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MaPhySto
Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

Complete list of publications from the Centre

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Where known, the journal reference is given in square brackets.

Research Reports (ISSN 1398-2699 (printed version), ISSN 1398-599X (on-line version))
For fast communication of new results obtained by researchers affiliated to, or visiting the Centre.
1998-1 (April 1998)
Stationary and selfsimilar processes driven by Lévy processes by Ole E. Barndorff-Nielsen, Victor Pérez-Abreu
[Stochastic Process. Appl. 84 (1999), no. 2, 357--369]
1998-2 (April 1998)
Controlling the Velocity of Brownian Motion by its Terminal Value by Goran Peskir
[Anal. Geom. Inequal. Appl. (invited paper), Math. Appl. 478, 1999, (323-333)]
1998-3 (May 1998)
Extensions of Fill's algorithm for perfect simulation by Jesper Møller, Katja Schladitz
[J. R. Stat. Soc. Ser. B Stat. Methodol. 61 (1999), no. 4, 955--969]
1998-4 (May 1998)
Random Matrices with Complex Gaussian Entries by Uffe Haagerup, Steen Thorbjørnsen
[Expo. Math. 21 (2003), 293-337]
1998-5 (May 1998)
Non-perturbative Lorentzian Quantum Gravity, Causality and Topology Change by Jan Ambjørn, R. Loll
[Nucl.Phys. B536 (1998) 407-434]
1998-6 (May 1998)
Maximal Inequalities for the Ornstein-Uhlenbeck Process by Goran Peskir
[Proc. Amer. Math. Soc. 128, 2000, (3035-3041)]
1998-7 (May 1998)
Perfect simulation of conditionally specified models by Jesper Møller
[J. R. Stat. Soc. Ser. B Stat. Methodol. 61 (1999), no. 1, 251--264]
1998-8 (June 1998)
NBI Matrix Model of IIB Superstrings by Jan Ambjørn, L. Chekhov
[J. High Energy Phys. 1998, no. 12, Paper 7, 13 pp. (electronic)]
1998-9 (June 1998)
Inhomogeneous Markov point processes by transformation by Eva B. Vedel Jensen, Linda Stougaard Nielsen
[Bernoulli 6, 761-782 (2000)]
1998-10 (August 1998)
Quantum Geometry and Diffusion by Jan Ambjørn, L. Jensen , K. N. Anagnostopoulos , T. Ichihara , Y. Watabiki
[J. High Energy Phys. 9811 (1998) 022.]
1998-11 (July 1998)
The Malliavin Derivative of Generalized Random Variables by Fred Espen Benth
[Has appeared in revised form as The Gross Derivative and Generalized Random Variables. Infinite Dimensional Analysis, Quantum Probability and Related Topics Vol. 2 (3), 381-396 (1999)]
1998-12 (August 1998)
Euclidean and Lorentzian Quantum Gravity (Lessons from Two Dimensions) by Jan Ambjørn, J. Rolf , J.L. Nielsen , R. Loll
[Chaos Solitons Fractals 10 (1999) 177-195]
1998-13 (August 1998)
An Example of Non-Attainability of Expected Quantum Information by Ole E. Barndorff-Nielsen, R. D. Gill
[J. Phys. A: Math. Gen. 33 (2000) 4481-4490]
1998-14 (August 1998)
Random Matrices and K-theory for Exact C*-algebras by Uffe Haagerup, S. Thorbjørnsen
[DOCUMENTA MATHEMATICA, Vol. 4 (1999), 341-450]
1998-15 (August 1998)
Space-time multi type log Gaussian Cox processes with a view to modeling weed data by Anders Brix , Jesper Møller
[Scandinavian Journal of Statistics 28, 471-488 (2001)]
1998-16 (August 1998)
Nonparametric Bayes inference for concave distribution functions by Steffen L. Lauritzen
[ Statist. Neerlandica 56, 110--127 (2002)]
1998-17 (September 1998)
On weighted $L^2(Omega)$-Spaces, their Duals and Ito Integration by Fred Espen Benth
[Stochastic Analysis and Applications, Vol 19 (3), 779-799 (2001)]
1998-18 (September 1998)
Incorporation of a Leverage Effect in a Stochastic Volatility Model by Ole E. Barndorff-Nielsen, Neil Shephard
[Indluded in The Journal of the Royal Statistical Society B 63, 167-241 (2001)]
1998-19 (September 1998)
Exact Distributional Results for Random Resistance Trees by Ole E. Barndorff-Nielsen, Tina Hviid Rydberg
[Scand. J. Statist. 27 (2000), no. 1, 129--141]
1998-20 (September 1998)
On arbitrage and replication for fractal models by Albert N. Shiryaev
1998-21 (September 1998)
On the scattering operator for the Schrödinger equation with a time-dependent potential by Arne Jensen
[Operator Theory, Advances and Applications. 108: QMath7 conference, Prague, June 22-26, 1998. J. Dittrich, P. Exner, M. Tater (eds.) Birkhäuser Verlag 1999, 91--97.]
1998-22 (September 1998)
An extension of P. Lévy's distributional properties (to the case of a Brownian motion with drift) by Albert N. Shiryaev
[Bernoulli 6 (2000), no. 4, 615--620. ]
1998-23 (September 1998)
Simplified Estimating Functions for Diffusion Models with a High-dimensional Parameter by Bo Martin Bibby , Michael Sørensen
[Scand. J. Stat. 28, 99-112 (2001)]
1998-24 (October 1998)
On the asymptotic exactness of Thomas-Fermi theory in the thermodynamic limit by Pedro Balodis Matesanz , Jan Philip Solovej
[Ann. Henri Poincaré 1 (2000), no. 2, 281-306]
1998-25 (October 1998)
Thermodynamics of D0-branes in matrix theory by Jan Ambjørn, G. W. Semenoff , Y. M. Makeenko
[Phys. Lett. B 445 (1999), no. 3-4, 307--315]
1998-26 (October 1998)
Four-dimensional gonihedric gauge spin system by Jan Ambjørn, G. K. Savvidy , G. Koutsoumbas
[Europhys. Lett. 46 (1999), no. 3, 319--325]
1998-27 (November 1998)
Discretely observed diffusions: classes of estimating functions and small $Delta$-optimality by Martin Jacobsen
[Scand. J. Statist. 28, 123-149 (2001)]
1998-28 (November 1998)
On a connection between singular stochastic control and optimal stopping by Fred Espen Benth , Kristin Reikvam
[Applied Math and Optimization. To appear]
1998-29 (November 1998)
Solution of the Bayesian Sequential Testing Problem for a Poisson Process by Albert N. Shiryaev , Goran Peskir
[Expanded version appears under the title "Sequential testing problems for Poisson processes" in Ann. Statist. 28, 837-859 (2000)]
1998-30 (November 1998)
White noise generalizations of the Clark-Ocone theorem with application to mathematical finance by Knut Aase , Bernt Øksendal , Jan Ubøe
[Finance Stoch. 4 (2000), no. 4, 465--496]
1998-31 (December 1998)
Non- and semi-parametric estimation of interaction in inhomogeneous point patterns by Adrian Baddeley , Jesper Møller, Rasmus Waagepetersen
[Stoch. Stoch. Rep. 76, 59-75 (2004)]
1998-32 (December 1998)
Spectral and scattering theory of spatially cut-off $P(varphi)_{2}$ Hamiltonians by C. Gérard , J. Derezinski
[Commun. Math. Phys. 213, 39-125 (2000)]
1998-33 (December 1998)
Connected Correlators in Quantum Gravity by Jan Ambjørn, P. Bialas , J. Jurkiewicz
[JHEP 9902 (1999) 005]
1998-34 (December 1998)
Higher Skein Modules by Jørgen Ellegaard Andersen, Vladimir Turaev
[J. Knot Theory Ramifications 8 (1999), no. 8, 963--984]



1999-1 (January 1999)
Phillips-Sarnak's conjecture for $\Gamma_{0}(8)$ with primitive character by Erik Balslev, Alexei Venkov
[Revised version]
1999-2 (January 1999)
Superposition of Ornstein-Uhlenbeck Type Processes by Ole E. Barndorff-Nielsen
[Theory Prob. Its Appl. 45 (2001)]
1999-3 (January 1999)
Spectral theory of Pauli-Fierz Hamiltonians I. by Jan Derezinski , Vojkan Jaksic
[J. Funct. Anal. 180 (2001), no. 2, 243--327.]
