Vortragsliste

Sektion	Referent	Institution	Ort	Titel
0	Robert Ineichen	Institut de Mathématiques Université de Fribourg (CH)	Luzern	Würfel, Zufall und Wahrscheinlichkeit - ein Blick auf die Vorgeschichte der Stochastik
0	P. R. Kumar	Univ. of Illinois	Urbana, IL	Spatial Communication Networks
0	Peter Ruckdeschel	Lehrstuhl Mathematik VII, Universität Bayreuth	Bayreuth	Robust Recursive Kalman-Filtering
0	Terry Speed	University of California, Department of Statistics and Program in Biostatistics	Berkeley	Statistics in Genetics, Molecular Biology and Bioinformatics
1	Wolfgang Bischoff	Universität Karlsruhe	Karlsruhe	Asymptotic Regression Models
1	Boris Buchmann	Zentrum Mathematik, TU München	München	Decompounding: an estimation problem for Poisson random sums
1	Claudia Czado	Technische Universität München	München	Bootstrap Methods for the Nonparametric Assessment of Population Bioequivalence and Similarity of Distributions
1	Peter Dencker	Universität Rostock	Rostock	Optimality properties of tests based on quadratic statistics
1	Lutz Dümbgen	Universität Bern	Bern	Confidence bounds for quantiles based on interval-censored data
1	Dietmar Ferger	TU Dresden	Dresden	On the minimizing point of the incorrect centered empirical process and its limit distribution in non-regular experiments
1	Carsten Franz	Universität Hannover, Institut für Mathematische Stochastik	Hannover	On a new multivariate two-sample test
1	Sandra Freitag	Universitätsklinikum Kiel	Kiel	Nonparametric Estimation of Survival Curves from Interval-Censored Data
1	Norbert Henze	Universität Karlsruhe, Institut für Mathematische Stochastik	Karlsruhe	Invariant tests for symmetry about an unspecified point
1	Arnold Janssen	Mathem. Insitut, Heinrich-Heine-Universität Düsseldorf	Düsseldorf	nonparametric Cramér-Rao inequality for estimators of statistical functionals
1	Matthias Kohl	Universität Bayreuth	Bayreuth	Robust regression and scale based on infinitesimal neighborhoods --- M- vs. AL-estimators
1	Michael Kohler	Universität Stuttgart, Mathematisches Institut A	Stuttgart	Nonasymptotic bounds on the L_2 error of neural network regression estimates
1	Arne Kovac	Universität Essen	Essen	Robust nonparametric regression and modality
1	Eckhard Liebscher	Technische Universität Ilmenau	Ilmenau	Consistency of estimators as solutions of optimisation problems
1	Ali Majidi	Universität Essen	Essen	Smooth Nonparametric Regression subject to Local Extreme Values
1	Monika Meise	Universität Essen, Fachbereich 06 - Mathematik und Informatik	Essen	Residual Based Bandwidth Choice
1	Christine Müller	Carl von Ossietzky Universität Oldenburg	Oldenburg	Robust Estimators for Estimating Discontinuous Functions
1	Georg Neuhaus	Fachbereich Mathematik der Univ. Hamburg	Hamburg	Some Simple Unconditional and Conditional Tests for Testing Tumour Onset Times.
