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Zawartość tomu 45

• A simple proof of the martingale property in a semi-log-normal stochastic volatility model Jacek Jakubowski, Maciej Wiśniewolski Applicationes Mathematicae 45 (2018), 1-4 MSC: 91B25, 60H30, 91G80. DOI: 10.4064/am2356-11-2017
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• The least squares method for option pricing revisited Maciej Klimek, Marcin Pitera Applicationes Mathematicae 45 (2018), 5-29 MSC: Primary 91G20, 91G60, 93E24; Secondary 60G40, 62J02. DOI: 10.4064/am2354-2-2018
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• Application of copulas in the proof of the almost sure central limit theorem for the $k$th largest maxima of some random variables Marcin Dudziński, Konrad Furmańczyk Applicationes Mathematicae 45 (2018), 31-51 MSC: 60F15, 60F05, 60E05. DOI: 10.4064/am2340-10-2017
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• Confidence interval for the weighted sum of two binomial proportions Wojciech Zieliński Applicationes Mathematicae 45 (2018), 53-60 MSC: Primary 62F25. DOI: 10.4064/am2349-12-2017
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• Adaptive decomposition of band-limited signals using the Fourier transform band-pass filter Waldemar Popiński Applicationes Mathematicae 45 (2018), 61-70 MSC: Primary 42C15. DOI: 10.4064/am2291-11-2017
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• On certain integral operators associated with Hermite and Laguerre polynomials Mirosław Pawlak, Ulrich Stadtmüller Applicationes Mathematicae 45 (2018), 71-90 MSC: Primary 42C05; Secondary 62G07, 33C45. DOI: 10.4064/am2334-9-2017
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• Expanding the applicability of a fifth-order convergent method in a Banach space under weak conditions Ioannis K. Argyros, Ramandeep Behl, S. S. Motsa Applicationes Mathematicae 45 (2018), 91-101 MSC: 65G99, 65H10, 47J25, 47J05. DOI: 10.4064/am2303-11-2016
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• Analysis and numerical approximation of a dynamic contact problem with friction and adhesion Abderrezak Kasri, Arezki Touzaline Applicationes Mathematicae 45 (2018), 103-127 MSC: 47J20, 65M60, 74M10, 74M15. DOI: 10.4064/am2323-6-2017
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• Analysis of a frictional contact problem with wear and damage between two thermo-viscoelastic bodies Ilyas Boukaroura, Seddik Djabi Applicationes Mathematicae 45 (2018), 129-150 MSC: Primary 74F05; Secondary 74M10, 74G25, 49J40, 74M15, 74R20. DOI: 10.4064/am2330-11-2017
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• A note on the worst case approach for a market with a stochastic interest rate Dariusz Zawisza Applicationes Mathematicae 45 (2018), 151-160 MSC: 91G80, 91G10, 91A15, 91A25, 49N90, 49N60. DOI: 10.4064/am2348-2-2018
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• Partial hedging of American contingent claims in a finite discrete time model Marek Andrzej Kociński Applicationes Mathematicae 45 (2018), 161-180 MSC: Primary 91G20; Secondary 93E20. DOI: 10.4064/am2379-11-2018
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• On peculiarities of CoVaR-based portfolio selection Anna Zalewska Applicationes Mathematicae 45 (2018), 181-197 MSC: Primary 91G10. DOI: 10.4064/am2353-5-2018
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• A note on the deficit of the logarithmic Sobolev inequality Stephen G. Walker Applicationes Mathematicae 45 (2018), 199-205 MSC: Primary 26D10; Secondary 39B72. DOI: 10.4064/am2360-6-2018
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• Conditional differential equations of higher order Celina Rom Applicationes Mathematicae 45 (2018), 207-222 MSC: 34A12, 34B60, 35A09, 92D25. DOI: 10.4064/am2329-3-2018
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• Semilocal convergence analysis of a fifth-order method using recurrence relations in Banach space under weak conditions Ioannis K. Argyros, Santhosh George Applicationes Mathematicae 45 (2018), 223-231 MSC: 65J20, 49M15, 74G20, 41A25. DOI: 10.4064/am2318-1-2017
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• Low-rank approximate solutions to large-scale differential matrix Riccati equations Y. Guldoğan, M. Hached, K. Jbilou, M. Kurulay Applicationes Mathematicae 45 (2018), 233-254 MSC: Primary 65F10; Secondary 65F30. DOI: 10.4064/am2355-1-2018
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• On Hessenberg type methods for low-rank Lyapunov matrix equations Mohamed Addam, Lakhdar Elbouyahyaoui, Mohammed Heyouni Applicationes Mathematicae 45 (2018), 255-273 MSC: Primary 65F10; Secondary 65F30. DOI: 10.4064/am2344-12-2017
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• Degenerate elliptic equations with a natural growth gradient term and a strongly increasing lower term Jaouad Igbida, Aziz Bouhlal, Noureddine Elharrar, H. Talibi, A. El Hachimi Applicationes Mathematicae 45 (2018), 275-291 MSC: 35J60, 35J70, 35D30. DOI: 10.4064/am2315-11-2017
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• Some blow-up criteria in terms of pressure for the 3D viscous MHD equations Xinliang Li, Fuyi Xu Applicationes Mathematicae 45 (2018), 293-300 MSC: Primary 76W05. DOI: 10.4064/am2367-7-2018
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