Geodesic

Sommaire du Fascicule no. 1

Existence of renormalized solutions for parabolic equations without the sign condition and with three unbounded nonlinearities
p. 1-22
Long time estimate of solutions to 3d Navier–Stokes equations coupled with heat convection
p. 23-41
Study of a contact problem with normal compliance and nonlocal friction
p. 43-55
On discrete Fourier analysis of amplitude and phase modulated signals
p. 57-69
Estimation of parameters of a spherical invariant stable distribution
p. 71-85
On fully coupled continuous time random walks
p. 87-102
Quantile hedging for basket derivatives
p. 103-127

Sommaire du Fascicule no. 2

Stochastic comparisons of moment estimators of gamma distribution parameters
p. 129-135
Optimal estimation of high quantiles in a large nonparametric model
p. 137-142
The shortest confidence interval for the probability of success in a negative binomial model
p. 143-149
Probabilistic comparison of weighted majority rules
p. 151-167
Stability of scheduling with random processing times on one machine
p. 169-183
Deterministic optimal policies for Markov control processes with pathwise constraints
p. 185-209
Exponential utility optimization, indifference pricing and hedging for a payment process
p. 211-229
Long time existence of regular solutions to 3d Navier–Stokes equations coupled with heat convection
p. 231-242
On the Halley method in Banach spaces
p. 243-255

Sommaire du Fascicule no. 3

Asymptotic distribution of the estimated parameters of an ${\rm ARMA}(p, q)$ process in the presence of explosive roots
p. 257-272
Using randomization to improve performance of a variance estimator of strongly dependent errors
p. 273-282
Invariance of relative inverse function orderings under compositions of distributions
p. 283-292
A model of competition
p. 293-303
Evolution in a migrating population model
p. 305-313
Logarithmically improved regularity criteria for the micropolar fluid equations
p. 315-328
Self-similar solutions for the two-dimensional Nernst–Planck–Debye system
p. 329-338
$T$-$p(x)$-solutions for nonlinear elliptic equations with an $L^{1}$-dual datum
p. 339-364
Improved ball convergence of Newton's method under general conditions
p. 365-375

Sommaire du Fascicule no. 4

Arbitrage for simple strategies
p. 379-412
The martingale method of shortfall risk minimization in a discrete time market
p. 413-424
Target achieving portfolio under model misspecification: quadratic optimization framework
p. 425-443
Asymptotics of utility from terminal wealth for partially observed portfolios
p. 445-461
Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance
p. 463-488
Integral representations of risk functions for basket derivatives
p. 489-514