1	Michael H. Neumann	Universität zu Köln	Köln	Tests of time series models
1	Natalie Neumeyer	Ruhr-Universität Bochum	Bochum	Testing the equality of nonparametric regression functions -- an empirical process approach
1	Robert Offinger	Otto-von-Guericke-Universität Magdeburg	Magdeburg	The asymptotic distribution of the Wald statistic at singular parameter points
1	Christian Rau	Centre for Mathematics and Its Applications, Australian National University	Canberra ACT	Likelihood-based confidence bands for fault line estimators
1	Markus Roters	Universität Potsdam	Potsdam	Multiple hypotheses testing and expected number of type I errors
1	Ingo Steinke	Universität Rostock	Rostock	On uniform convergence rates in local polynomial regression
1	Jean-Pierre Stockis	Universität Kaiserslautern, Fachbereich Mathematik	Kaiserslautern	Bootstrapping nonparametric estimators of the volatility function
1	Vyacheslav Vasil'iev	Tomsk State University, Department of Applied Mathematics	Tomsk	Nonparametric estimation of errors distribution in linear stochastic control systems
1	Klaus Ziegler	Mathematisches Institut der Universität München	München	On local bootstrap bandwidth choice in kernel density estimation
1	Andreas Zöllner	Otto-von-Guericke-Universität Magdeburg	Magdeburg	A resampling method for constructing a lower confidence bound for a finite population total from a censored sample
2	Alexander Andronov	Riga Technical University	Riga	Resampling Approach and its Modifications
2	Peter Bühlmann	Seminar für Statistik, ETH Zentrum	Zürich	Bagging and Boosting: Asymptotic Aspects and New Insights
2	Werner Stuetzle	Department of Statistics, University of Washington	Washington	Bagging with or without replacement?
2	Winfried Theis	Graduiertenkolleg "Angewandte Statistik", Universität Dortmund	Dortmund	Clustering of Business Cycles in Optimal Directions found by SIR and DAME
3	Gerold Alsmeyer	Institut für Math. Statistik, FB Mathematik, Univ. Münster	Münster	Limit Theorems for Iterated Random Lipschitz Functions by Regenerative Methods
3	Peter Becker-Kern	Fachbereich Mathematik, Universität Dortmund	Dortmund	Limit theorems for coupled Continuous Time Random Walks
3	Amke Caliebe	Mathematisches Seminar der CAU Kiel	Kiel	Representation of Solutions of a Distributional Fixed Point Equation
3	Gerd Christoph	Otto-von-Guericke-Universität Magdeburg	Magdeburg	On rates of convergence to discrete stable limit laws
3	Sandor Csörgö	Bolyai Institute, University of Szeged	Szeged	Resolution of the St. Petersburg Paradox
3	Steffen Dereich	Technische Universität Berlin	Berlin	Small ball probabilties around random centers for Gaussian measures
3	Holger Drees	Universität zu Köln, Mathematisches Institut	Köln	On maximal occupation time estimators of the extreme value index
3	Peter Eichelsbacher	Ruhr-Universität Bochum	Bochum	Stein's method and Gibbs measures
3	Uwe Einmahl	Vakgroep Wiskunde, Vrije Universiteit Brussel	Brussel	Moderate deviation probabilities for open convex sets
3	Armelle Guillou	Université Paris VI, Laboratoire de Statistique Théorique et Appliquée, Boite 158	Paris cedex 05	On exponential representations of log-spacings of extreme order statistics
3	Lothar Heinrich	Universität Augsburg, Institut für Mathematik	Augsburg	Rates of Convergence in Stable Limit Theorems for Power Sums of Continued Fraction Expansions
3	Ulrich Krengel	Institut fuer Mathematische Stochastik	Göttingen	Relatives of the Levy continuity theorem
3	Bero Roos	Universität Hamburg, Fachbereich Mathematik, SPST,	Hamburg	Improvements in the Poisson approximation of mixed Poisson distributions
3	Ludger Rüschendorf	Institut Mathematische Stochastik	Freiburg	A general limit theorem for recursive combinatorial structures
3	Hans-Peter Scheffler	Fachbereich Mathematik der Universität Dortmund	Dortmund	On the distribution of Continuous Time Random Walk limits
3	Michael Scheutzow	Institut für Mathematik, Technische Universität Berlin	Berlin	Small ball probabilities and the quantization problem for Gaussian measures
4	Dogan Argac	Fachbereich Statistik, Universität Dortmund	Dortmund	Confidence intervals on the among group variance component in an unbalanced and heteroscedastic one--way random effects model
4	Manuel Cabral Morais	Instituto Superior Técnico	Lisboa	On the alarm rates of quality control schemes
4	Elart von Collani	Universität Würzburg	Würzburg	Prediction and Tolerance Regions in Quality Control
4	Erhard Cramer	Universität Oldenburg, Fachbereich Mathematik	Oldenburg	Progressive censoring: model, inference, and experimental design
4	Alessandro Fasso	University of Bergamo	Dalmine BG	Non-symmetric multivariate monitoring of time correlated data
4	Dietmar Ferger	TU Dresden	Dresden	Boundary detection based on set-indexed empirical processes
4	Fernanda Otilia Figueiredo	Oporto University - School of Economics	Porto	Poster: The Total Median in Statistical Quality Control
4	Jürgen Franz	TU Dresden, Institut für Mathematische Stochastik	Dresden	Stress-dependent repair models and Bayes parameter estimation
4	Rainer Göb	Universität Würzburg	Würzburg	Portfolio Selection Based on an EWMA Performance...
4	Peter Hackl	Wirtschaftsuniversität Wien	Wien	Studiendauer und Studienabbruchquote österreichischer Studierender
4	Waltraud Kahle	Otto-von-Guericke-Universität Magdeburg, Fakultät für Mathematik	Magdeburg	Modelling the Influence of Maintenance Actions
4	Bernhard Klar	Institut für Mathematische Stochastik, Universität Karlsruhe	Karlsruhe	The L-class and the M-class of life distributions
4	Sven Knoth	Europa-Universität Viadrina	Frankfurt (Oder)	CUSUMs and EWMAs: Favourites and Falsities
4	Axel Lehmann	Otto-von-Guericke-Universität Magdeburg, Institut für Mathematische Stochastik	Magdeburg	A degradation based reliability model for repairable items
4	Yarema Okhrin	Europa-Universität Viadrina, Lehrstuhl für Statistik	Frankfurt (Oder)	Tail behaviour of a general family of control charts
4	Marion Reynolds	Virginia Polytechnic Institute and State University	Blacksburg, VA	CUSUM Charts for Detecting Changes in a Proportion
4	Wolfgang Schmid	Europa-Universität Viadrina Frankfurt (Oder)	Frankfurt (Oder)	EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes
4	Ansgar Steland	Fakultät für Mathematik	Bochum	Sequential kernel smoothers under local alternatives, optimality, and applications
4	Jürgen Tiedge	Hochschule Magdeburg-Stendal, Fachbereich Wasserwirtschaft	Magdeburg	A twodimensional damage model for dependent elements
4	Lev Utkin	Universität München	München	Interval software reliability models as generalization of probabilistic and fuzzy models
4	Christoph Weigand	Fachhochschule Aachen	Aachen	Adaptive Inspection Policy in the Case of Unknown Failure Intensity
4	Rudolf Zaidmann		Magdeburg	Optimal stop times for processes with restorations
5	Ludwig Arnold	Institut für Dynamische Systeme, Universität Bremen	Bremen	Periodicity and Sharkovsky's theorem for random dynamical systems
5	Peter Bank	Humboldt-Universität zu Berlin	Berlin	A stochastic representation theorem with applications to optimization and obstacle processes
5	Dirk Blömker	Institut für Mathematik, RWTH Aachen	Aachen	On thin film growth
5	Evelyn Buckwar	Institut für Mathematik, Bereich Stochastik, Humboldt-Universität zu Berlin	Berlin	Stability in p-th Mean of Stochastic Delay Differential Equations and their Numerical Solutions
5	Hans Crauel	Technische Universität Ilmenau, Institut für Mathematik	Ilmenau	Noise-assisted high-gain stabilisation
5	Samuel Herrmann	Technische Universität Berlin, Institut für Mathematik, MA 7-5	Berlin	relation between stochastic resonance and jumps in a two-state Markov chain
5	Martin Hesse	Universität Bonn, Abteilung Stochastik	Bonn	Dirichlet problems for maps into trees - stochastic and numerical approaches
5	Ulrich Hirth	Universität der Bundeswehr München	Neubiberg	Viability of stochastic differential inclusions in Hilbert space
5	Reinhard Höpfner	Johannes Gutenberg Universität Mainz, Fachbereich 17 Mathematik - Informatik	Mainz	Nummelin-Splitting in stetiger Zeit via "begleitende Folgen von Harris-Prozessen"
5	Anne Kandler	TU Chemnitz, Fakultät für Mathematik	Chemnitz	Approximation of weakly correlated processes using moving-average processes
5	Andreas Kunz	TU München	München	Extremes of Multidimensional Stationary Diffusion Processes
5	Hannelore Lisei	Technische Universität Berlin, Fakultät II - Mathematik und Naturwissenschaften	Berlin	Flows and attractors for a stochastic Navier-Stokes equation
5	Andreas Martin	Institut für Biomathematik und Biometrie der GSF	Neuherberg / München	Small Ball Asymptotics for Stochastic Wave Equations
5	Ilya Pavlyukevich	Humboldt-Universität zu Berlin, Institut für Mathematik, Stochastik	Berlin	Stochastic Resonance. Optimal Tuning of Diffusions and Markov Chains.
