Department of Mathematical Sciences

 

 
  1. 2005
  2. Published

    Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-23.

    Research output: Working paperResearch

  3. Published

    Representations of first hitting time density of an Ornstein-Uhlenbeck Process

    Alili, L., Patie, P. & Pedersen, Jesper Lund, 2005, In: Stochastic Models. 21, 4, p. 967-980

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Some transformations of Hausdorff moment sequences and harmonic numbers

    Berg, Christian & Duran, A. J., 2005, In: Canad. J. Math.. 57, p. 941-960

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Spectra of differentiable hyperbolic maps

    Baladi, V. & Tsujii, M., 2005, Aspects of Mathematics E38: Traces in number theory, geometry and quantum fields. Albeverio, S., Marcolli, M. & Paycha, S. (eds.). Vieweg Verlag, Vol. E38. p. 1-21

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsCommunication

  6. Published

    Spectral Geometry of Manifolds with Boundary and Decomposition of Manifolds

    Grubb, Gerd & Booss-Bavnbek, B., 2005, Spectral Geometry of Manifolds with Boundary and Decomposition of Manifolds. 366 ed. Providenc, Rhode Islands: American Mathematical Society, p. 328

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  7. Published

    Spin Representations, Powers of 2 nd the Glaisher Map

    Bessenrodt, C. & Olsson, Jørn Børling, 2005, In: Algebras and Representation Theory. 8, p. 1-10

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Spirals in Hilbert space: With an application in information theory

    Fuglede, Bent, 2005, In: Expositiones Mathematicae. 23, 1, p. 23-45

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Stabilization for the automorphisms of free groups with boundaries

    Hatcher, A. & Wahl, Nathalie, 2005, In: Geometry & Topology. 9, p. 1295-1336

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application

    Nalholm, M., 2005, Finance Research Unit / Copenhagen University, p. 1-42.

    Research output: Working paperResearch

  11. Published

    Statistical inference for discretely observed Markov jump processes

    Bladt, M. & Sørensen, Michael, 2005, In: Journal of The Royal Statistical Society Series B-statistical Methodology. 37, 3, p. 395-410

    Research output: Contribution to journalJournal articleResearchpeer-review