A class of spatio-temporal and causal stochastic processes, with applications to multiscaling and multifractality. South African Journal of Science, 101, 513-519.

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.

Schmiegel, J. (2005). Self-scaling of turbulent energy dissipation correlators. Phys. Lett. A, (337), 342-353.

Schmiegel, J. (2005). Self-scaling tumor growth. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Barndorff-Nielsen, O. E., Blæsild, P. & Schmiegel, J. (2004). A parsimonious and universal description of turbulent velocity increments. European Physical Journal B. Condensed Matter and Complex Systems, 41(3), 345-363. https://doi.org/10.1140/epjb/e2004-00328-1

Barndorff-Nielsen, O. E., Blæsild, P. & Schmiegel, J. (2004). A Parsimonious and Universal Description of Turbulent Velocity Increments. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Barndorff-Nielsen, O. E. & Schmiegel, J. (2004). Lévy-based spatial-temporal modelling, with applications to turbulence. Uspekhi Matematicheskikh Nauk, 59(1(355)), 63-90.

Barndorff-Nielsen, O. E. & Schmiegel, J. (2004). Lévy-based spatial-temporal modelling, with applications to turbulence. Russian Mathematical Surveys, 59(1), 65-90. https://doi.org/10.1070/RM2004v059n01ABEH000701

Schmiegel, J. (2004). Self-scaling of Turbulent Energy Dissipation Correlators. Thiele Centre, University of Aarhus.

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.

Barndorff-Nielsen, O. E., Eggers, H. C., Greiner, M. & Schmiegel, J. (2003). A Class of Spatio-Temporal and Causal Stochastic Processes, with Application to Multiscaling and Multifractility. MaPhySto, Aarhus Universitet. http://www.maphysto.dk/cgi-bin/w3-msql/publications2/index.html

Barndorff-Nielsen, O. E. & Schmiegel, J. (2003). Lévy-based Tempo-Spatial Modelling: with Applications to Turbulence. MaPhySto, University of Aarhus. http://www.maphysto.dk/cgi-bin/w3-msql/publications2/index.html

Schmiegel, J. (2003). Some Remarks on Scaling and Universality in Turbulence. MaPhySto, University of Aarhus. http://www.maphysto.dk/cgi-bin/w3-msql/publications2/index.html

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Revideret 19.12.2023

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Jürgen Schmiegel