5	Max v. Renesse	Inst. f. Angewandte Mathematik der Universität Bonn	Bonn	Intrinsic coupling on Riemannian manifolds
5	Christian Roth	Martin-Luther-Universität	Halle	Initial-boundary-value problems for hyperbolic stochastic partial differential equations
5	Michael Röckner	Universität Bielefeld, Fakultät für Mathematik	Bielefeld	Singular dissipative stochastic equations on Hilbert spaces
5	Björn Schmalfuß	FH Merseburg, FB1	Merseburg	Stochastic partial differential equations driven by the fractional brownian motion
5	Henri Schurz	Southern Illinois University, Department of Mathematics	Carbondale	Lax-Richtmeyer Approximation Principle for Stochastic Processes on Weak Hilbert Spaces H_2([0,T]) with Application to SDEs
5	Nadejda Sidorova	Universität Kaiserslautern	Kaiserslautern	Surface limits of Brownian motion in tubular neighbourhoods of a Riemannian manifold
5	Hans-Jörg Starkloff	TU Chemnitz, Fakultät für Mathematik	Chemnitz	Random differential equations with weakly correlated parameters
5	Karl-Theodor Sturm	Institut für Angewandte Mathematik, Universität Bonn	Bonn	Martingales in Metric Spaces
5	Michael Voit	Mathematisches Institut, Universität Tübingen	Tübingen	Martingale characterizations of L'evy processes
5	Matthias Weber	TU Dresden	Dresden	The Averaging Principle and Diffusion Processes on Graphs
5	Wendelin Werner	Universite Paris-Sud	Orsay	Random planar curves
5	Ralf Wunderlich	TU Chemnitz, Fakultät für Mathematik	Chemnitz	Finite element approximations of random heat equations
6	Rouben V. Ambartzumian	Armenian Academy of Sciences, Institute of Mathematics	Yerevan	Wicksell problem for planar particles of random shape
6	Bartlomiej Blaszczyszyn	INRIA-ENS & Mathematical Institute University of Wroclaw	Paris	Some stochastic geometry models of mobile communication
6	Stephan Böhm	Universität Ulm, Abteilung Stochastik	Ulm	Palm Representation and Approximation of the Covariance of Random Closed Sets
6	Christian Hennig	ETH Zürich (LEO), Seminar für Statistik	Zürich	Testing homogeneity of distribution areas of land snails
6	Martin Hillebrand	Carl-von-Ossietzky Universität, FB Mathematik	Oldenburg	Nonparametric Regression in Image Analysis: On Corner Preserving M-Kernel Smoothing
6	Daniel Hug	Mathematisches Institut, Universität Freiburg	Freiburg	Contact distributions of geometric Poisson processes
6	Thomas Kämpke	Forschungsinstitut für Anwendungsorientierte Wissensverarbeitung	Ulm	Markov fields and superresolution images
6	Marie-Colette (M N M) Lieshout, van	CWI (Centrum voor Wiskunde en Informatica)	Amsterdam	Markov sequential point processes
6	Roland Maier	Universität Ulm, Abteilung Stochastik	Ulm	Fast sampling of the typical cell of stationary Poisson-type tessellations in R^d
6	Rudolf Mathar	RWTH Aachen, LFG Stochastik	Aachen	Interference Calculation for CDMA Mobile Networks Using Stochastic Geometrical Models
6	Torsten Mattfeldt	Abteilung Pathologie, Universität Ulm	Ulm	Texture analysis using first-order parameters and stochtastic-geometric functions
6	Werner Nagel	Institut für Stochastik, Friedrich-Schiller-Universität Jena	Jena	Limits of sequences of stationary planar tessellations, generated by superposition and nesting
6	Norbert Patzschke	Fakultät für Mathematik und Informatik, FSU Jena	Jena	Tangent measure distributions of self-conformal measures
6	Sergiy Prokopenko	TU München	München	Inference for binary regression data with spatial and cluster effects
6	Vadim Scherbakov	University of Glasgow, Department of Statistics	Glasgow	Coverage problem for the whole space
6	Martin Schlather	Abteilung Bodenphysik, Univ. Bayreuth	Bayreuth	A dependence measure for spatial extreme values
6	Dominic Schuhmacher	Institut für Mathematik, Universität Zürich	Zürich	Distance estimates for spatial Poisson process approximations
6	Eugene Spodarev	Universität Ulm, Abteilung Stochastik	Ulm	Roses of neighborhood for stationary processes of flats
6	Michael Stein	University of Chicago, Department of Statistics	Chicago, IL	Approximating the Likelihood for Irregularly Observed Gaussian Random Fields
6	Hans Wackernagel	Ecole des Mines de Paris, Centre de Geostatistique	Fontainebleau	Geostatistics with station data and numerical model output
7	Helmut Finner	Deutsches Diabetes-Forschungsinstitut an der Heinrich-Heine Universität Düsseldorf, Abteilung Biometrie und Epidemiologie	Düsseldorf	The Partitioning Principle: A Powerful Tool in Multiple Decision Theory
7	Roland Fried	Fachbereich Statistik, Universität Dortmund	Dortmund	PCA and Graphical Models for Monitoring Vital Signs
7	Goeran Kauermann	Department of Statistics, University of Glasgow	Glasgow	Gene Classification using Penalised Mixture Models
7	Siegfried Kropf	Institut für Biometrie und Medizinische Informatik, Otto-von-Guericke-Universität Magdeburg	Magdeburg	Statistical Analysis of Gene Expression Array Data Based on Spherically Distributed Scores
7	Mei-Ling Lee	Harvard University	Boston, MA	Power and sample size for DNA microarray studies
7	Volkmar Liebscher	GSF-Forschungszentrum, Institut für Biomathematik und Biometrie	Neuherberg	Stochastic Modelling for the COMET-assay
7	Martin Möhle	Fachbereich Mathematik, Universität Mainz	Mainz	A Markov Chain Monte Carlo Algorithm for the Ewens Sampling Distribution and Applications to Neutrality Tests
7	Marcus Reich	Institut für Mathematische Stochastik, Universität Hannover	Hannover	On the waiting time for patterns in Markov chains
7	Nuala A. Sheehan	University of Leicester, Department of Epidemiology and Public Health	Leicester	A Graphical Modelling Approach to Complex Applications in Genetics
7	George A. (Alex) Whitmore	McGill University	Montreal, Quebec, Canada	A model relating quality of life to latent health status and survival
7	Andreas Wienke	Max Planck Institute for Demographic Research	Rostock	A genetic analysis of cause-specific mortality data of Danish twins
7	Konrad Wälder	TU Bergakademie Freiberg, Institut für Stochastik	Freiberg	Modelling the fruit and root dispersion of forest trees
7	Herbert Ziezold	FB 17 Mathematik/Informatik, Universität Kassel	Kassel	Statistical Shape Analysis in Biology
8	Stefan Adams	Technische Universität Berlin, Fakultät II, SEK 7-4	Berlin	About Large deviations for the field of gradients and their thermodynamic properties
8	Sigurd Assing	University of Edinburgh, Department of Mathematics & Statistics	Edinburgh	A new view of a particle system approach to Burgers equation
8	Michael Baake	Institut für Mathematik und Informatik	Greifswald	Aspects of recombination
8	Ellen Baake	Institut für Mathematik und Informatik	Greifswald	Mutation-selection models: A large deviations approach
8	Jochen Blath	Universität Kaiserslautern	Kaiserslautern	Thick points of super-Brownian motion
8	Anton Bovier	WIAS-Berlin	Berlin	Aging in the random energy model
8	Jean-Dominique Deuschel	Technische Universität Berlin, Fak. II, Inst. f. Mathematik	Berlin	Dynamical entropic repulsion