1999-4 (January 1999)
Stability of Character Resonances by Erik Balslev, Alexei Venkov
1999-5 (January 1999)
On the ruin problem for some adapted premium rules by Søren Asmussen
1999-6 (January 1999)
Parameter identification for stochastic Burgers flows via parabolic rescaling by Wojbor A. Woyczynski , Nikolai N. Leonenko
[Probability and Mathematical Statistics (2001) 21, 1, 1-55.]
1999-7 (February 1999)
Asymptotic normality of the maximum likelihood estimator in state space models by Jens Ledet Jensen, Niels Væver Petersen
[Ann. Statist. 27 (1999), no. 2, 514--535]
1999-8 (February 1999)
When are local stereological volume estimators exact? by Eva B. Vedel Jensen, Liselotte Petersen
1999-9 (February 1999)
Modelling stochastic changes in curve shape (with an application to cancer diagnostics) by Asger Hobolth , Eva B. Vedel Jensen
[Adv. Appl. Prob. (SGSA) 32, 344-362 (2000)]
1999-10 (February 1999)
A note on the multi-dimensional monotone follower problem and its connection to optimal stopping by Fred Espen Benth , Kristin Reikvam
1999-11 (March 1999)
Perfect Metropolis-Hastings simulation of locally stable point processes by Jesper Møller, Wilfrid S. Kendall
[Has appeared in revised form as Perfect simulation using dominating processes as ordered spaces, with application to locally stable point processes. Adv. Appl. Prob., 32, 844-865 (2000)]
1999-12 (March 1999)
Packing Densities and Simulated Tempering for Hard Core Gibbs Point Processes by D. Stoyan , G. Döge , S. Mase , Jesper Møller, R. P. Waagepetersen
[Annals of the Institute of Statistical Mathematics 53 (2001), 661-680]
1999-13 (April 1999)
Smoothed Langevin Proposals in Metropolis-Hastings Algorithms by Arnoldo Frigessi , Fred Espen Benth , Øivind Skare
[Statist. Probab. Lett. 49 (2000), no. 4, 345--354]
1999-14 (April 1999)
Prediction-Based Estimating Functions by Michael Sørensen
[Econometrics Journal 3, 123-147 (2000)]
1999-15 (April 1999)
Higher Skein Modules, II by Jørgen Ellegaard Andersen, Vladimir Turaev
[Topology, Ergodic Theory, Real Algebraic Geometry. Rokhlin's Memorial. Amer. Math. Soc. Transl. ser. 2, vol. 202 (2001)]
1999-16 (April 1999)
A note on gamma random variables and Dirichlet series by Zbigniew J. Jurek
[Statist. Probab. Lett. 49 (2000), no. 4, 387--392.]
1999-17 (May 1999)
Multiplicative censoring: density estimation by a series expansion approach by Kim E. Andersen
[J. Statist. Pl. Inf. 98, 137-155]
1999-18 (May 1999)
Phillips-Sarnak's Conjecture for Hecke Groups with Primitive Character by Erik Balslev, Alexei Venkov
1999-19 (June 1999)
Risk neutral densities of the `Christmas tree' type by Jan Pedersen , Jens Ledet Jensen, Niels Væver Hartvig
[Finance and Stochastic 5, 115-128 (2001)]
1999-20 (June 1999)
Market Forces and Dynamic Asset Pricing by Goran Peskir, J. Shorish
[Stochastic Anal. Appl. 20, 1027-1082 (2002)]
1999-21 (June 1999)
Optimal portfolio selection with consumption and nonlinear integro-differential equations (A viscosity solution approach) by Fred Espen Benth , Kenneth Hvistendahl Karlsen , Kristin Reikvam
[Finance and Stochastics. Vol. 5 (3), 275-303 (2001)]
1999-22 (June 1999)
Martingale Representation, Chaos Expansion and Clark-Ocone Formulas by Arne Løkka
1999-23 (July 1999)
Stopping Brownian Motion without Anticipation as Close as Possible to its Ultimate Maximum by Albert N. Shiryaev , Goran Peskir
[Theory Probab. Appl. 45, 125-136 (2000)]
1999-24 (August 1999)
Quantum scattering for homogeneous of degree zero potentials (Absence of channels at local maxima and saddle points) by Ira Herbst , Erik Skibsted
[Contemporary Mathematics 307, 163-169 (2002)]
1999-25 (August 1999)
Perfect simulation for sample-based inference by Geoff K. Nicholls , Jesper Møller
[Conditionally accepted for Statistics and Computing]
1999-26 (August 1999)
Mixed Moments of Voiculescu's Gaussian Random Matrices by Steen Thorbjørnsen
[J. Funct. Anal. 176 (2000), no. 2, 213--246. ]
1999-27 (August 1999)
Brown's Spectral Distribution Measure for R-diagonal Elements in Finite von Neumann Algebras by Uffe Haagerup, Flemming Larsen
[Journ. Functional Analysis 176, 331-367 (2000)]
1999-28 (September 1999)
Heavy Traffic Limits for Some Queueing Networks by Maury Bramson , J. G. Dai
[Ann. Appl. Probab. 11 (2001), no. 1, 49--90. ]
1999-29 (September 1999)
A new perspective on matter coupling in 2d quantum gravity by Jan Ambjørn, K. N. Anagnostopoulos , R. Loll
[Phys.Rev. D60 (1999) 104035]
1999-30 (September 1999)
Screening and D-brane Dynamics in Finite Temperature Superstring Theory by Jan Ambjørn, G.W. Semenoff , Yu. Makeenko , R.J. Szabo
[Phys.Rev. D60 (1999) 106009]
1999-31 (September 1999)
Abelian gauge fields coupled to simplicial quantum gravity by Jan Ambjørn, J. Jurkiewicz , K. N. Anagnostopoulos
[J. High Energy Phys. 9908 (1999) 016]
1999-32 (September 1999)
Equivalence of Sobolev Spaces by Gorm Salomonsen
[Result Math. 39, 115-130 (2001)]
1999-33 (September 1999)
The covariance of Donsker's Delta Functions by Fred Espen Benth , Siu-Ah Ng
[J. London Math Soc. 66, 1-13 (2002)]
1999-34 (October 1999)
Atiyah-Patodi-Singer Type Index Theorems for Manifolds with Corners and Splitting of j-Invariants I by Gorm Salomonsen
[Geom. Funct. Anal. 11, 1031--1095 (2001)]
1999-35 (October 1999)
