Contents of Volume 39
-
Existence of renormalized solutions for parabolic equations without the sign condition and with three unbounded nonlinearities Applicationes Mathematicae 39 (2012), 1-22 MSC: Primary 47A15; Secondary 46A32, 47D20. DOI: 10.4064/am39-1-1
-
Long time estimate of solutions to 3d Navier–Stokes equations coupled with heat convection Applicationes Mathematicae 39 (2012), 23-41 MSC: Primary 35D05; Secondary 35D10, 35K05, 35K20, 35Q30, 76D03, 76D05. DOI: 10.4064/am39-1-2
-
Study of a contact problem with normal compliance and nonlocal friction Applicationes Mathematicae 39 (2012), 43-55 MSC: 74M10, 74M15, 49J40. DOI: 10.4064/am39-1-3
-
On discrete Fourier analysis of amplitude and phase modulated signals Applicationes Mathematicae 39 (2012), 57-69 MSC: 62F12, 62M15. DOI: 10.4064/am39-1-4
-
Estimation of parameters of a spherical invariant stable distribution Applicationes Mathematicae 39 (2012), 71-85 MSC: Primary 60E07; Secondary 62H12. DOI: 10.4064/am39-1-5
-
On fully coupled continuous time random walks Applicationes Mathematicae 39 (2012), 87-102 MSC: Primary 60E07, 60F17; Secondary 60G50, 60G51, 60K05. DOI: 10.4064/am39-1-6
-
Quantile hedging for basket derivatives Applicationes Mathematicae 39 (2012), 103-127 MSC: 91B30, 91B24, 91B70. DOI: 10.4064/am39-1-7
-
Stochastic comparisons of moment estimators of gamma distribution parameters Applicationes Mathematicae 39 (2012), 129-135 MSC: 60E15, 62E99, 62N05. DOI: 10.4064/am39-2-1
-
Optimal estimation of high quantiles in a large nonparametric model Applicationes Mathematicae 39 (2012), 137-142 MSC: 62G30, 62G32. DOI: 10.4064/am39-2-2
-
The shortest confidence interval for the probability of success in a negative binomial model Applicationes Mathematicae 39 (2012), 143-149 MSC: Primary 62F25. DOI: 10.4064/am39-2-3
-
Probabilistic comparison of weighted majority rules Applicationes Mathematicae 39 (2012), 151-167 MSC: 91B06, 91B12, 91B14. DOI: 10.4064/am39-2-4
-
Stability of scheduling with random processing times on one machine Applicationes Mathematicae 39 (2012), 169-183 MSC: Primary 90C59. DOI: 10.4064/am39-2-5
-
Deterministic optimal policies for Markov control processes with pathwise constraints Applicationes Mathematicae 39 (2012), 185-209 MSC: 93E20, 90C40. DOI: 10.4064/am39-2-6
-
Exponential utility optimization, indifference pricing and hedging for a payment process Applicationes Mathematicae 39 (2012), 211-229 MSC: 91B16, 91B30, 93E20. DOI: 10.4064/am39-2-7
-
Long time existence of regular solutions to 3d Navier–Stokes equations coupled with heat convection Applicationes Mathematicae 39 (2012), 231-242 MSC: Primary 35D05; Secondary 35D10, 35K05, 35K20, 35Q30, 76D03, 76D05. DOI: 10.4064/am39-2-8
-
On the Halley method in Banach spaces Applicationes Mathematicae 39 (2012), 243-255 MSC: 65H10, 65J15, 65G99, 47H17, 47J05, 49M15. DOI: 10.4064/am39-2-9
-
Asymptotic distribution of the estimated parameters of an ${\rm ARMA}(p, q)$ process in the presence of explosive roots Applicationes Mathematicae 39 (2012), 257-272 MSC: Primary 62M10, 62E20. DOI: 10.4064/am39-3-1
-
Using randomization to improve performance of a variance estimator of strongly dependent errors Applicationes Mathematicae 39 (2012), 273-282 MSC: 62G08, 62G20, 62M10. DOI: 10.4064/am39-3-2
-
Invariance of relative inverse function orderings under compositions of distributions Applicationes Mathematicae 39 (2012), 283-292 MSC: 60E05, 60E15, 62N05. DOI: 10.4064/am39-3-3
-
A model of competition Applicationes Mathematicae 39 (2012), 293-303 MSC: Primary 39B12, 39B22; Secondary 34A05. DOI: 10.4064/am39-3-4
-
Evolution in a migrating population model Applicationes Mathematicae 39 (2012), 305-313 MSC: 35R09, 92D25. DOI: 10.4064/am39-3-5
-
Logarithmically improved regularity criteria for the micropolar fluid equations Applicationes Mathematicae 39 (2012), 315-328 MSC: 35Q35, 76W05, 35B65. DOI: 10.4064/am39-3-6
-
Self-similar solutions for the two-dimensional Nernst–Planck–Debye system Applicationes Mathematicae 39 (2012), 329-338 MSC: 35B40, 35K40, 35J60. DOI: 10.4064/am39-3-7
-
$T$-$p(x)$-solutions for nonlinear elliptic equations with an $L^{1}$-dual datum Applicationes Mathematicae 39 (2012), 339-364 MSC: 35J60, 35J66, 46E35. DOI: 10.4064/am39-3-8
-
Improved ball convergence of Newton's method under general conditions Applicationes Mathematicae 39 (2012), 365-375 MSC: 65G99, 65K10, 47H17, 49M15, 90C30 DOI: 10.4064/am39-3-9
-
Arbitrage for simple strategies Applicationes Mathematicae 39 (2012), 379-412 MSC: Primary 91G10; Secondary 60G99, 91B26. DOI: 10.4064/am39-4-1
-
The martingale method of shortfall risk minimization in a discrete time market Applicationes Mathematicae 39 (2012), 413-424 MSC: Primary 91G20; Secondary 91B30. DOI: 10.4064/am39-4-2
-
Target achieving portfolio under model misspecification: quadratic optimization framework Applicationes Mathematicae 39 (2012), 425-443 MSC: Primary 91G10; Secondary 91A15, 91A23, 49L20, 49N90. DOI: 10.4064/am39-4-3
-
Asymptotics of utility from terminal wealth for partially observed portfolios Applicationes Mathematicae 39 (2012), 445-461 MSC: Primary 93E20; Secondary 91B16. DOI: 10.4064/am39-4-4
-
Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance Applicationes Mathematicae 39 (2012), 463-488 MSC: Primary 49N90, 60H30; Secondary 60G99. DOI: 10.4064/am39-4-5
-
Integral representations of risk functions for basket derivatives Applicationes Mathematicae 39 (2012), 489-514 MSC: Primary 91B30, 91B24; Secondary 91B70. DOI: 10.4064/am39-4-6
