Department of Mathematical Sciences

 

 
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  1. 2002
  2. Published

    Is network traffic approximated by stable Lévy motion or fractional Brownian Motion?

    Mikosch, Thomas Valentin, Resnick, S., Rootzén, H. & Stegeman, A., 2002, In: Annals of Applied Probability. 12, 1, p. 23-68

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Modeling dependence and tails of financial time series

    Mikosch, Thomas Valentin, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-75.

    Research output: Working paper › Research

  4. 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 journal › Journal article › Research › peer-review

  5. Published

    N-determined p-compact groups

    Møller, Jesper Michael, 1 Jan 2002, In: Fundamenta Mathematicae. 173, 3, p. 201-300

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    Rational equivalences between classifying spaces

    Møller, Jesper Michael, 2002, In: Mathematische Zeitschrift. 241, p. 761-799 39 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-31.

    Research output: Working paper › Research

  8. Published

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, In: British Actuarial Journal. 8, p. 787-828

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    Formal deformations of symplectic Lile ALgbroids, deformations of holomorphic structures and index theorems

    Nest, Ryszard & Tsygan, B., 2002, In: Asian Journal of Mathematics. 6, 5, p. 599-633

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    Local formula for the index of a Fourier Integral Operator

    Nest, Ryszard, Leichtman, E. & Tsygan, B., 2002, In: Journal of Differential Geometry. 59, p. 269-300

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. Published

    Riemann-Roch theorems for D-modules via deformation quantization, II

    Nest, Ryszard, Bressler, P. & Tsygan, B., 2002, In: Advances in Mathematics. 17, p. 1-25

    Research output: Contribution to journal › Journal article › Research › peer-review

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