Department of Mathematical Sciences

 

 
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  1. 2009
  2. Published

     Efficient estimation of transition rates between credit ratings from observations at discrete time points

    Sørensen, Michael & Bladt, M., 2009, In: Quantitative Finance. 9, p. 147 - 160 14 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

     Estimation for stochastic differential equations with a small diffusion coefficient

    Sørensen, Michael & Gloter, A., 2009, In: Stochastic Processes and Their Applications. 119, p. 679 - 699 21 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

     On the statistics of the minimal solution of a linear Diophantine equation and uniform distribution of the real part of orbits in hyperbolic spaces.

    Risager, Morten S. & Rudnick, Z., 2009, In: Contemporary Mathematics. 484, p. 187 194 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. 2008
  6. Published

    Local-Stochastic Volatility : The Dynamics of the Forward Smile

    McGhee, W. A., 8 Dec 2008.

    Research output: Contribution to conference › Poster › Research

  7. Published

    Lower bound on the dimension of a quantum system given measured data

    Wehner, S., Christandl, Matthias & Doherty, A. C., Dec 2008, In: Physical Review A (Atomic, Molecular and Optical Physics). 78, 6

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. Published

    Weakly dependent chains with infinite memory

    Doukhan, P. & Wintenberger, O., Nov 2008, In: Stochastic Processes and Their Applications. 118, 11, p. 1997-2013

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    Effect of vildagliptin on glucagon concentration during meals in patients with type 1 diabetes

    Foley, J. E., Ligueros-Saylan, M., He, Y., Holst, Jens Juul, Deacon, Carolyn F., Dunning, B. E., Leone-Jones, A., Yu, T. & Kelley, D. E., Oct 2008, In: Hormone and Metabolic Research. Supplement. 40, 10, p. 727-30 4 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    gamma c-signaling cytokines induce a regulatory T cell phenotype in malignant CD4(+) T lymphocytes

    Kasprzycka, M., Zhang, Q., Witkiewicz, A., Marzec, Michal Tomasz, Potoczek, M., Liu, X., Wang, H. Y., Milone, M., Basu, S., Mauger, J., Choi, J. K., Abrams, J. T., Hou, J. S., Rook, A. H., Vonderheid, E., Woetmann, A., Ødum, Niels & Wasik, M. A., 15 Aug 2008, In: Journal of Immunology. 181, 4, p. 2506-2512

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. Published

    Informativeness of genetic markers for forensic inference--An information theoretic approach

    Lauritzen, Steffen & Mazumder, A., 1 Aug 2008, In: Forensic Science International: Genetics Supplement Series. 1, 1, p. 652-653 2 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  12. Published

    Probabilistic modelling for DNA mixture analysis

    Cowell, R. G., Lauritzen, Steffen & Mortera, J., 1 Aug 2008, In: Forensic Science International: Genetics Supplement Series. 1, 1, p. 640-642 3 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

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