Department of Mathematical Sciences

 

 
  1. 2003
  2. Published

    Choice of Unconventional;Treatment by Patients with Cancer;

    Kimby, C. K., Launsø, L., Henningsen, Inge Biehl & Langgaard, H., 2003, In: Journal of Alternative & Complementary Medicine. 9, 4, p. 549-561

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Regular variation in the mean and stable limits for Poisson shot noise

    Klüppelberg, C., Mikosch, Thomas Valentin & Schärf, A., 2003, In: Bernoulli. 9, 3, p. 467-496

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Entropy of the Law of Small Numbers

    Kontoioannis, Y. & Harremöes, P., 2003, Entropy and the Law of Small Numbers. Yokohama: IEEE Signal Processing Society, p. 26

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

  5. Published

    Generalized blocks for symmetric groups

    Külshammer, B., Olsson, Jørn Børling & Robinson, G. R., 2003, In: Inventiones Mathematicae. 151, p. 513-552

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    (D)ecomposa(B)ility, in Operator Theory and Banach Algebras, Conference Proceedings, Rabat (Morocco) April 1999

    Laursen, Kjeld Bagger, 2003, (D)ecomposa(B)ility, in Operator Theory and Banch Algebras, Conference Proceedings, Rabat (Morocco), April 1999, Bucharest 2003. Theta, Bucharest, p. -

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

  7. Published

    Introduction to Banach Algebras, Operators, and Harmonic Analysis

    Laursen, Kjeld Bagger, Dales, H. G., Aiena, P., Eschmeier, J. & Willis, G. A., 2003, Introduction to Banach Algebras, Operators, and Harmonic Analysis. Cambridge, p. 199-264 (London Mathematical Society Student Texts, Vol. 57).

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

  8. Published

    On ring-theoretic (in)finiteness of Banach algebras of operators on Banach spaces

    Laustsen, N. J., 2003, In: Glasgow Mathematical Journal. 45, p. 11-19

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Between Rigor and Applications. Developments in the Concept of Function in Mathematical Analysis

    Lützen, Jesper, 2003, Between Rigor and Applications. Developments in the Concept of Function in Mathematical Analysis. 5:The Modern Phys. and Math. Sciences ed. Cambridge: Cambridge University Press, p. 468-487

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

  10. Published

    Matematikkens og Rummets Natur

    Lützen, Jesper, 2003, Matematikkens og Rummets Natur. 5 ed. Århus: Aarhus Universitetsforlag, p. 28-31

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

  11. 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

  12. Published

    C*-structure and K-theory of Boutet de Monvel's algebra

    Melo, S. T., Nest, Ryszard & Schrohe, E., 1 Jan 2003, In: Journal fur die Reine und Angewandte Mathematik. 561, p. 145-175 31 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Long range dependence effects and ARCH modeling

    Mikosch, Thomas Valentin & Starica, C., 2003, Theory and Applications of Long-Range Dependence. Boston: Birkhäuser Verlag, p. 439-460

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

  14. Published

    Modelling dependence and tails of financial time series

    Mikosch, Thomas Valentin, 2003, Extreme Values in Finance, Telecommunications and the Environment. Chapman, p. 185-286

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

  15. Published

    Non-Life Insurance Mathematics. An Introduction with Stochastic Processes

    Mikosch, Thomas Valentin, 2003, Berlin: Springer. 235 p.

    Research output: Book/ReportBookResearchpeer-review

  16. 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 paper

  17. Published

    Indifference pricing of insurance contracts in a product space model

    Møller, T., 2003, In: Finance and Stochastics. 7, p. 197-217

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. Published

    Indifference pricing of insurance contracts in a product space model: Applications

    Møller, T., 2003, In: Insurance: Mathematics and Economics. 32, p. 295-315

    Research output: Contribution to journalJournal articleResearchpeer-review

  19. Published

    Strict quantizations of symplectic manifolds

    Natsume, T., Nest, Ryszard & Peter, I., 1 Oct 2003, In: Letters in Mathematical Physics. 66, 1-2, p. 73-89 17 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

    Nielsen, Heino Bohn & Rahbek, Anders, 2003, nr. 11 ed., Københavns Universitet, p. 1-25.

    Research output: Working paper

  21. Published

    Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

    Nielsen, Heino Bohn & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

    Research output: Working paper

  22. Published

    Optimal Bonus Strategies in Life Insurance: The Markov Chain Interest Rate Case

    Nielsen, P. H., 2003, Københavns Universitet, p. 1-22.

    Research output: Working paper

  23. Published

    Proper and Improper Multiple Imputation

    Nielsen, S. F., 2003, In: International Statistical Review. 71, 3, p. 593-627

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Regression modelling strategies with application to linear models, logistic regression, and survival analysis

    Nielsen, S. F., 2003, In: Journal of Applied Statistics. 30, p. 104

    Research output: Contribution to journalLiterature reviewResearch

  25. 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

  26. Published

    Efficient Implementation of Separability Criteria

    Oi, D. K. L. & Christandl, Matthias, Nov 2003, In: Journal of the Physical Society of Japan. 72, p. 174-180

    Research output: Contribution to journalJournal articleResearchpeer-review

  27. Published

    Regular character tables of symmetric groups

    Olsson, Jørn Børling, 2003, In: The Electronic Journal of Combinatorics. 10, p. N3 1-5

    Research output: Contribution to journalJournal articleResearchpeer-review

  28. Published

    Optimal prediction of the ultimate maximum of Brownian motion

    Pedersen, Jesper Lund, 2003, In: Stochastics: An International Journal of Probability and Stochastic Processes . 75, 4, p. 205-219

    Research output: Contribution to journalJournal articleResearchpeer-review

  29. Published

    Inference and Ergodicity in the Autoregressive Conditional Root Model

    Rahbek, Anders & Shephard, N., 2003, Københavns Universitet, p. 1-30.