8	Alison Etheridge	Magdalen College, University of Oxford	Oxford	Evolution in spatially continuous populations.
8	Jochen Geiger	Fachbereich Mathematik der Universität Kaiserslautern	Kaiserslautern	Limit theorems for branching processes in random environment
8	Barbara Gentz	Weierstraß-Institut für Angewandte Analysis und Stochastik	Berlin	Concentration of sample paths in stochastic slow--fast systems
8	Hans-Otto Georgii	Mathematisches Institut der LMU	München	Entropy-driven phase transitions in multitype lattice gas models
8	Andreas Greven	Math. Inst. Univ. Erlangen	Erlangen	Multitype population models
8	Steffen Grossmann	FB Mathematik, Institut für Stochastik, Goethe-Universität Frankfurt	Frankfurt/Main	Large deviations for optimal local sequence alignments
8	Lorens Imhof	RWTH Aachen, Institut für Statistik	Aachen	The long-run behavior of a stochastic replicator dynamics
8	Christof Külske	Weierstraß-Institut für Angewandte Analysis und Stochastik	Berlin	Selfaveraging of random diffraction measures
8	Volker Nollau	TU Dresden	Dresden	Statistical Methods of Model Selection for Moisture Retention Characteristics (MRC) (with H.-O. Müller, S. El-Shehawy)
8	Robert Offinger	Otto-von-Guericke-Universität Magdeburg	Magdeburg	On the generation of discrete isotropic orientation distributions for linear elastic polycrystals
8	Oliver Redner	Institut für Mathematik und Informatik, Universität Greifswald	Greifswald	Mutation-Selection Balance: Ancestors and a Maximum Principle
8	Michel Sortais	Institut für Mathematik, Fak.II, TU Berlin	Berlin	Large Deviations in the Langevin Dynamics of some disordered systems
8	Anja Sturm	Weierstraß-Institut für Angewandte Analysis und Stochastik	Berlin	A branching process in a random environment relating to SPDEs in higher dimensions
8	Pascal Vogt	University of Bath, Department of Mathematical Sciences	Bath	Collision local time of singular catalytic Super-Brownian Motion
8	Anja Voß-Böhme	TU Dresden	Dresden	Limit Theorems for the Heat Equation with Random Potential
8	Anita Winter	Mathematisches Institut	Erlangen	Particle Representation of Interacting Fisher-Wright diffusions and applications
8	Silvelyn Zwanzig	Uppsala Universitet , Matematiska Institutionen	Uppsala	Application of Errors-in-Variables Models in Astrometry
9	Harald Bauer	Universität Ulm	Ulm	Fluid Approximation for Controlled Queueing Networks
9	Nicole Bäuerle	Universität Ulm	Ulm	Portfolio Optimization in the presence of Markov-modulated volatilities
9	Hans Daduna	Universität Hamburg, Fachbereich Mathematik	Hamburg	Stabilization and throughput computation for large networks of queues in discrete time
9	Ophelia Engelhardt-Funke	TU-Clausthal	Clausthal-Zellerfeld	Structural Results on Routing Aircrafts to Two Runways
9	Geert Jan Franx	Vrije Universiteit Amsterdam, Faculteit Wiskunde en Informatica	Amsterdam	A simple solution for the M/D/c waiting time distribution
9	Stefan Haar	INRIA	Rennes	Probability and Parallelism: Non-Sequential Stochastic Processes
9	Frank Heyde	Martin-Luther Universität Halle-Wittenberg, Wirtschaftswissenschaftliche Fakultät	Halle (Saale)	Stochastic optimal control problems and non-continuous viscosity solutions of the HJB equation
9	Regina Hildenbrandt	TU Ilmenau	Ilmenau	DA problems with distance properties and an expanded conception of optimal monotone/dominant policies
9	Peter Karasz	John von Neumann Faculty of Informatics, Budapest Polytechnic	Budapest	On a Class of Retrial Systems with Uniformly Distributed Service Time
