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VOLUMES
43.1 42.2 42.1 41.2 41.1 40.2 40.1
39.2 39.1 38.2 38.1 37.2 37.1 36.2
36.1 35.2 35.1 34.2 34.1 33.2 33.1
32.2 32.1 31.2 31.1 30.2 30.1 29.2
29.1 28.2 28.1 27.2 27.1 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 19.2 19.1
18.2 18.1 17.2 17.1 16.2 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 1.1
 
 
WROCŁAW UNIVERSITY
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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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