Atiyah-Patodi-Singer Type Index Theorems for Manifolds with Corners and Splitting of j-Invariants II by Gorm Salomonsen
[Geom. Funct. Anal. 11, 1031--1095 (2001)]
1999-36 (October 1999)
Branched Polymers Re-Revisited by Jan Ambjørn, Bergfinnur Durhuus, T. Jonsson
1999-37 (October 1999)
Fermionisation of the Spin-S Uimin-Lai-Sutherland Model: (Generalisation of the Supersymmetric t-J Model to Spin-S) by A. Sedrakyan , Jan Ambjørn, D. Karakhanyan , M. Mirumyan
[Nuclear Phys. B 599 (2001), no. 3, 547--560. ]
1999-38 (October 1999)
Laser Cooling and Stochastics by Ole E. Barndorff-Nielsen, Fred Espen Benth
[In M.C.M. de Gunst, C.A.J. Klaassen and A.W. van der Vaart (Eds.): State of the Art in Probability and Mathematical Statistics; Festschrift for Willem R. van Zwet. Lecture Notes - Monograph Series. Inst. Mathematical Statistics. (2000), 50-71.]
1999-39 (October 1999)
Asymptotic Freeness Almost Everywhere for Random Matrices by Fumio Hiai and Denes Petz
[Acta Sci. Math. (Szeged) 66 (2000), no. 3-4, 809--834. ]
1999-40 (October 1999)
Random Matrices and Non-Exact C*-algebras by Uffe Haagerup, Steen Thorbjørnsen
[Proceedings of the SFB-Workshop on C*-Algebras, University of Munster, Germany. March 1999, Springer Verlag (2000), 71-91]
1999-41 (November 1999)
Spectral Theory of Laplacians for Hecke Groups with Primitive Character by Erik Balslev, Alexei Venkov
[Acta Math. 186, 155-217 (2001)]
1999-42 (November 1999)
Markov jump processes with a singularity by Ole E. Barndorff-Nielsen, Fred Espen Benth , Jens Ledet Jensen
[Ann. Appl. Prob. 32 (2000), 779-799.]
1999-43 (November 1999)
Perfect Slice Samplers by G.O. Roberts , A. Mira , Jesper Møller
[Journal of Royal Statistical Society Ser. B 63, 593 - 606 (2001)]
1999-44 (November 1999)
Finite N Matrix Models of Noncommutative Gauge Theory by Jan Ambjørn, J. Nishimura , Y.M. Makeenko , R.J. Szabo
[J. High Energy Phys. 9911 (1999) 029]
1999-45 (November 1999)
The quantum stochastic evolution of an open system under continuous in time nondemolition measurement by Elena R. Loubenets
1999-46 (December 1999)
Atoms in strong magnetic fields: The high field limit at fixed nuclear charge by Bernhard Baumgartner , Jakob Yngvason , Jan Philip Solovej
[Commun. Math. Phys. 212, 713-724 (2000)]
1999-47 (December 1999)
Bounding the Maximal Height of a Diffusion by the Time Elapsed by Goran Peskir
[J. Theoret. Probab. 14, 845-855 (2001) ]



2000-1 (January 2000)
On the relation between Euclidean and Lorentzian 2D quantum gravity by Jan Ambjørn, C. Kristjansen , J. Correia , R. Loll
[Phys. Lett. B 475 (2000), no. 1-2, 24--32]
2000-2 (January 2000)
Lorentzian and Euclidean Quantum Gravity - Analytical and Numerical Results by Jan Ambjørn, J. Jurkiewicz , R. Loll
[NATO Sci. Ser. C Math. Phys. Sci., 556, Kluwer Acad. Publ., Dordrecht, 2000]
2000-3 (January 2000)
The kernel of Dirac operators on $\S^3$ and $\R^3$ by Laszlo Erdos , Jan Philip Solovej
[Rev. Math. Phys 13, 1247-1280 (2001)]
2000-4 (February 2000)
Small dispersion asymptotics for diffusion martingale estimating functions by Michael Sørensen
2000-5 (February 2000)
A note on portfolio management under non-Gaussian logreturns by Fred Espen Benth , Kenneth Hvistendahl Karlsen and Kristin Reikvam
[Int. J. Theor. Appl. Finance 4, 711--731 (2001)]
2000-6 (February 2000)
Perturbation of eigenvalues embedded at a threshold by Arne Jensen, Michael Melgaard
[Proc. Roy. Soc. Edinburgh Sect. A 132, 163-179 (2002)]
2000-7 (February 2000)
Some regularity results for the stochastic pressure equation of Wick-type by Fred Espen Benth , Thomas Gorm Theting
[Stochastic Anal. Appl. 20, 1191--1223 (2002)]
2000-8 (February 2000)
Nonparametric estimation of the chord length distribution by Erik W. van Zwet
[Adv. in Appl. Probab. 33, 541--558 (2001)]
2000-9 (March 2000)
A non-perturbative Lorentzian path integral for gravity by Jan Ambjørn, J. Jurkiewicz , R. Loll
[Phys. Rev. Lett. 85 (2000), no. 5, 924--927. ]
2000-10 (March 2000)
Nonperturbative Dynamics of Noncommutative Gauge Theory by Jan Ambjørn, J. Nishimura , Y.M. Makeenko , R.J. Szabo
[Phys. Lett. B 480 (2000) 399-408]
2000-11 (March 2000)
Grand Canonical Simulations of Hard-Disk Systems by Simulated Tempering by Gunter Döge , Dietrich Stoyan , Klaus Mecke , Jesper Møller, Rasmus P. Waagepetersen
2000-12 (March 2000)
Invariant Subspaces of Voiculescu's Circular Operator by Ken Dykema , Uffe Haagerup
[GAFA, Geom. Funct. Anal. 11 (2001), 693-741]
2000-13 (March 2000)
On the semiclassical asymptotics of the current and magnetisation of a non-interacting electron gas at zero temperature in a strong constant magnetic field by Søren Fournais
[Ann. Henri Poincaré 2, 1189--1212 (2001)]
2000-14 (March 2000)
The magnetisation of large atoms in strong magnetic fields by Søren Fournais
[Comm. Math. Phys. 216 (2001), no. 2, 375--393. ]
2000-15 (April 2000)
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs by Fred Espen Benth , Kenneth Hvistendahl Karlsen , Kristin Reikvam
[Stoch. Stoch. Rep. 74, 517--569 (2002)]
2000-16 (May 2000)
Modelling by Lévy Processes for Financial Econometrics by Ole E. Barndorff-Nielsen, Neil Shephard
[In O.E. Barndorff-Nielsen, T. Mikosch and S. Resnick (Eds.): Lévy Processes - Theory and Applications. Boston: Birkhauser. Pp. 283-318.]
