Department of Mathematical Sciences

 

 
  1. Published

    Outer conjugacy classes of trace scaling automorphisms of stable UHF algebras

    Elliott, G. A., Evans, D. E. & Akitaka, K., 1998, In: Mathematica Scandinavica. 83, p. 74-86

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-22.

    Research output: Working paperResearch

  3. Published

    Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes

    Rubenthaler, S. & Wiktorsson, M., 2003, Københavns Universitet, p. 1-28.

    Research output: Working paperResearch

  4. Published

    Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments

    Bec, F. & Rahbek, Anders, 2002, Københavns Universitet, p. 1-21.

    Research output: Working paperResearch

  5. Published

    Asymptotics of the QMLE for a class of ARCH(q) models

    Kristensen, D. & Rahbek, Anders, 2002, København, p. 1-30.

    Research output: Working paperResearch

  6. Published

    Diffusion Processes

    Sørensen, Michael, 2004, Encyclopedia of Actuarial Science. Wiley, Vol. 1. p. 523-527

    Research output: Chapter in Book/Report/Conference proceedingEncyclopedia chapterResearch

  7. Published

    On minimizing the ruin probability by investment and reinsurance

    Schmidli, H., 2002, In: Annals of Applied Probability. 12, 3, p. 890-907

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Køn, kvalifikationer og rekruttering i videregående uddannelser

    Henningsen, Inge Biehl & Sjørup, K., 1997, Brydninger - perspektiver på det kønsopdelte arbejdsmarked. København: Arbejdsmarkedsstyrelsen, p. 28-41

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  9. Published

    Martingale estimating functions for discretely observed stochastic differential equation models

    Sørensen, Michael, 2004, International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications. Rom: Aracne editrice, p. 213-236

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  10. Published

    On nonlinear integral equations arising in problems of optimal stopping

    Pedersen, Jesper Lund & Peskir, G., 2002, Functional Analysis VII. Aarhus, Vol. 46. p. 159-175

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch