Contents of Volume 90
Stability in Probability
Editor: Jolanta K. Misiewicz
ISBN: 978-83-86806-09-6, doi:10.4064/bc90
Editor: Jolanta K. Misiewicz
ISBN: 978-83-86806-09-6, doi:10.4064/bc90
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Models for option pricing based on empirical characteristic function of returns Banach Center Publications 90 (2010), 13-26 MSC: Primary 60F15; Secondary 62P20, 91B70. DOI: 10.4064/bc90-0-1
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On the power of an asymptotically optimal test for the case of Laplace distribution Banach Center Publications 90 (2010), 27-38 MSC: 62-06, 62F03, 62F05. DOI: 10.4064/bc90-0-2
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Geometric infinite divisibility, stability, and self-similarity: an overview Banach Center Publications 90 (2010), 39-65 MSC: Primary 60-02; Secondary 60E05, 60E07, 60F05, 60G18, 60G50, 60G51, 60G52, 62E10, 62E15, 62H05. DOI: 10.4064/bc90-0-3
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Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift—their mean value and their applications Banach Center Publications 90 (2010), 67-78 MSC: Primary 60G15. DOI: 10.4064/bc90-0-4
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On the infinite divisibility of scale mixtures of symmetric $\alpha$-stable distributions, $\alpha \in (0,1]$ Banach Center Publications 90 (2010), 79-82 MSC: 60A10, 60B05, 60E05, 60E07, 60E10. DOI: 10.4064/bc90-0-5
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Metrics for multivariate stable distributions Banach Center Publications 90 (2010), 83-102 MSC: Primary 60E07; Secondary 60E10. DOI: 10.4064/bc90-0-6
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On Paszkiewicz-type criterion for a.e. continuity of processes in $L^p$-spaces Banach Center Publications 90 (2010), 103-110 MSC: Primary 60G07, 60G17; Secondary 60G99. DOI: 10.4064/bc90-0-7
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Generalised regular variation of arbitrary order Banach Center Publications 90 (2010), 111-137 MSC: Primary 26A12; Secondary 39B22, 60G70. DOI: 10.4064/bc90-0-8
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Reinsurance—a new approach Banach Center Publications 90 (2010), 139-151 MSC: Primary 91B30; Secondary 60G17. DOI: 10.4064/bc90-0-9
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Generalized tempered stable processes Banach Center Publications 90 (2010), 153-170 MSC: 60E07, 60F05, 60G51, 60G52. DOI: 10.4064/bc90-0-10
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Almost sure limit theorems for dependent random variables Banach Center Publications 90 (2010), 171-178 MSC: Primary 60F15; Secondary 60G42, 37A25. DOI: 10.4064/bc90-0-11
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Optimal stopping of a 2-vector risk process Banach Center Publications 90 (2010), 179-191 MSC: Primary 60G40, 60K99; Secondary 90A46. DOI: 10.4064/bc90-0-12
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Principal-agent approach to environmental improvements policies Banach Center Publications 90 (2010), 193-201 MSC: 65K10, 60J60, 62P12. DOI: 10.4064/bc90-0-13
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Goodness-of-fit tests derived from characterizations of continuous distributions Banach Center Publications 90 (2010), 203-223 MSC: Primary 62G10; Secondary 62G30, 62G32. DOI: 10.4064/bc90-0-14
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Stable random fields and geometry Banach Center Publications 90 (2010), 225-241 MSC: 60G52, 60G60, 60G51, 53C65. DOI: 10.4064/bc90-0-15
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On analytical properties of generalized convolutions Banach Center Publications 90 (2010), 243-274 MSC: Primary 60A10; Secondary 60B05. DOI: 10.4064/bc90-0-16
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Asymptotic rate of convergence in the degenerate U-statistics of second order Banach Center Publications 90 (2010), 275-284 MSC: Primary 60F99; Secondary 46A32. DOI: 10.4064/bc90-0-17