2000-17 (May 2000)
Bayesian contour detection in a time series of ultra-sound images through dynamic deformable template models by Frede Aa. Tøgersen , Jesper Møller
[Biostatistics 3, 213 - 228 (2002)]
2000-18 (May 2000)
Probability densities and Lévy densities by Ole E. Barndorff-Nielsen
2000-19 (May 2000)
Light, Atoms, and Singularities by Ole E. Barndorff-Nielsen, Fred Espen Benth , Jens Ledet Jensen
[Progr. Probab. 52, 1--18, Birkhäuser, Basel, 2002]
2000-20 (May 2000)
Large N Dynamics of Dimensionally Reduced 4D SU(N) Super Yang-Mills Theory by Jan Ambjørn, K.N. Anagnostopoulos , J. Nishimura , T. Hotta , W. Bietenholz
[J. High Energy Phys. (2000) 013]
2000-21 (May 2000)
Optimality and small $\Delta -$optimality of martingale estimating functions by Martin Jacobsen
[Bernoulli 8, 643-668 (2002)]
2000-22 (May 2000)
Lattice Gauge Fields and Discrete Noncommutative Yang-Mills Theory by Jan Ambjørn, J. Nishimura , Y.M. Makeenko , R.J. Szabo
[J. High Energy Phys. 0005 (2000) 023.]
2000-23 (May 2000)
Monte Carlo Studies of the IIB Matrix Model at Large N by Jan Ambjørn, K.N. Anagnostopoulos , J. Nishimura , T. Hotta , W. Bietenholz
[J. High Energy Phys. 0007 (2000) 011]
2000-24 (May 2000)
Analysis of spatial data using generalized linear mixed models and Langevin-type Markov chain Monte Carlo by Ole F. Christensen , Jesper Møller, Rasmus Waagepetersen
2000-25 (June 2000)
On the Diffusion Coefficient: The Einstein Relation and Beyond by Goran Peskir
[Stoch. Models 19, 383-405 (2003)]
2000-26 (July 2000)
Approximations of small jumps of Lévy processes with a view towards simulation by Søren Asmussen, Jan Rosinski
[J. Appl. Prob. 38 (2001), 482-493]
2000-27 (July 2000)
Multivariate Type $\mathcal{G}$ Distributions by Ole E. Barndorff-Nielsen, Victor Pérez-Abreu
[Revised version has appeared in Theory Prob. Its Appl. 47 (2002), 202-218]
2000-28 (July 2000)
Multivariate Subordination, Selfdecomposability and Stability by Ole E. Barndorff-Nielsen, Ken-iti Sato , Jan Pedersen
[Adv. Appl. Prob. 33, (2001), 160-187.]
2000-29 (July 2000)
A discrete Clark-Ocone formula by Martin Leitz-Martini
2000-30 (July 2000)
Unitary Irreducible Representations of a Lie Algebra for Open Matrix Chains by C.-W. H. Lee , H. P. Jakobsen
[In " Theoretical high energy physics; MRST 2000". AIP Conference Proceedings 541, 130-139 (2000) New York ]
2000-31 (August 2000)
Ground state energy of the one-component charged Bose gas by Elliott H. Lieb , Jan Philip Solovej
[Commun. Math. Phys. 217. Issue 1 (2001) pp. 127-163.]
2000-32 (August 2000)
A unified approach to resolvent expansions at thresholds by Arne Jensen, Gheorghe Nenciu
[Rev. Math. Phys. 13 (2001), 717-754.]
2000-33 (August 2000)
Integrated density of states for random Schrödinger operators on manifolds by Ivan Veselic , Norbert Peyerimhoff
[Geom. Dedicata 91, 117--135 (2002)]
2000-34 (September 2000)
The Maximum Likelihood Estimation of Uniform Distribution Support by Tomasz Schreiber
2000-35 (September 2000)
A Bayesian Approach to Crack Detection in Electrically Conducting Media by Kim E. Andersen , Stephen P. Brooks
[Inverse Problems 17, 121-136.]
2000-36 (September 2000)
A review on perfect simulation in stochastic geometry by Jesper Møller
[Selected Proceedings of the Symposium on Inference for Stochastic Processes, Eds. I.V. Basawa, C.C. Heyde and R.L. Taylor, IMS Lecture Notes - Monograph Series 37 (2001), 333-355.]
2000-37 (September 2000)
Inhomogeneous spatial point processes by Eva B. Vedel Jensen, Linda Stougaard Nielsen
[In Selected Proceedings of the Symposium on Inference for Stochastic Processes (eds. I.V. Basawa, C.C. Heyde and R.L. Taylor), 297-318. IMS Lecture Notes, Vol. 37 (2001)]
2000-38 (September 2000)
On Criteria for the Uniform Integrability of Brownian Stochastic Exponentials by A.N. Shiryaev , A.S. Cherny
[Optimal Control and Partial Differential Equations. IOS Press, 2001. In honour of Alain Bensoussan's 60th birthday, pp. 80-92.]
