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

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Funded by The Danish National Research Foundation

Publications from the Centre in 1998

Most of the publications mentioned below may be down-loaded in various formats (TeX-DVI, Postscript, PDF). All titles can be ordered from maphysto@imf.au.dk.

Research Reports (ISSN 1398-2699 (printed version), ISSN 1398-599X (on-line version))

For fast communication of new results obtained by researchers affiliated to the Centre.

1998-1 (April 1998)

Stationary and selfsimilar processes driven by Lévy processes by Ole E. Barndorff-Nielsen, Victor Pérez-Abreu.

1998-2 (April 1998)

Controlling the Velocity of Brownian Motion by its Terminal Value by Goran Peskir.

1998-3 (May 1998)

Extensions of Fill's algorithm for perfect simulation by Jesper Møller, Katja Schladitz.

1998-4 (May 1998)

Random Matrices with Complex Gaussian Entries by Uffe Haagerup, Steen Thorbjørnsen.

1998-5 (May 1998)

Non-perturbative Lorentzian Quantum Gravity, Causality and Topology Change by Jan Ambjørn, R. Loll.

1998-6 (May 1998)

Maximal Inequalities for the Ornstein-Uhlenbeck Process by Svend Erik Graversen, Goran Peskir.

1998-7 (May 1998)

Perfect simulation of conditionally specified models by Jesper Møller.

1998-8 (June 1998)

NBI Matrix Model of IIB Superstrings by Jan Ambjørn, L. Chekhov.

1998-9 (June 1998)

Inhomogeneous Markov point processes by transformation by Eva B. Vedel Jensen, Linda Stougaard Nielsen.

1998-10 (August 1998)

Quantum Geometry and Diffusion by Jan Ambjørn, K. N. Anagnostopoulos, T. Ichihara, L. Jensen, Y. Watabiki.

1998-11 (July 1998)

The Malliavin Derivative of Generalized Random Variables by Fred Espen Benth.

1998-12 (August 1998)

Euclidean and Lorentzian Quantum Gravity (Lessons from Two Dimensions) by Jan Ambjørn, R. Loll, J.L. Nielsen, J. Rolf.

1998-13 (August 1998)

An Example of Non-Attainability of Expected Quantum Information by Ole E. Barndorff-Nielsen, R. D. Gill.

1998-14 (August 1998)

Random Matrices and K-theory for Exact C^*-algebras by Uffe Haagerup, S. Thorbjørnsen.

1998-15 (August 1998)

Space-time multi type log Gaussian Cox processes with a view to modeling weed data by Anders Brix, Jesper Møller.

1998-16 (August 1998)

Nonparametric Bayes inference for concave distribution functions by Martin Bøgsted Hansen, Steffen L. Lauritzen.

1998-17 (September 1998)

On weighted $L^2(Omega)$-Spaces, their Duals and Ito Integration by Fred Espen Benth.

1998-18 (September 1998)

Incorporation of a Leverage Effect in a Stochastic Volatility Model by Ole E. Barndorff-Nielsen, Neil Shephard.

1998-19 (September 1998)

Exact Distributional Results for Random Resistance Trees by Ole E. Barndorff-Nielsen, Tina Hviid Rydberg.

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.

1998-22 (September 1998)

An extension of P. Lévy's distributional properties (to the case of a Brownian motion with drift) by Svend Erik Graversen, Albert N. Shiryaev.

1998-23 (September 1998)

Simplified Estimating Functions for Diffusion Models with a High-dimensional Parameter by Bo Martin Bibby, Michael Sørensen.

1998-24 (October 1998)

On the asymptotic exactness of Thomas-Fermi theory in the thermodynamic limit by Pedro Balodis Matesanz, Jan Philip Solovej.

1998-25 (October 1998)

Thermodynamics of D0-branes in matrix theory by Jan Ambjørn, Y. M. Makeenko, G. W. Semenoff.

1998-26 (October 1998)

Four-dimensional gonihedric gauge spin system by Jan Ambjørn, G. Koutsoumbas, G. K. Savvidy.

1998-27 (November 1998)

Discretely observed diffusions: classes of estimating functions and small $Delta$-optimality by Martin Jacobsen.

1998-28 (November 1998)

On a connection between singular stochastic control and optimal stopping by Fred Espen Benth, Kristin Reikvam.

1998-29 (November 1998)

Solution of the Bayesian Sequential Testing Problem for a Poisson Process by Goran Peskir, Albert N. Shiryaev.

1998-30 (November 1998)

White noise generalizations of the Clark-Ocone theorem with application to mathematical finance by Bernt Øksendal, Knut Aase, Jan Ubøe.

1998-31 (December 1998)

Non- and semi-parametric estimation of interaction in inhomogeneous point patterns by Adrian Baddeley, Jesper Møller, Rasmus Waagepetersen.

1998-32 (December 1998)

Spectral and scattering theory of spatially cut-off $P(varphi)_{2}$ Hamiltonians by J. Derezinski, C. Gérard.

1998-33 (December 1998)

Connected Correlators in Quantum Gravity by Jan Ambjørn, P. Bialas, J. Jurkiewicz.

1998-34 (December 1998)

Higher Skein Modules by Jørgen Ellegaard Andersen, Vladimir Turaev.

Lecture Notes Series

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.

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.

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 B. Durhuus and J.P. Solovej (eds.), J. Ambjørn.

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)