Department of Mathematical Sciences

 

 
  1. 2003
  2. Published

    Stable limits of martingale transforms with application to the estimation of Garch parameters

    Mikosch, Thomas Valentin & Straumann, D. Y., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-24.

    Research output: Working paperResearch

  3. Published

    Stochastic Mortality in Life Insurance: Market Reserves and Mortality-Linked Insurance Contracts

    Dahl, M. H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-27.

    Research output: Working paperResearch

  4. Published

    Survival analysis with coarsely observed covariates

    Nielsen, S. F., 2003, In: SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS. 27, 1, p. 41-64

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    The "Oresund Symposium on Partial Differential Equations"

    Constantin, A. & Grubb, Gerd, 2003, The "Oresund Symposium on Partial Differential Equations". 10 ed. Luleå, Sweden: Samlignsnummer för enstaka enskilt utgivna arbeteb, p. 124

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

  6. Published

    The Boundary Value Formulation of the Asian Call Option

    Hugger, J., 2003, Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001. Milano: Springer, p. 409-418

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

  7. Published

    The Existance and Stability of Noncommutative Scalar Solitons

    Durhuus, Bergfinnur, Jonsson, T. & Nest, Ryszard, 2003, In: Communications in Mathematical Physics. 233, p. 49-78

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    The Foundation of Analysis in the 19th century

    Lützen, Jesper, 2003, The Foundation of Analysis in the 19th century. Intet ed. Providence, R.I.: American Mathematical Society, p. 155-195

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

  9. Published

    The History of the Law of Large Numbers and Consistency

    Hald, A., 2003, Københavns Universitet, p. 1-38.

    Research output: Working paperResearch

  10. Published

    The Ionization Conjecture in Hartree-Fock Theory

    Solovej, Jan Philip, 2003, In: Annals of Mathematics. 158, p. 509-576

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    The Time to Ruin for a Class of Markov Additive Risk Processes

    Jacobsen, Martin, 2003, Københavns Universitet, p. 1-41.

    Research output: Working paperResearch