bwmeta1.element.bwnjournal-journal-zm, Tome 39 (2012)

Sommaire

Existence of renormalized solutions for parabolic equations without the sign condition and with three unbounded nonlinearities

Y. Akdim ; J. Bennouna ; M. Mekkour ; H. Redwane

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p. 1-22

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Long time estimate of solutions to 3d Navier-Stokes equations coupled with heat convection

Jolanta Socała ; Wojciech M. Zajączkowski

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p. 23-41

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Study of a contact problem with normal compliance and nonlocal friction

Arezki Touzaline

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p. 43-55

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On discrete Fourier analysis of amplitude and phase modulated signals

Waldemar Popiński

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p. 57-69

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Estimation of parameters of a spherical invariant stable distribution

Piotr Szymański

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p. 71-85

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On fully coupled continuous time random walks

W. Szczotka ; P. Żebrowski

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p. 87-102

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Quantile hedging for basket derivatives

Michał Barski

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p. 103-127

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Stochastic comparisons of moment estimators of gamma distribution parameters

Piotr Nowak

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p. 129-135

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Optimal estimation of high quantiles in a large nonparametric model

Ryszard Zieliński

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p. 137-142

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The shortest confidence interval for the probability of success in a negative binomial model

Wojciech Zieliński

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p. 143-149

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Probabilistic comparison of weighted majority rules

Daniel Berend ; Luba Bromberg ; Luba Sapir

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p. 151-167

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Stability of scheduling with random processing times on one machine

Paweł Rajba ; Mieczysław Wodecki

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p. 169-183

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Deterministic optimal policies for Markov control processes with pathwise constraints

Armando F. Mendoza-Pérez ; Onésimo Hernández-Lerma

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p. 185-209

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Exponential utility optimization, indifference pricing and hedging for a payment process

Łukasz Delong

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p. 211-229

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Long time existence of regular solutions to 3d Navier-Stokes equations coupled with heat convection

Jolanta Socała ; Wojciech M. Zajączkowski

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p. 231-242

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On the Halley method in Banach spaces

Ioannis K. Argyros ; Hongmin Ren

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p. 243-255

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Asymptotic distribution of the estimated parameters of an ARMA(p,q) process in the presence of explosive roots

Sugata Sen Roy ; Sankha Bhattacharya

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p. 257-272

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Using randomization to improve performance of a variance estimator of strongly dependent errors

Artur Bryk

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p. 273-282

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Invariance of relative inverse function orderings under compositions of distributions

Magdalena Frąszczak ; Jarosław Bartoszewicz

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p. 283-292

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A model of competition

Peter Kahlig

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p. 293-303

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Evolution in a migrating population model

Włodzimierz Bąk ; Tadeusz Nadzieja

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p. 305-313

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Logarithmically improved regularity criteria for the micropolar fluid equations

Fuyi Xu ; Xiaojing Xu ; Jia Yuan

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p. 315-328

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Łukasz Paszkowski

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p. 329-338

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T-p(x)-solutions for nonlinear elliptic equations with an L¹-dual datum

El Houssine Azroul ; Abdelkrim Barbara ; Meryem El Lekhlifi ; Mohamed Rhoudaf

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p. 339-364

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Improved ball convergence of Newton's method under general conditions

Ioannis K. Argyros ; Hongmin Ren

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p. 365-375

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Arbitrage for simple strategies

Agnieszka Rygiel ; Łukasz Stettner

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p. 379-412

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The martingale method of shortfall risk minimization in a discrete time market

Marek Andrzej Kociński

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p. 413-424

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Target achieving portfolio under model misspecification: quadratic optimization framework

Dariusz Zawisza

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p. 425-443

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Asymptotics of utility from terminal wealth for partially observed portfolios

Łukasz Stettner

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p. 445-461

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Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance

Łukasz Delong

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p. 463-488

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Integral representations of risk functions for basket derivatives

Michał Barski

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p. 489-514

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