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Gamma minimax nonparametric estimation

Maciej Wilczyński

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p. 1-10

The Polish Digital Mathematics Library
Tests derived from characterizations in terms of moments of record values

K. W. Morris ; D. Szynal

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p. 11-37

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Estimates for perturbations of discounted Markov chains on general spaces

Raúl Montes-de-Oca ; Alexander Sakhanenko ; Francisco Salem-Silva

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p. 39-53

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α-stable limits for multiple channel queues in heavy traffic

Zbigniew Michna

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p. 55-68

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Three additive solutions of cooperative games with a priori unions

Andrzej Młodak

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p. 69-87

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Recurrence relations for the coefficients of expansions in classical orthogonal polynomials of a discrete variable

Paweł Woźny

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p. 89-107

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On the convergence and application of Stirling's method

Ioannis K. Argyros

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p. 109-119

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Dependent defaults and credit migrations

Tomasz R. Bielecki ; Marek Rutkowski

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p. 121-145

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Hedging in complete markets driven by normal martingales

Youssef El-Khatib ; Nicolas Privault

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p. 147-172

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Asymptotics of riskless profit under selling of discrete time call options

A. V. Nagaev ; S. A. Nagaev

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p. 173-191

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Quantile hedging on markets with proportional transaction costs

Michał Baran

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p. 193-208

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Risk minimization in the model with transaction costs

Michał Motoczyński

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p. 209-216

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A geometric point of view on mean-variance models

Piotr Jaworski

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p. 217-241

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An equilibrium model for electricity auctions

Juri Hinz

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p. 243-249

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Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering

Ryszard Zieliński

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p. 251-255

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Characterizations of exponential distributions by spacings of generalized order statistics

Erhard Cramer ; Udo Kamps ; Mohammad Z. Raqab

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p. 257-265

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Shift invariant operators and a saturation theorem

Karol Dziedziul

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p. 267-286

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Estimates for perturbations of general discounted Markov control chains

Raúl Montes-de-Oca ; Alexander Sakhanenko ; Francisco Salem-Silva

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p. 287-304

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On the complexity of determining tolerances for ε-optimal solutions to min-max combinatorial optimization problems

Diptesh Ghosh ; Gerard Sierksma

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p. 305-313

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Pricing of zero-coupon and coupon cat bonds

Krzysztof Burnecki ; Grzegorz Kukla

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p. 315-324

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Stochastic foundations of the universal dielectric response

Agnieszka Jurlewicz

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p. 325-336

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Regularity of solutions in plasticity. I: Continuum

Jarosław L. Bojarski

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p. 337-364

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An application of the special Reissner-Nordström space-time to description of the universe in the neighbourhood of the Planck era

B. Glanc ; A. Jakubowicz

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p. 365-369

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Minimax mutual prediction of multinomial random variables

Stanisław Trybuła

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p. 371-377

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Stochastic comparison of multivariate random sums

Rafał Kulik

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p. 379-387

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Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility

D. Feldmann ; W. Härdle ; C. Hafner ; M. Hoffmann ; O. Lepski ; A. Tsybakov

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p. 389-412

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Arbitrage and pricing in a general model with flows

Jan Palczewski

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p. 413-440

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Core and equilibria in models of large household economy

Maria Ekes

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p. 431-440

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Oscillation and global attractivity in a discrete survival red blood cells model

I. Kubiaczyk ; S. H. Saker

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p. 441-449

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Weakly sequentially continuous maps and existence principles for elliptic equations

R. P. Agarwal ; Donal O'Regan

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p. 451-460

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Local existence of solutions of the free boundary problem for the equations of a magnetohydrodynamic incompressible fluid

Piotr Kacprzyk

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p. 461-488

The Polish Digital Mathematics Library