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Contents of PMS vol. 40, Fasc. 1, 2020
 
G. Serafin, On potential theory of hyperbolic Brownian motion with drift 1 - 22
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V. Cekanavicius, P. Vellaisamy, Lower bound estimates for discrete approximations to sums of weakly dependent random variables 23 - 35
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M. Majka, A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift 37 - 55
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I. Czarna, Y. Li, Z. Palmowski, C. Zhao, Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process 57 - 81
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Y. Miao, Q. Gao, J. Mu, C. Deng, Moderate deviation and large deviation for Wegman-Davies recursive density estimator 83 - 95
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A. Il'inskii, S. Ostrovska, On Lin's condition for products of random variables with singular joint distribution 97 - 104
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E. Synówka-Bejenka, S. Zontek, An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models 105 - 118
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R. Kapica, M. Ślęczka, Random iteration with place dependent probabilities 119 - 137
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S. Douissi, N. Agram, A. Hilbert, Mean-field optimal control problem of SDDES driven by fractional Brownian motion 139 - 158
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P. Kevei, Regularly log-periodic functions and some applications 159 - 182
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