Research Reports 2010

2010-15 (December 2010)
Meta-Times and Extended Subordination
by Ole E. Barndorff-Nielsen and Jan Pedersen
Published in Theory Probab. Appl. Vol 56 pp. 319-327
2010-14 (November 2010)
Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes
by Svend-Erik Graversen and Jan Pedersen
Published in Electronic Communications in Probability Vol 20
2010-13 (October 2010)
Volatility Determination in an Ambit Process Setting
by Ole E. Barndorff-Nielsen and Svend Erik Graversen
2010-12 (September 2010)
Lévy Bases and Extended Subordination
by Ole E. Barndorff-Nielsen
2010-11 (September 2010)
The M/M/1 queue with inventory, lost sale and general lead times
by Mohammad Saffari, Søren Asmussen and Rasoul Haji
2010-10 (September 2010)
Phase retrieval for characteristic functions of convex bodies and reconstruction from covariograms
by Gabriele Bianchi, Richard J. Gardner and Markus Kiderlen
Published in J. Amer. Math. Soc. 24 (2011) 293-343.
2010-09 (August 2010)
Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes
by Andreas Basse-O'Connor, Svend-Erik Graversen and Jan Pedersen
Published in Séminaire de Probabilités XLIV, Lecture Notes in Mathematics, Vol. 2046, 2012, pp. 61-74.
2010-08 (August 2010)
A unified approach to stochastic integration on the real line
by Andreas Basse-O'Connor, Svend-Erik Graversen and Jan Pedersen
To appear in Theory of Probability and its Applications.
2010-07 (August 2010)
Summary statistics for end-point conditioned continuous-time Markov chains
by Asger Hobolth and Jens Ledet Jensen
2010-06 (July 2010)
Harris Recurrence and MCMC: A Simplified Approach
by Søren Asmussen and Peter W. Glynn
2010-05 (May 2010)
The parallel volume at large distances
by Jürgen Kampf
2010-04 (March 2010)
Failure Recovery via RESTART: Wallclock Models
by Søren Asmussen and Anders Rønn-Nielsen
2010-03 (February 2010)
Introduction into integral geometry and stereology
by Markus Kiderlen
2010-02 (February 2010)
Asymptotic Palm likelihood theory for stationary point processes
by Michaela Prokesová and Eva B. Vedel Jensen
2010-01 (January 2010)
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
by Ole E. Barndorff-Nielsen, José Manuel Corcuera and Mark Podolskij

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