Department of Mathematical Sciences

 

 
  1. 2002
  2. Published

    The minimum maximum of a continuous martingale with given initial and terminal laws

    Hobson, D. G. & Pedersen, Jesper Lund, 2002, In: Annals of Probability. 30, 2, p. 978-999

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    The structure of the Brauer group and crossed products of C0(X)-linear group actions on C0(X,K)

    Nest, Ryszard & Echterhoff, S., 2002, In: Transactions of the American Mathematical Society. 353, p. 3685-3712

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    The two-prime analogue of the Hecke C*-algebra of Bost and Connes

    Larsen, N. S., Putnam, I. F. & Raeburn, I., 2002, In: Indiana University Mathematics Journal. 51, p. 171-186

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Topologies associated with Information Divergence

    Harremöes, P., 2002, Proceedings 24th European Meeting of Statisticians. Prague: Institute of Information Theory and Automation, p. 216

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

  6. Published

    Trace formulas for parameter-dependent pseudodifferential operators

    Grubb, Gerd, 2002, In: Nuclear physics B, Proceedings supplements. 104, p. 71-88

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques

    Jensen, B. & Poulsen, Rolf, 2002, In: Journal of Derivatives. 9, 4, p. 18-32

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Unified Approach to Optimization Techniques in Shannan Theory

    Harremöes, P. & Topsøe, Flemming, 2002, Proceedings of the 2002 IEEE International Symposium on Information Theory, Lausanne. New York: IEEE Signal Processing Society, p. 238

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

  9. Published

    Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments

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

    Research output: Working paperResearch

  10. Published

    Werner Fenchel. Jakob Nielsen. Discontinuous Groups of Isometries in the Hyperbolic Plane

    Schmidt, A. L., 2002, Werner Fenchel. Jakob Nielsen. Discontinuous Groups of Isometries in the Hyperbolic Plane. Berlin: De Gruyter, p. 386

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

  11. Published

    Whittle estimation in a heavy-tailed GARCH(1,1) model

    Mikosch, Thomas Valentin & Straumann, D. Y., 2002, In: Stochastic Processes and Their Applications. 100, 1-2, p. 187-222

    Research output: Contribution to journalJournal articleResearchpeer-review