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37.1 36.2 36.1 35.2 35.1 34.2 34.1
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26.2 26.1 25.2 25.1 24.2 24.1 23.2
23.1 22.2 22.1 21.2 21.1 20.2 20.1
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16.1 15 14.2 14.1 13.2 13.1 12.2
12.1 11.2 11.1 10.2 10.1 9.2 9.1
8 7.2 7.1 6.2 6.1 5.2 5.1
4.2 4.1 3.2 3.1 2.2 2.1 1.2
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Contents of PMS vol.28, Fasc.1, 2008
 
CoverCover page
M. Gradinaru and I. Nourdin, Stochastic volatility: approximation and goodness-of-fit test 1 - 19
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J. C. Breton, Convergence in variation of the joint laws of multiple stable stochastic integrals 21 - 40
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K. Jańczak, Discrete approximations of reflected backward stochastic differential equations with random terminal time 41 - 74
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A. Kasprzyk and W. Szczotka, Two types of Markov property 75 - 90
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T. Grzywny, Intrinsic ultracontractivity for Lévy processes 91 - 106
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M. Abundo, Some remarks on the maximum of a one-dimensional diffusion process 107 - 120
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A. Adler, Laws of large numbers for two tailed Pareto random variables 121 - 128
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K. Furmańczyk, Bounds for $E\|S_n\|^Q$ for subordinated linear processes with application to M-estimation 129 - 141
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T. P. Hytönen and M. C. Veraar, On Besov regularity of Brownian motions in infinite dimensions 143 - 162
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M. Kwaśnicki, Spectral gap estimate for stable processes on arbitrary bounded open sets 163 - 167
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