9	Michael Kolonko	Institut für Mathematik	Clausthal-Zellerfeld	Solving a sequential optimization problem with stochastic evolutionary algorithms
9	Kurt Majewski	Siemens AG., CT SE 6	München	Minimizing paths of Jackson networks
9	Christian Malchin	Universität Hamburg, FB Mathematik, Schwerpunkt Math. Stoch. und Stochastische Prozesse	Hamburg	On the conditional structure of sojourn-times
9	Peter Neumann	Technische Universität Dresden, Institut für Mathematische Stochastik	Dresden	Randomized stopping times in stopping games of Dynkin type
9	Zdzis³aw Porosiñski	Institute of Mathematics, Wroc³aw University of Technology	Wroc³aw	On best choice problems having similar solutions
9	Ulrich Rieder	Universität Ulm	Ulm	Portfolio Optimization under Different Information Structures
9	Thilo Roßberg	Universität Ulm	Ulm	Mean-Variance Hedging in Jump-Diffusion Markets : An LQ-Approach
9	Wolfgang Runggaldier	Dipartimento di Matematica Pura ed Applicata, Università di Padova	Padova	On optimal investment strategies under model uncertainty
9	Sabine Schlegel	EURANDOM	Eindhoven	Subexponential asymptotics for cyclic queues
9	Ronald Schurath	BTU Cottbus	Cottbus	The optimality equation and epsilon-optimal strategies in Markov games with average reward criterion
9	Maike Schwarz	Universität Hamburg, Fachbereich Mathematik	Hamburg	Zur Rolle von Optionen beim Risikomanagement in Supply Chains
9	Manfred Schäl	Inst. Angew. Math., Univers. Bonn	Bonn	Discrete-time dynamic programming for the ruin probability
9	Robert Simon	Institut für Mathematische Stochastik, Göttingen	Göttingen	The Common Prior Assumption in Belief Spaces
9	Janos Sztrik	University of Debrecen, Hungary	Debrecen	Asymptotic methods in modelling Markov-modulated finite-source queueing systems
9	Henk C. Tijms	Vrije University, Dept. of Econometrics and Operations Research	Amsterdam	Computing the transient reward distribution in continuous-time Markov chains
9	Silvia Vogel	TU Ilmenau, Institut für Mathematik	Ilmenau	On Stability of Multistage Stochastic Programs
9	Karl-Heinz Waldmann	Univ. Karlsruhe	Karlsruhe	On Markov decision processes with an absorbing set
10	Andreas Brandt	Institut für Operations Research, Humboldt-Universität zu Berlin	Berlin	On the Moments of Overflow and Freed Carried Traffic for the GI/M/C/0 System
10	Richard A. Davis	Colorado State University	Ft. Collins, CO	Maximum Likelihood Estimation for All-Pass Time Series Models
10	Erik A. van Doorn	University of Twente	Enschede	Rates of convergence for birth-death processes
10	Leonid Galtchouk	Department of Mathematics, Strasbourg University	Strasbourg, France	On uniform asymptotic normality of sequential estimators for the parameters in stable autoregressive processes
10	Karsten Keller	Institut für Mathematik und Informatik	Greifswald	Symbolic analysis of high-dimensional time series
10	Uwe Küchler	Humboldt-Universität zu Berlin, Institut für Mathematik	Berlin	Stochastic Differential Equations with Memory as Time Continuous Counterpart of AR(m)-Sequences
10	Volker Reitmann	OvG Magdeburg/ MPI-PKS Dresden	Dresden	Estimation of bifurcation parameters in dynamics of elastic-plastic systems via time-series analysis of Lyapunov functionals
10	Markus Reiß	Humboldt-Universität zu Berlin, Institut für Mathematik	Berlin	Nonparametric estimation for stochastic delay differential equations.