    Research output: Working paper

  30. 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 paper

  31. Published

    Framed discs operads and Batalin-Vilkovisky algebras

    Salvatore, P. & Wahl, Nathalie, 2003, In: Quarterly Journal of Mathematics. 54, p. 213-231

    Research output: Contribution to journalJournal articleResearchpeer-review

  32. Published

    Modelling PCS Options via Individual Indices

    Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-20.

    Research output: Working paper

  33. Published

    A new coherent states approach to semiclasses which gives Scott's correction

    Solovej, Jan Philip & Spitzer, W. L., 2003, In: Communications in Mathematical Physics. 241, p. 383-420

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    New coherent states and a new proof of the Scott correction

    Solovej, Jan Philip & Spitzer, W. L., 2003, Advances in differential equations and mathematical physics : Contemp. Math.. Providence, R.I.: American Mathematical Society, Vol. 327. p. 305-319

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

  35. 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

  36. Published

    The evolution of Fermi's statistical theory of atoms

    Solovej, Jan Philip, 2003, Enrico Fermi and the Universe of Physics: On the occasion of the centennial of the Birth of Enrico Fermi. Rome, Italy: Accademia Nazionale dei Lincei, p. 97-104

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

  37. Published

    Quadratic Optimization of Life Insurance Payment Streams

    Steffensen, Mogens, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-16.

    Research output: Working paper

  38. Published

    Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach

    Straumann, D. Y. & Mikosch, Thomas Valentin, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-36.

    Research output: Working paper

  39. Published

    En Introduktion til Sandsynlighedsregning.

    Sørensen, Michael, 2003, 4. ed. Københavns Universitet: Universitetsbogladen. 287 p.

    Research output: Book/ReportBookEducation

  40. Published

    Small-diffusion asymptotics for discretely sampled stochastic differential equations

    Sørensen, Michael & Uchida, M., 2003, In: Bernoulli. 9 (6), p. 1051 - 1069

    Research output: Contribution to journalJournal articleResearchpeer-review

  41. Published

    Wronski systems for families of local complete intersection curves

    Thorup, Anders & Laksov, D., 2003, In: Communications in Algebra. 31, p. 4007-4035

    Research output: Contribution to journalJournal articleResearchpeer-review

  42. Published

    Matematiske institutioner præsenterer sig: Institut for Matematiske Fag, Københavns Universitet

    Tind, J., 2003, In: mat Matilde. 18, p. 23-24

    Research output: Contribution to journalJournal articleResearchpeer-review

  43. 2002
  44. Published

    Incentive plans for productive efficiency, innovation and learning

    Agrell, P. J., Bogetoft, P. & Tind, J., 2002, In: International Journal of Production Economics. 78, 1, p. 1-11

    Research output: Contribution to journalJournal articleResearchpeer-review

  45. Published

    A stochastic nonlinear autoregressive algorithm reflects nonlinear dynamics of heart-rate fluctuations

    Armoundas, A. A., Ju, K., Iyengar, N., Kanters, Jørgen K., Saul, P. J., Cohen, R. J. & Chon, K. H., 27 Apr 2002, In: Annals of Biomedical Engineering. 30, 2, p. 192-201 10 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  46. Published

    A Local limit theorem for random walk maxima with heavy tails

    Asmussen, S., Kalashnikov, V., Konstantinides, D., Klüppelberg, C. & Tsitsiashvili, G., 2002, In: Statistics & Probability Letters. 56, 4, p. 399-404

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    Dynamical determinants via dynamical conjugacies for postcritically finite polynomials

    Baladi, V., Jiang, Y. & Rugh, H. H., 2002, In: Journal of Statistical Physics. 108, p. 973-993

    Research output: Contribution to journalJournal articleResearchpeer-review

  48. Published

    A characterization of multivariate regular variation

    Basrak, B., Davis, R. A. & Mikosch, Thomas Valentin, 2002, In: Annals of Applied Probability. 12, 3, p. 908-920

    Research output: Contribution to journalJournal articleResearchpeer-review

  49. Published

    Regular variation of GARCH processes

    Basrak, B., Davis, R. A. & Mikosch, Thomas Valentin, 2002, In: Stochastic Processes and Their Applications. 99, 1, p. 95-115

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. Published

    Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments

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

    Research output: Working paper

  51. Published

    Kompleks Funktionsteori

    Berg, Christian, 2002, Kompleks Funktionsteori. København: Universitetsbogladen, p. 156

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

  52. Published

    Pick functions related to the Gamma function

    Berg, Christian & Pedersen, H. L., 2002, In: Rocky Mountain Journal of Mathematics. 32, 2, p. 507-525

    Research output: Contribution to journalJournal articleResearchpeer-review