Geodesic

Sommaire du Fascicule no. 1

Gamma minimax nonparametric estimation
p. 1-10
Tests derived from characterizations in terms of moments of record values
p. 11-37
Estimates for perturbations of discounted Markov chains on general spaces
p. 39-53
$\alpha $-stable limits for multiple channel queues in heavy traffic
p. 55-68
Three additive solutions of cooperative games with a priori unions
p. 69-87
Recurrence relations for the coefficients of expansions in classical orthogonal polynomials of a discrete variable
p. 89-107
On the convergence and application of Stirling's method
p. 109-119

Sommaire du Fascicule no. 2

Dependent defaults and credit migrations
p. 121-145
Hedging in complete markets driven by normal martingales
p. 147-172
Asymptotics of riskless profit under selling of discrete time call options
p. 173-191
Quantile hedging on markets with proportional transaction costs
p. 193-208
Risk minimization in the model with transaction costs
p. 209-216
A geometric point of view on mean-variance models
p. 217-241
An equilibrium model for electricity auctions
p. 243-249

Sommaire du Fascicule no. 3

Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering
p. 251-255
Characterizations of exponential distributions by spacings of generalized order statistics
p. 257-265
Shift invariant operators and a saturation theorem
p. 267-286
Estimates for perturbations of general discounted Markov control chains
p. 287-304
On the complexity of determining tolerances for $\varepsilon $-optimal solutions to min-max combinatorial optimization problems
p. 305-313
Pricing of zero-coupon and coupon cat bonds
p. 315-324
Stochastic foundations of the universal dielectric response
p. 325-336
Regularity of solutions in plasticity. I: Continuum
p. 337-364
An application of the special Reissner–Nordström space-time to description of the universe in the neighbourhood of the Planck era
p. 365-369

Sommaire du Fascicule no. 4

Minimax mutual prediction of multinomial random variables
p. 371-377
Stochastic comparison of multivariate random sums
p. 379-387
Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility
p. 389-412
Arbitrage and pricing in a general model with flows
p. 413-440
Core and equilibria in models of large household economy
p. 431-440
Oscillation and global attractivity in a discrete survival red blood cells model
p. 441-449
Weakly sequentially continuous maps and existence principles for elliptic equations
p. 451-460
Local existence of solutions of the free boundary problem for the equations of a magnetohydrodynamic incompressible fluid
p. 461-488