Zawartość tomu 30
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Gamma minimax nonparametric estimation Applicationes Mathematicae 30 (2003), 1-10 MSC: 62C20, 62G05. DOI: 10.4064/am30-1-1
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Tests derived from characterizations in terms of moments of record values Applicationes Mathematicae 30 (2003), 11-37 MSC: Primary 62E10, 62F03. DOI: 10.4064/am30-1-2
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Estimates for perturbations of discounted Markov chains on general spaces Applicationes Mathematicae 30 (2003), 39-53 MSC: 60J10, 93D05, 93D09. DOI: 10.4064/am30-1-3
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$\alpha $-stable limits for multiple channel queues in heavy traffic Applicationes Mathematicae 30 (2003), 55-68 MSC: Primary 60K25; Secondary 60G52, 60F17. DOI: 10.4064/am30-1-4
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Three additive solutions of cooperative games with a priori unions Applicationes Mathematicae 30 (2003), 69-87 MSC: Primary 91A12. DOI: 10.4064/am30-1-5
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Recurrence relations for the coefficients of expansions in classical orthogonal polynomials of a discrete variable Applicationes Mathematicae 30 (2003), 89-107 MSC: 33C45, 39A70, 42C10, 42A16. DOI: 10.4064/am30-1-6
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On the convergence and application of Stirling's method Applicationes Mathematicae 30 (2003), 109-119 MSC: 65B05, 65G99, 65J15, 65N30, 65N35, 47H17, 49M15. DOI: 10.4064/am30-1-7
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Dependent defaults and credit migrations Applicationes Mathematicae 30 (2003), 121-145 MSC: 60J27, 91B70. DOI: 10.4064/am30-2-1
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Hedging in complete markets driven by normal martingales Applicationes Mathematicae 30 (2003), 147-172 MSC: 91B24, 91B26, 91B28, 60H05, 60H07. DOI: 10.4064/am30-2-2
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Asymptotics of riskless profit under selling of discrete time call options Applicationes Mathematicae 30 (2003), 173-191 MSC: Primary 62P05; Secondary 60F17, 60G50. DOI: 10.4064/am30-2-3
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Quantile hedging on markets with proportional transaction costs Applicationes Mathematicae 30 (2003), 193-208 MSC: 60G42, 91B28, 91B24, 91B30. GEL Classification Numbers: G11, G13. DOI: 10.4064/am30-2-4
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Risk minimization in the model with transaction costs Applicationes Mathematicae 30 (2003), 209-216 MSC: 90A12, 90A09, 93E20. DOI: 10.4064/am30-2-5
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A geometric point of view on mean-variance models Applicationes Mathematicae 30 (2003), 217-241 MSC: Primary 91B28; Secondary 58K30, 14P99, 90C20. DOI: 10.4064/am30-2-6
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An equilibrium model for electricity auctions Applicationes Mathematicae 30 (2003), 243-249 MSC: 91B26, 91B52, 91B70. DOI: 10.4064/am30-2-7
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Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering Applicationes Mathematicae 30 (2003), 251-255 MSC: 62F10, 62G05. DOI: 10.4064/am30-3-1
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Characterizations of exponential distributions by spacings of generalized order statistics Applicationes Mathematicae 30 (2003), 257-265 MSC: Primary 62G30; Secondary 62E10. DOI: 10.4064/am30-3-2
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Shift invariant operators and a saturation theorem Applicationes Mathematicae 30 (2003), 267-286 MSC: Primary 41A35. DOI: 10.4064/am30-3-3
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Estimates for perturbations of general discounted Markov control chains Applicationes Mathematicae 30 (2003), 287-304 MSC: 93E20, 90C40. DOI: 10.4064/am30-3-4
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On the complexity of determining tolerances for $\varepsilon $-optimal solutions to min-max combinatorial optimization problems Applicationes Mathematicae 30 (2003), 305-313 MSC: Primary 90C31. DOI: 10.4064/am30-3-5
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Pricing of zero-coupon and coupon cat bonds Applicationes Mathematicae 30 (2003), 315-324 MSC: 62P05, 62-07, 60G55, 60H30. DOI: 10.4064/am30-3-6
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Stochastic foundations of the universal dielectric response Applicationes Mathematicae 30 (2003), 325-336 MSC: 60E07, 60F05, 60G50, 82C31, 82C44. DOI: 10.4064/am30-3-7
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Regularity of solutions in plasticity. I: Continuum Applicationes Mathematicae 30 (2003), 337-364 MSC: Primary 49N60; Secondary 49J45, 49K30, 74C05. DOI: 10.4064/am30-3-8
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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 Applicationes Mathematicae 30 (2003), 365-369 MSC: 53B20, 53B50. DOI: 10.4064/am30-3-9
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Minimax mutual prediction of multinomial random variables Applicationes Mathematicae 30 (2003), 371-377 MSC: Primary 62F15. DOI: 10.4064/am30-4-1
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Stochastic comparison of multivariate random sums Applicationes Mathematicae 30 (2003), 379-387 MSC: Primary 60E15. DOI: 10.4064/am30-4-2
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Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility Applicationes Mathematicae 30 (2003), 389-412 MSC: 62G07, 62G10, 62M10. DOI: 10.4064/am30-4-3
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Arbitrage and pricing in a general model with flows Applicationes Mathematicae 30 (2003), 413-440 MSC: 91B24, 91B28, 46B99. DOI: 10.4064/am30-4-4
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Core and equilibria in models of large household economy Applicationes Mathematicae 30 (2003), 431-440 MSC: 90A14, 90A40, 90A11. DOI: 10.4064/am30-4-5
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Oscillation and global attractivity in a discrete survival red blood cells model Applicationes Mathematicae 30 (2003), 441-449 MSC: 39A10, 92D25. DOI: 10.4064/am30-4-6
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Weakly sequentially continuous maps and existence principles for elliptic equations Applicationes Mathematicae 30 (2003), 451-460 MSC: 47A10, 35J65. DOI: 10.4064/am30-4-7
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Local existence of solutions of the free boundary problem for the equations of a magnetohydrodynamic incompressible fluid Applicationes Mathematicae 30 (2003), 461-488 MSC: 35A05, 35R35, 76N10. DOI: 10.4064/am30-4-8