2000-39 (September 2000)
Quantum Stochastic Approach to the Description of Quantum Measurements by Elena R. Loubenets
[J. Physics A (2001) V. 34, N. 37, 7639-7675]
2000-40 (October 2000)
Subordination and Selfdecomposability by Ken-Iti Sato
[ Statist. Probab. Lett. 54, 317--324 (2001)]
2000-41 (October 2000)
The Class Type $G$ Distributions on $mathbb{R}^{d}$ and Related Subclasses of Infinitely Divisible Distributions by Jan Rosinski , Makoto Maejima
[Demonstratio Math. 34, 251--266 (2001)]
2000-43 (November 2000)
Unitary Irreducible Representations of a Lie Algebra for Matrix Chain Models by C.-W. H. Lee , H.P. Jacobsen
[J. Math. Phys. 42, 3817--3838 (2001)]
2000-44 (November 2000)
On the existence of optimal controls for a singular stochastic control problem in finance by Fred E. Benth , Kenneth H. Karlsen , Kristin Reikvam
[Mathematical finance (Konstanz, 2000), 79--88, Trends Math., Birkhäuser, Basel, 2001]
2000-45 (December 2000)
Feller Processes of Normal Inverse Gaussian Type by Ole E. Barndorff-Nielsen, S.Z. Levendorskii
[Quantitative Finance 1 (2001), 318-331.]
2000-46 (December 2000)
Barrier Options and Touch-and-out Options under Regular Lévy Processes of Exponential Type by Svetlana Boyarchenko , Sergei Levendorskii
[Ann. Appl. Probab. 12, 1261--1298 (2002)]
2000-47 (December 2000)
Classification of Markov Chains on $mathbb{R}^{k}$ by Niels Richard Hansen
[Statistics & Probability Letters 60, 289-295 (2002)]
2000-48 (December 2000)
Solving the Poisson Disorder Problem by Albert N. Shiryaev , Goran Peskir
[Adv.in Finance and Stochastics: Essays in Honour of Dieter Sondermann (invited paper), Springer-Verlag, 2002, (295-312)]



2001-1 (January 2001)
Selfdecomposability and Lévy Processes in Free Probability by Ole E. Barndorff-Nielsen, S. Thorbjørnsen
[Bernoulli 8, 323--366 (2002)]
2001-2 (January 2001)
Discrete approximations to integrals over unparametrized paths by Bergfinnur Durhuus, Thordur Jonsson
[Journal of Mathematical physics 42, 3769-3788, 2001]
2001-3 (January 2001)
Noncommutative Scalar Solitons: Existence and Nonexistence by Bergfinnur Durhuus, Thordur Jonsson , Ryszard Nest
[Phys. lett. 500 (2001) 320.]
2001-4 (February 2001)
The Ionization Conjecture in Hartree-Fock Theory by Jan Philip Solovej
[Annals of Mathematics, 158 509-576, (2003)]
2001-5 (February 2001)
A comparison of spatial point process models in epidemiological applications by Jesper Møller
[Eds. P.J. Green, N.L. Hjort and S. Richardson, Oxford University Press, 264 - 268 (2003)]
2001-6 (February 2001)
Bayesian image analysis with coloured Voronoi tessellations and a view to applications in reservoir modelling by Jesper Møller, Øivind Skare
[Statistical Modelling 1, 213 - 232 (2001)]
2001-7 (February 2001)
Valuation of Asian Basket Options with Quasi-Monte Carlo Techniques and Singular Value Decomposition by Fred Espen Benth , Lars Oswald Dahl
[Submitted.]
2001-8 (March 2001)
A continuous parametric shape model by Asger Hobolth , Jan Pedersen , Eva B. Vedel Jensen
[Ann. Inst. Statist. Math. 55 (2003)]
2001-9 (March 2001)
A Stochastic Geometry Model for Functional Magnetic Resonance Images by Niels Væver Hartvig
[To appear in Scandinavian Journal of Statistics.]
2001-10 (March 2001)
Merton's Portfolio Optimization Problem in a Black & Scholes Market with non-Gaussian Stochastic Volatility of Ornstein-Uhlenbeck Type by Fred E. Benth , Kenneth H. Karlsen , and Kristin Reikvam
[Math. Finance 13, 215-244 (2003)]
2001-11 (March 2001)
Small $Delta$-optimal martingale estimating functions for discretely observed diffusions: a simulation study by Martin Jacobsen
2001-12 (March 2001)
Asymptotic absolute continuity for perturbed time-dependent quadratic Hamiltonians by Erik Skibsted
[Proc. Indian Acad. Sci. 112, 209-228 (2002)]
2001-13 (April 2001)
A deformable template model, with special reference to elliptical templates by Asger Hobolth , Jan Pedersen , Eva B. Vedel Jensen
[Journal of Mathematical Imaging and Vision, 17, 131-137 (2002)]
2001-14 (June 2001)
Integrated OU processes and non-Gaussian OU-based stochastic volatility models by Ole E. Barndorff-Nielsen, Neil Shephard
[Scand. J. Statist. 30 (2003), 277-295]
2001-15 (June 2001)
Normal modified stable processes by Ole E. Barndorff-Nielsen, Neil Shephard
[Theory Prob. Math. Statist. 65 (2001), 1-19]
2001-16 (July 2001)
Return to equilibrium for Pauli-Fierz systems by Jan Derezinski , Vojkan Jaksic
[To appear in Annales Henri Poincaré]
2001-17 (July 2001)
Long-range scattering of three-body quantum systems, I by Erik Skibsted
[Inventiones Mathematicae, 151 (2003), 65-99]
2001-18 (July 2001)
Long-range scattering of three-body quantum systems, II by Erik Skibsted
[Ann. Henri Poincaré, 4 (2003), 275-299]
2001-19 (July 2001)
On Quantum Statistical Inference by Ole E. Barndorff-Nielsen, Richard D. Gill , Peter E. Jupp
[J.R. Statist. Soc. B 65 (2003), 1-31]
2001-20 (July 2001)
Higher order variation and stochastic volatility models by Ole E. Barndorff-Nielsen, Neil Shephard
[Extended version has appeared in J.R. Statist. Soc. B 64 (2002), 253-280]
2001-21 (July 2001)
Hyperbolic Processes in Finance by Bo Martin Bibby , Michael Sørensen
[S. Rachev (ed.): Handbook of Heavy Tailed Distributions in Finance, Elsevier Science, pp. 211 - 248.]
2001-22 (July 2001)
Bayesian inversion of geoelectrical resistivity data by Kim E. Andersen , Stephen P. Brooks
[Submitted.]
