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Research problems of Jerzy Zabczyk

Szymon Peszat ; Łukasz Stettner

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p. 9-32

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Noncommutative Borsuk-Ulam-type conjectures

Paul F. Baum ; Ludwik Dąbrowski ; Piotr M. Hajac

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p. 9-18

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Optimal position targeting with stochastic linear-quadratic costs

Stefan Ankirchner ; Thomas Kruse

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p. 9-24

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Widom factors for the Hilbert norm

Gökalp Alpan ; Alexander Goncharov

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p. 11-18

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On the implicit function theorem in o-minimal structures

Zofia Ambroży ; Wiesław Pawłucki

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p. 19-21

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Multiplicative integrable models from Poisson-Nijenhuis structures

Francesco Bonechi

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p. 19-33

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Polynomial inequalities in Banach spaces

Mirosław Baran

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p. 23-42

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Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency

Ole E. Barndorff-Nielsen ; Fred Espen Benth ; Almut E. D. Veraart

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p. 25-60

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Conditional Markov chains - construction and properties

Tomasz R. Bielecki ; Jacek Jakubowski ; Mariusz Niewęgłowski

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p. 33-42

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Poisson-Lie groupoids and the contraction procedure

Kenny De Commer

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p. 35-46

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Approximation polynômiale dans des classes de jets

Moulay Taïb Belghiti ; Boutayeb El Ammari ; Laurent P. Gendre

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p. 43-62

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A note on γ-radonifying and summing operators

Zdzisław Brzeźniak ; Hongwei Long

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p. 43-57

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Quantization of Poisson Hamiltonian systems

Chiara Esposito

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p. 47-58

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Quantum homogeneous superspaces and quantum duality principle

Rita Fioresi

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p. 59-72

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Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces

Anna Chojnowska-Michalik ; Beniamin Goldys

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p. 59-72

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Incompleteness of the bond market with Lévy noise under the physical measure

Michał Barski

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p. 61-84

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Maximally convergent rational approximants of meromorphic functions

Hans-Peter Blatt

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p. 63-78

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Multiplier Hopf algebroids arising from weak multiplier Hopf algebras

Thomas Timmermann ; Alfons Van Daele

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p. 73-110

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Existence of explosive solutions to some nonlinear parabolic Itô equations

Pao-Liu Chow

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p. 73-80

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Transfinite diameter on curves, Hankel determinants and the moment problem

Len Bos ; Sione Ma'u

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p. 79-100

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Pathwise uniqueness for stochastic PDEs

Giuseppe Da Prato

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p. 81-89

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Refined wing asymptotics for the Merton and Kou jump diffusion models

Stefan Gerhold ; Johannes F. Morgenbesser ; Axel Zrunek

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p. 85-94

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Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion

Tyrone E. Duncan ; B. Maslowski ; B. Pasik-Duncan

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p. 91-102

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Stable-1/2 bridges and insurance

Edward Hoyle ; Lane P. Hughston ; Andrea Macrina

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p. 95-120

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Selected results of the theory of value distribution and growth of meromorphic functions

Ewa Ciechanowicz

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p. 101-118

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Dynamic programming for an investment/consumption problem in illiquid markets with regime-switching

Paul Gassiat ; Fausto Gozzi ; Huyên Pham

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p. 103-118

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Explicit formulae of distributions and densities of characteristics of a dynamic advertising and pricing model

Kurt L. Helmes ; Torsten Templin

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p. 119-142

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On a noncommutative algebraic geometry

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p. 119-131

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Full cooperation applied to environmental improvements

Monique Jeanblanc ; Rafał M. Łochowski ; Wojciech Szatzschneider

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p. 121-131

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Systemic risk through contagion in a core-periphery structured banking network

Oliver Kley ; Claudia Klüppelberg ; Lukas Reichel

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p. 133-149

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Some approximation problems in semi-algebraic geometry

Shmuel Friedland ; Małgorzata Stawiska

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p. 133-147

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Comparison principle approach to utility maximization

Peter Imkeller ; Victor Nzengang

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p. 143-158

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On Pólya's Theorem in several complex variables

Ozan Günyüz ; Vyacheslav Zakharyuta

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p. 149-157

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The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black-Scholes model

Yuliya Mishura

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p. 151-165

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Weak lineal convexity

Christer O. Kiselman

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p. 159-174

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Robust estimates of certain large deviation probabilities for controlled semi-martingales

Hideo Nagai

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p. 159-192

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Optimal investment under behavioural criteria - a dual approach

Miklós Rásonyi ; José G. Rodríguez-Villarreal

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p. 167-180

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Stochastic characterization of plurisubharmonicity and convexity of functions

Maciej Klimek

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p. 175-181

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Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit

Paavo Salminen ; Bao Quoc Ta

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p. 181-199

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Tangential Markov inequality in Lp norms

Agnieszka Kowalska

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p. 183-193

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Stochastic flow for SDEs with jumps and irregular drift term

Enrico Priola

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p. 193-210

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On weighted Hardy spaces on the unit disk

Evgeny A. Poletsky ; Khim R. Shrestha

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p. 195-204

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Monge-Ampère measures and Poletsky-Stessin Hardy spaces on bounded hyperconvex domains

Sibel Şahin

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p. 205-214

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Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity

Thorsten Schmidt ; Stefan Tappe

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p. 211-238

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State estimation under non-Gaussian Lévy noise: A modified Kalman filtering method

Xu Sun ; Jinqiao Duan ; Xiaofan Li ; Xiangjun Wang

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p. 239-246

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