Department of Mathematical Sciences

 

 
  1. 2004
  2. Published

    Kointegration og fælles stokastiske trende

    Johansen, Søren, 2004, In: mat Matilde. 19, p. 11-13

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations

    Konstantinides, D. G. & Mikosch, Thomas Valentin, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.

    Research output: Working paperResearch

  4. Published

    Linear Models Based on Observations with Unknown Scaling

    Jensen, S. T. & Madsen, J., 2004, Afdeling for Anvendt Statistik og Matematik / Københavns Universitet, p. 1-11.

    Research output: Working paperResearch

  5. Published

    Magnetic Lieb-Thirring inequalities with optimal dependence on the field strength

    Erdos, L. & Solovej, Jan Philip, 2004, In: Journal of Statistical Physics. 116, 1-4, p. 475-506

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Markov Chains and Markov Processes

    Jacobsen, Martin, 2004, Encyclopedia of actuarial science. Wiley, Vol. Vol 2 (E-N). p. 1081-1094

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

  7. 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

  8. Published

    Martingales

    Schmidli, H., 2004, Encyclopedia of actuarial science. Wiley, Vol. Vol 2 (E-N). p. 1096-1101

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

  9. Published

    Mathematical models in finance

    Mikosch, Thomas Valentin & Embrechts, P., 2004, Encyclopedia of Life Support Systems (EOLSS): Developed under the Auspices of the UNESCO, EOLSS Publishers, Oxford, UK [www.eolss.net]. EOLSS Publishers, Oxford, UK, 16 p.

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

  10. Published

    Matrix Chain Models and Kac-Moody Algebras

    Jakobsen, Hans Plesner & Lee, C. H., 2004, Matrix Chain Models and Kac-Moody Algebras. Providence, R.I., USA: American Mathematical Society, Vol. 343. p. 147-165

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

  11. Published

    Matrix Chain Models and their q-derformations

    Jakobsen, Hans Plesner, 2004, Matrix Chain Models and their q-deformations. Singapore: World Scientific, p. 377-391

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