2001-23 (August 2001)
General Framework for the Behaviour of Continuously Observed Open Quantum Systems by Ole E. Barndorff-Nielsen, Elena R. Loubenets
[J. Physics A: Math. Gen. 35, 565-588 (2002)]
2001-24 (August 2001)
A String Bit Hamiltonian Approach to Two-Dimensional Quantum Gravity by Bergfinnur Durhuus, C.-W.H. Lee
[Nuclear Physics B (2002)]
2001-25 (August 2001)
Statistical inference for transformation inhomogeneous point processes by Eva B. Vedel Jensen, Linda Stougaard Nielsen
[Scand. J. Statist. 31 (2004)]
2001-26 (August 2001)
Examples of multivariate diffusions: time-reversibility; a Cox-Ingersoll-Ross type process by Martin Jacobsen
2001-27 (August 2001)
Limit at Zero of the Brownian First-Passage Density by Goran Peskir
[Probab. Theory Related Fields. 124, 100-111 (2002)]
2001-28 (August 2001)
When is a moving average a semimartingale? by Alexander Cherny
2001-29 (September 2001)
On a Semilinear Black and Scholes Partial Differential Equation for Valuing American Options. (Part I: Viscosity Solutions and Well-Posedness) by Fred E. Benth , Kenneth H. Karlsen , and Kristin Reikvam
[Finance & Stochastics 7, 277-298 (2003)]
2001-30 (September 2001)
On a Semilinear Black and Scholes Partial Differential Equation for Valuing American Options. (Part II: Approximate Solutions and Convergence) by Fred E. Benth , Kenneth H. Karlsen , and Kristin Reikvam
[Submitted]
2001-31 (October 2001)
A note on design-based versus model-based variance estimation in stereology by Asger Hobolth , Eva B. Vedel Jensen
[Adv. in Appl. Probab. 34, 484--490 (2002)]
2001-32 (October 2001)
The Existence and Stability of Noncommutative Scalar Solitons by Bergfinnur Durhuus, Thordur Jonsson , Ryszard Nest
[Communications in Mathematical Physics 233, 49-78 (2003)]
2001-33 (October 2001)
No-arbitrage and Completeness for the Linear and Exponential Models based on Lévy Processes by A. S. Cherny
2001-34 (October 2001)
Spatial Jump Processes and Perfect Simulation by Kasper K. Berthelsen , Jesper Møller
[In Morphology of Condensed Matter, Eds. K. Mecke and D. Stoyan, Lecture Notes in Physics, Vol. 600, Springer-Verlag, 391 - 417 (2002)]
2001-35 (October 2001)
Simulation-based Inference for Spatial Point Processes by Jesper Møller, Rasmus P. Waagepetersen
[ In Spatial Statistics and Computational Methods, Ed. J. Møller, Lecture Notes in Statistics, 173, Springer-Verlag, 143 - 198 (2003)]
2001-36 (October 2001)
On Integral Equations Arising in the First-Passage Problem for Brownian Motion by Goran Peskir
[J. Integral Equations Appl. 14, No. 4 (2002)]
2001-37 (October 2001)
The recovery problem for time-changed Lévy processes by Matthias Winkel
2001-38 (November 2001)
Statistical inference for Cox processes by Jesper Møller, Rasmus P. Waagepetersen
[Spatial Cluster Modelling, Eds. Andrew B. Lawson and David Denison, Chapman and Hall/CRC, 37 - 60 (2002)]
2001-39 (November 2001)
Lévy Laws and Processes in Free Probability by Ole E. Barndorff-Nielsen, Steen Thorbjørnsen
[Proc. Natl. Acad. Sci. USA 99 (2002), 16568-16575 + 16576-16580]
2001-40 (November 2001)
A primer on perfect simulation for spatial point processes by Kasper K. Berthelsen , Jesper Møller
[Bulletin of the Brazilian Mathematical Society 33, 351 - 367 (2002)]
2001-41 (November 2001)
Electronic foreign exchange markets and level passage events of multivariate subordinators by Matthias Winkel
2001-42 (December 2001)
Curvature and Einstein Equation for the Jacobi Group Manifold by Erik Balslev, Alexei Venkov
2001-43 (December 2001)
Lévy processes and convolution semigroups with parameter in a cone and their subordination by Ken-Iti Sato , Jan Pedersen
2001-44 (December 2001)
On the Oriental Analysis of Boolean Fibres from Digital Images by Dominique Jeulin , Eva B. Vedel Jensen, Salme Kärkkäinen
[J. Microsc. 207, 69--77 (2003)]
2001-45 (December 2001)
Perturbation theory of W*-dynamics, Liouvilleans and KMS-States by C.-A. Pillet , J. Derezinski , V. Jaksic
[To appear in Reviews on Mathematical Physics ]
2001-46 (December 2001)
Maximum Process Problems in Optimal Control Theory by Goran Peskir
[J. Appl. Math. Stochastic Anal. 2005, 77-88 (2005)]



2002-1 (February 2002)
Geometric ergodicity of Metropolis-Hastings algorithms for conditional simulation in generalised linear mixed models by O.F. Christensen , Jesper Møller, R.P. Waagepetersen
[Methodology and Computing in Applied Probability 3, 309 - 327 (2001)]
2002-2 (February 2002)
Perfect simulation and inference for spatial point processes by Kasper K. Berthelsen , Jesper Møller
2002-3 (February 2002)
Bayesian analysis of log Gaussian Cox processes for disease mapping by Viktor Benes , Karel Bodlák , Jesper Møller, Rasmus Waagepetersen
2002-4 (March 2002)
Inference for observations of integrated diffusion processes by Susanne Ditlevsen , Michael Sørensen
[Scand. J. Statist., 31, 2004, 417-429]
2002-5 (March 2002)
Small diffusion asymptotics for discretely sampled stochastic differential equations by Michael Sørensen, Masayuki Uchida
[Bernoulli, 9, 2003, 1051–1069]
2002-6 (March 2002)
Realised power variation and stochastic volatility models by Ole E. Barndorff-Nielsen, Neil Shephard
[Bernoulli 9 (2003), 243-265]
2002-7 (March 2002)
Quantum Scattering for Potentials Independent of |x|: Asymptotic Completeness for High and Low Energies by Ira Herbst , Erik Skibsted
[Submitted]
2002-8 (March 2002)
A Survey and Some Generalizations of Bessel Processes by Anja Göing-Jaeschke , Marc Yor
[Bernoulli 9, 313-349 (2003)]
2002-9 (March 2002)
An Extension of Seshadri´s Identities for Brownian Motion by Raouf Ghomrasni
[Statistics & Probability Letters 59, 379-384 (2002)]
2002-10 (April 2002)
A Clarification about Hitting Times Densities for Ornstein-Uhlenbeck Processes by Anja Göing-Jaeschke , Marc Yor
[Finance and Stochastics 7, 413-415 (2003)]
2002-11 (April 2002)
Inhomogeneous Spatial Point Processes by Location Dependent Scaling by Ute Hahn , Eva B. Vedel Jensen, Linda Stougaard Nielsen , Marie-Colette Van Lieshout
[Adv. Appl. Prob. (SGSA) 35, 319--336 (2003)]
2002-12 (April 2002)
Perfect Independence and Stochastic Inequalities by Jørgen Hoffmann-Jørgensen
[High Dimensional Probability III. Series: Progress in Probability (2003)]
2002-13 (April 2002)
The Moment Problem by Jørgen Hoffmann-Jørgensen
2002-14 (April 2002)
Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics by Ole E. Barndorff-Nielsen, Neil Shephard
[Econometrica. To appear]
2002-15 (April 2002)
Periodic Ornstein-Uhlenbeck Processes by Jan Pedersen
[Journal of Applied Probability, 39, 748-763 (2002)]
2002-16 (April 2002)
Geometric Tomography and Local Stereology by A. Volcic , R. J. Gardner , Eva B. Vedel Jensen
[Adv. Appl. Math. 30, 397--423 (2003)]
2002-17 (April 2002)
Estimation of the Directional Measure of Planar Random Sets by Digitization by Eva B. Vedel Jensen, Markus Kiderlen
[Adv. Appl. Prob. (SGSA) 35 (2003)]
2002-18 (May 2002)
Shot noise Cox processes by Jesper Møller
[Advances in Applied Probability, 35, 614-640.]
