Contents of PMS vol. 40, Fasc. 1, 2020
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G. |
Serafin, On potential theory of hyperbolic Brownian motion with drift |
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22 |
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V. |
Cekanavicius, P. Vellaisamy, Lower bound estimates for discrete approximations to sums of weakly dependent random variables |
23 |
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35 |
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M. |
Majka, A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift |
37 |
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55 |
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I. |
Czarna, Y. Li, Z. Palmowski, C. Zhao, Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process |
57 |
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81 |
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Y. |
Miao, Q. Gao, J. Mu, C. Deng, Moderate deviation and large deviation for Wegman-Davies recursive density estimator |
83 |
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95 |
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A. |
Il'inskii, S. Ostrovska, On Lin's condition for products of random variables with singular joint distribution |
97 |
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104 |
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E. |
Synówka-Bejenka, S. Zontek, An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models |
105 |
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118 |
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R. |
Kapica, M. Ślęczka, Random iteration with place dependent probabilities |
119 |
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137 |
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S. |
Douissi, N. Agram, A. Hilbert, Mean-field optimal control problem of SDDES driven by fractional Brownian motion |
139 |
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158 |
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P. |
Kevei, Regularly log-periodic functions and some applications |
159 |
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182 |
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