Centre for Mathematical Physics and Stochastics

Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

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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.

- MaPhySto News (September 1998)
- MaPhySto News (February 1999)
- MaPhySto News (September 1999)
- MaPhySto News (February 2000)
- MaPhySto News (November 2001)
- MaPhySto News (December 2002)