Turbulence Modelling

Author:

Barndorff-Nielsen Ole E.,Benth Fred Espen,Veraart Almut E. D.

Publisher

Springer International Publishing

Reference45 articles.

1. Barndorff-Nielsen, O. E., Blæsild, P. & Schmiegel, J. (2004), ‘A parsimonious and universal description of turbulent velocity increments’, The European Physical Journal B - Condensed Matter and Complex Systems 41(3), 345–363.

2. Barndorff-Nielsen, O. E. & Schmiegel, J. (2004), ‘Lévy-based tempo-spatial modelling; with applications to turbulence’, Uspekhi Mat. NAUK 59, 63–90.

3. 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.

4. Barndorff-Nielsen, O. E. & Schmiegel, J. (2009), Brownian semistationary processes and volatility/intermittency, in H. Albrecher, W. Rungaldier & W. Schachermeyer, eds, ‘Advanced Financial Modelling’, Radon Series on Computational and Applied Mathematics 8, W. de Gruyter, Berlin, pp. 1–26.

5. Bennedsen, M., Lunde, A. & Pakkanen, M. S. (2016), ‘Decoupling the short- and long-term behavior of stochastic volatility’, arXiv:1610.00332.

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