Research Reports 2005

2005-15 (December 2005)
Some aspects of Lévy copulas
by Ole E. Barndorff-Nielsen and Alexander M. Lindner
Published as "Lévy copulas: dynamics and transforms of Upsilon type." Scand. J. Statist. 34, 298-316.
2005-14 (December 2005)
Ambit processes; with applications to turbulence and tumour growth
by Ole E. Barndorff-Nielsen and Jürgen Schmiegel
Published in Benth, F.E., Di Nunno, G., Lindstrom, T. Oksendal, B. and Zhang, T. (Eds.): Stochastic analysis and its applications. Proceedings of the second Abel symposium, Springer
2005-13 (November 2005)
Esscher transforms and the minimal entropy martingale measure for exponential Lévy models
by Friedrich Hubalek and Carlo Sgarra
Published in Quantitative Finance 2006, Volume 6, Issue 2, 125-145.
2005-12 (November 2005)
On infinitesimal increase of volumes of morphological transforms
by Markus Kiderlen and Jan Rataj
Published in Mathematika 53, 103-127 (2006)
2005-11 (October 2005)
Further results on variances of local stereological estimators
by Zbynek Pawlas and Eva B. Vedel Jensen
Published in Image Anal. Stereol. 25, 155-163 (2006)
2005-10 (September 2005)
Geometric identities in stereological particle analysis
by S. Kötzer, E.B. Vedel Jensen and A. Baddeley
2005-09 (August 2005)
Tail Asymptotics for the Sum of two Heavy-tailed Dependent Risks
by Hansjörg Albrecher and Søren Asmussen
2005-08 (August 2005)
Ruin Probabilities and Aggregrate Claims Distributions for Shot Noise Cox Processes
by Hansjörg Albrecher and Søren Asmussen
2005-07 (August 2005)
Self-scaling tumor growth
by Jürgen Schmiegel
Published in Physica A 367, 509-524
2005-06 (June 2005)
On variance estimation in circular systematic sampling
by Kristjana Ýr Jónsdóttir, Eva B. Vedel Jensen and Asger Hobolth
Published in J. Microsc. 122, 212-216 (2006)
2005-05 (May 2005)
Loss Rates for Lévy Processes with Two Reflecting Barriers
by Søren Asmussen and Mats Pihlsgård
2005-04 (April 2005)
A stochastic differential equation framework for the turbulent velocity field
by Ole E. Barndorff-Nielsen and Jürgen Schmiegel
Published in Theory Prob. Its Appl. 52, 372-388.
2005-03 (February 2005)
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representation
by Ole E. Barndorff-Nielsen, Makoto Maejima and Ken-iti Sato
Published in Bernoulli 12, 1-33.
2005-02 (February 2005)
Variance-optimal hedging for processes with stationary independent increments
by Friedrich Hubalek, Jan Kallsen and Leszek Krawczyk
Published in Annals of Applied Probability, Volume 16, Number 2, 853-885, 2006.
2005-01 (January 2005)
Algorithms to estimate the rose of directions of a spatial fiber system
by Markus Kiderlen and Andreas Pfrang
Published in J. Microscopy 219, 50-60 (2005).
The definitive full-text version is available at www.blackwell-synergy.com

Comments on content:

T.N. Thiele Centre - static webpages

Revised 24.09.2018