2002-19 (June 2002)
Positivity Theorem without Compactness Assumption by Rémi Léandre
2002-20 (June 2002)
Positivity Theorem for a Stochastic Delay Equation on a Manifold by Rémi Léandre
[Acta Applicandae Mathematica. Proceedings of the 8-th Vilnius Conference (V. Paulauskas ed.) To appear]
2002-21 (June 2002)
Markov Property and Operads by Rémi Léandre
2002-22 (June 2002)
Martingales and the Distribution of the Time to Ruin by Martin Jacobsen
[Proc. Appl. 107 (2003), pp 29-51.]
2002-23 (June 2002)
Russian and American put options under exponential phase-type Lévy models by Søren Asmussen, Florin Avram , Martijn R. Pistorius
[Stoch. Proc. Appl. 109, 79-111 (2004)]
2002-24 (June 2002)
DT-Operators and Decomposability of Voiculescu´s Circular Operator by Ken Dykema , Uffe Haagerup
2002-25 (July 2002)
On time-reversibility and estimating functions for Markov processes by Mathieu Kessler , Michael Sørensen
[Statistical Inference for Stochastic Processes, 8, 95-107 (2005)]
2002-26 (July 2002)
Spectral Theory of Time-Periodic Many-Body Systems by Jacob Schach Møller , Erik Skibsted
[Submitted]
2002-27 (July 2002)
On Nonlinear Integral Equations Arising in Problems of Optimal Stopping by J. L. Pedersen , Goran Peskir
[Proc. Funct. Anal. VII (Dubrovnik 2001), Various Publ. Ser. 46, 159-175 (2002)]
2002-28 (August 2002)
Multi-self-similar Markov processes on $\mathbb{R}^{n}_{+}$ and their Lamperti representations by Martin Jacobsen, Marc Yor
[Prob. Theory Rel. Fields 126 (2003), pp 1-28.]
2002-29 (August 2002)
Van Hove Hamiltonians (exactly solvable models of the infrared and ultraviolet problem) by Jan Derezinski
[To appear in Annales Henri Poincaré]
2002-30 (September 2002)
Bayesian Analysis of Deformed Tessellation Models by Paul G. Blackwell , Jesper Møller
[Advances in Applied Probability 35, 4 - 26 (2003)]
2002-31 (September 2002)
Automorphism Fixed Points in the Moduli Space of Semistable Bundles by Jørgen Ellegaard Andersen, Jakob Grove
[The Oxford Quarterly Journal of Mathematics (to appear).]
2002-32 (September 2002)
Asymptotic Faithfulness of the Quantum SU(n) Representations of the Mapping Class Groups by Jørgen Ellegaard Andersen
[The Annals of Mathematics (to appear). ]
2002-33 (October 2002)
Comparative Study of First Touch Digitals: Normal Inverse Gaussian vs. Gaussian Modelling by Oleg Kudryavtsev , Sergei Levendorskii
2002-34 (October 2002)
Directional Analysis of Digitized Planar Sets by Configuration Counts by Eva B. Vedel Jensen, M. Kiderlen
[J. Microsc. (2003)]
2002-35 (October 2002)
A Change-of-Variable Formula with Local Time on Curves by Goran Peskir
[J. Theoret. Probab. (to appear)]
2002-36 (November 2002)
Spiraling attractors and quantum dynamics for a class of long-range magnetic fields by Horia D. Cornean , Erik Skibsted , Ira Herbst
[Submitted]
2002-37 (November 2002)
Transient properties of many-server queues and related QBD's by Søren Asmussen, Mats Pihlsgård
[Queueing Systems 46, 249-270 (2004)]
2002-38 (November 2002)
A new coherent states approach to semiclassics which gives Scott's correction by Wolfgang L. Spitzer , Jan Philip Solovej
[Commun. Math. Phys. 241, 383 - 420, (2003)]
2002-39 (December 2002)
The Nelson Model with Less Than Two Photons by A. Jensen and K. Yajima , A. Galtbayar
[Ann. H. Poincaré 4 (2003), 239-273]
2002-40 (December 2002)
Local time-decay of solutions to Schrödinger equations with time-periodic potentials by A. Jensen , A. Galtbayar , K. Yajima
[J. Statist. Phys. 116 (2004), 231-282]
2002-41 (December 2002)
Corrections to Fluid Dynamics by R.F. Streater
[Open Syst. Inf. Dyn. 10, 3--30 (2003)]
2002-42 (December 2002)
A discrete time model of investment under non-Gaussian shocks by Svetlana Boyarchenko , Sergei Levendorskii
2002-43 (December 2002)
Pseudo-diffusions and Quadratic Term Structure Models by Sergei Levendorskii
2002-44 (December 2002)
Pricing of the American Put Under Lévy Processes by Sergei Levendorskii
2002-45 (December 2002)
A new application of random matrices: $Ext(Cred(F_2))$ is not a group by Uffe Haagerup, Steen Thorbjørnsen
2002-46 (December 2002)
Local Time-Space Calculus and Extensions of Itô's Formula by R. Ghomrasni , Goran Peskir
[Proc. High Dim. Probab. III (Sandbjerg 2002), Progr. Probab. 55, Birkhauser Basel, 177-192 (2003)]
2002-47 (December 2002)
Solving Stochastic Jump Differential Equations by Pavel V. Gapeev



2003-1 (January 2003)
A new direct method for reconstructing isotropic conductivities in the plane by Kim Knudsen
2003-2 (January 2003)
The Lévy-Ito decomposition of an independently scattered random measure by Jan Pedersen
2003-3 (January 2003)
Invariant subspaces of the quasinilpotent DT-operator by Ken Dykema , Uffe Haagerup
2003-4 (January 2003)
On Distributions Associated with the Generalized Lévy's Stochastic Area Formula by Raouf Ghomrasni
2003-5 (January 2003)
Abelian Conformal Field theories and Determinant Bundles by Jørgen Ellegaard Andersen, Kenji Ueno
2003-6 (February 2003)
Reconstruction of less regular conductivities in the plane by Alexandru Tamasan , Kim Knudsen
2003-7 (March 2003)
A Connection between Free and Classical Infinite Divisibility by Ole E. Barndorff-Nielsen, Steen Thorbjørnsen
Lecture Note Series (ISSN 1398-2702 (printed version), ISSN 1399-2538 (on-line version))
This series contains conference proceedings, lecture notes from summer schools/workshops etc.
