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VOLUMES
44.1 43.2 43.1 42.2 42.1 41.2 41.1
40.2 40.1 39.2 39.1 38.2 38.1 37.2
37.1 36.2 36.1 35.2 35.1 34.2 34.1
33.2 33.1 32.2 32.1 31.2 31.1 30.2
30.1 29.2 29.1 28.2 28.1 27.2 27.1
26.2 26.1 25.2 25.1 24.2 24.1 23.2
23.1 22.2 22.1 21.2 21.1 20.2 20.1
19.2 19.1 18.2 18.1 17.2 17.1 16.2
16.1 15 14.2 14.1 13.2 13.1 12.2
12.1 11.2 11.1 10.2 10.1 9.2 9.1
8 7.2 7.1 6.2 6.1 5.2 5.1
4.2 4.1 3.2 3.1 2.2 2.1 1.2
1.1
 
 
WROCŁAW UNIVERSITY
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Contents of PMS vol. 28, Fasc. 1, 2008
 
Cover
Cover page
M. Gradinaru and I. Nourdin, Stochastic volatility: approximation and goodness-of-fit test 1 - 19
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J. C. Breton, Convergence in variation of the joint laws of multiple stable stochastic integrals 21 - 40
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K. Jańczak, Discrete approximations of reflected backward stochastic differential equations with random terminal time 41 - 74
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A. Kasprzyk and W. Szczotka, Two types of Markov property 75 - 90
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T. Grzywny, Intrinsic ultracontractivity for Lévy processes 91 - 106
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M. Abundo, Some remarks on the maximum of a one-dimensional diffusion process 107 - 120
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A. Adler, Laws of large numbers for two tailed Pareto random variables 121 - 128
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K. Furmańczyk, Bounds for $E\|S_n\|^Q$ for subordinated linear processes with application to M-estimation 129 - 141
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T. P. Hytönen and M. C. Veraar, On Besov regularity of Brownian motions in infinite dimensions 143 - 162
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M. Kwaśnicki, Spectral gap estimate for stable processes on arbitrary bounded open sets 163 - 167
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