No. 1 (December 1998)
An introduction to p-variation and Young integrals by R. M. Dudley , R. Norvaisa
No. 2 (March 1999)
Stochastic Simulation (with a view towards stochastic processes) by Søren Asmussen
No. 3 (July 1999)
Marked Point Processes and Piecewise Deterministic Processes by Martin Jacobsen
No. 4 (August 1999)
Notes on Empirical Processes by R. M. Dudley
No. 5 (August 1999)
Empirical and partial-sum processes (revisited as random measure processes) by Daniel Rost , Peter Gaenssler
No. 6 (February 2000)
Vassiliev Theory by P. Vogel
No. 7 (May 2000)
Density Transformation in Lévy Processes by Ken-iti Sato
No. 8 (September 2000)
Subordinators, Lévy processes with no negative jumps and branching processes by Jean Bertoin
No. 9 (November 2000)
Random Trees and Spatial Branching Processes by Jean-François Le Gall
No. 10 (June 2001)
Statistical Mechanics of Disordered Systems by Anton Bovier
No. 11 (August 2002)
Lectures on Multiscale and Multiplicative Processes in Fluid Flows by Ed Waymire et al
[Trans. Amer. Math. Soc. (2003) and in: Probability, Statistics and their Applications, Papers in honor of Rabi Bhattacharya, eds K. Athreya, M. Majumdar, M. Puri, E. Waymire, IMS Lecture Notes-Monograph Series, 65-80 (2002) ]
No. 12 (August 2002)
Long Range Dependence, Heavy Tails and Rare Events by Gennady Samorodnitsky
No. 13 (September 2002)
Change of Time and Measure for Lévy Processes by A.S. Cherny and A.N. Shiryaev
Miscellanea (ISSN 1398-5957 (printed version), ISSN 1398-5981 (on-line version))
Various publications (raw course material, mini-proceedings, etc.)
No. 1 (June 1998)
An addendum to "An Introduction to Malliavin Calculus with Applications to Economics" (Exercises with solutions and miscellaneous) by Fred Espen Benth
No. 2 (July 1998)
On asymptotics of estimating functions by Michael Sørensen
[Brazilian Journal of Probability and Statistics 13, 111-136 (1999)]
No. 3 (August 1998)
Abstracts from the Mini-workshop on Stochastics (August 4-6, 1998, University of Aarhus) by Ole E. Barndorff-Nielsen and others
No. 4 (August 1998)
Number Theory and Spectral Theory by Erik Balslev
No. 5 (September 1998)
Abstracts from the Workshop on statistical inference for stochastic processes (theoretical and computational aspects) by M. Jacobsen and M. Sørensen (editors)
No. 6 (October 1998)
Concentrated Advanced Course on Stochastic Partial Differential Equations (Exercises and Solutions) by Fred Espen Benth
No. 7 (December 1998)
Report on Workshop on Geometric Scattering by Arne Jensen and Erik Skibsted (eds.)
No. 8 (December 1998)
Report on Workshop on quantum geometry, random matrices (and statistical models of strings and quantum gravity) by J. Ambjørn , B. Durhuus and J.P. Solovej (eds.)
No. 9 (January 1999)
Stability of Fluid and Stochastic Processing Networks by J. G. "Jim" Dai
No. 10 (January 1999)
Mini-proceedings from the Workshop on Product Integrals and Pathwise Integration (January 11-13, 1999) by Ole E. Barndorf-Nielsen and Thomas Mikosch (eds.)
No. 11 (April 1999)
Mini-proceedings: Conference on Lévy processes (theory and applications) by O. E. Barndorff-Nielsen , S. E. Graversen and T. Mikosch (eds.)
No. 12 (May 1999)
Kolmogorov and the Turbulence by A.N. Shiryaev
No. 13 (July 1999)
Mini-proceedings: First MaPhySto Workshop on Inverse problems (Inverse Problems in Stratified Media) by Bo Holm-Jacobsen (eds.) , Jens LedetJensen , Arne Jensen
No. 14 (July 1999)
Miniproceedings: Workshop on Finance and Turbulence by Bent Jesper Christensen , Ole E. Barndorff-Nielsen , Henning Bunzel , Michael Sørensen (eds.)
No. 15 (October 1999)
Asymptotics in Quantum Statistics by Richard D. Gill
[Published under the title: R.G. Gill, Quantum Asymptotics. State of the Art in Probability and Statistics; Festschrift for Willem R. van Zwet, IMS monographs 36 (2001), 255-285, ed. A.W. van der Vaart, M. de Gunst, C.A.J. klaassen.]
No. 16 (December 1999)
Mini-proceedings: Workshop on Stochastics and Quantum Physics by O. E. Barndorff-Nielsen and Klaus Mølmer (eds.)
No. 17 (March 2000)
Mini-proceedings: Conference on Number Theory and Spectral Theory by E. Balslev and A. Venkov (eds.)
No. 18 (May 2000)
Mini-proceedings: Workshop on Computational Stochastics by Søren Asmussen and Eva B. Vedel Jensen (eds.)
No. 19 (June 2000)
Supplementary Notes: Summer School on Stereology and Geometric Tomography by Eva B. Vedel Jensen (ed.)
No. 20 (May 2001)
Mini-proceedings: Workshop on Stochastic Partial Differential Equations (Statistical Issues and Applications) by Marianne Huebner , Michael Sørensen
No. 21 (June 2001)
Mini-proceedings: Second MaPhySto Workshop on Inverse Problems (Inverse Problems from a Statistical Perspective) by Martin B. Hansen , Jens Ledet Jensen and Steffen Lilholt Lauritzen (eds.)
No. 22 (August 2002)
2nd MaPhySto Conference on Lévy Processes: Theory and Applications by Ole E. Barndorff-Nielsen (ed.)
No. 23 (February 2003)
Workshop on Statistical Aspects of Microarray Data by by Jens Ledet Jensen (ed.)
MaPhySto News (ISSN 1398-5965 (printed version), ISSN 1398-5973 (on-line version))
The Centre distributes bi-annually a short news-letter about the Centre and its activities.
  1. MaPhySto News (September 1998)
  2. MaPhySto News (February 1999)
  3. MaPhySto News (September 1999)
  4. MaPhySto News (February 2000)
  5. MaPhySto News (November 2001)
  6. MaPhySto News (December 2002)