10	Helmut Rieder	Universität Bayreuth	Bayreuth	Robust estimation for time series models based on infinitesimal neighborhoods
10	Rainer von Sachs	Institut de statistique, Université catholique de Louvain	Louvain-la-Neuve	Forecasting non-stationary time series by wavelet process modelling
10	Fabio Spizzichino	Department of Mathematics, University La Sapienza	Rome	Birth processes and random partitions of intervals
10	Ryszard Szekli	Mathematical Institute, Wroclaw University	Wroclaw	On dependence orderings for stationary point processes on R
10	Katharina Wittfeld	Universität Greifswald, Institut für Mathematik und Informatik	Greifswald	Ordinal time series analysis with application to EEG-data
10	Jeannette Woerner	OCIAM, Mathematical Institute	Oxford OX1 3LB	Statistical analysis for discretely observed L'{e}vy processes
11	Bronislaw Ceranka	Agricultural University of Poznan	Poznan	Optimum chemical balance weighing design with diagonal variance-covariance matrix of errors (together with: Malgorzata Graczyk)
11	Holger Dette	Institut für Mathematik, Ruhr-Universität Bochum	Bochum	Optimal designs for multivariate polynomials, continued fractions and some applications to random matrices
11	Maria Teresa Gallegos	Fak. für Math. und Informatik, Universität Passau	Passau	Maximum Likelihood Clustering with Outliers
11	Michael Hamers	Universität Stuttgart, Mathematisches Institut A	Stuttgart	How well can a regression function be estimated if the distribution of the (random) design is concentrated on a finite set?
11	Angelika van der Linde	Universität Bremen, FB 3, Institut für Statistik	Bremen	Mutual information: a key concept in multivariate analysis
11	Karl Mosler	Universität zu Köln, Seminar für Wirtschafts- und Sozialstatistik	Köln	Multivariate central regions and depth: The lift zonoid approach
11	Gerhard Osius	Universität Bremen, Fachbereich 3, Institut für Statistik	Bremen	Association between random vectors: characterization and models
11	Julia Schmelz	Zentrum Mathematik, TU München	München	Estimation for the Multivariate Ordered Probit Model with Markov Chain Monte Carlo Methods
11	Ulrich Stadtmüller	Universität Ulm	Ulm	Generalized functional linear models
12	Peter Bank	Humboldt-Universität zu Berlin	Berlin	Optimal consumption choice in the presence of durable and perishable goods
12	Karsten Brückner	Universität Magdeburg, Institut für Mathematische Stochastik	Magdeburg	Return distributions and Risk-return profiles for future time-intervals in the classical Black-Scholes model
12	Felix Esche	TU Berlin	Berlin	Preservation of the L'evy Property under an Optimal Change of Measure
12	Kurt Helmes	Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, Institut für Operations Research	Berlin	Pricing Perpetual Russian Options Using Linear Programming
12	Klaus Th. Hess	TU Dresden, Inst. f. Math. Stochastik	Dresden	An Extension of Panjer's Recursion
12	Juri Hinz	TU Dresden, Fachrichtung Mathematik, Institut für Mathematische Stochastik	Dresden	A production--based approach to valuation of electricity derivatives
12	Jan Kallsen	Institut für Mathematische Stochastik, Universität Freiburg	Freiburg	Neutral Derivative Pricing in Incomplete Markets
12	Rüdiger Kiesel	London School of Economics, Department of Statistics	London	Modelling credit risk: Theory and applications
12	Claudia Klüppelberg	Technische Universität München, Lehrstuhl für Mathematische Statistik	München	Optimal Portfolios when stock prices follow an exponential Lévy Process
12	Ralf Korn	Universität Kaiserslautern	Kaiserslautern	Neue Ergebnisse aus der Portfolio-Optimierung
12	Erhard Kremer	Schwerpunkt Stochastik, Fachbereich Mathematik, Universität Hamburg	Hamburg	Generalized dynamic credibility.
12	Christoph Kühn	Zentrum Mathematik, TU München	München	Game contingent claims in complete and incomplete markets
12	Alexander Lindner	Zentrum Mathematik, TU München	München	Tail behavior of the density of the Delta-Gamma model
12	Alfred Müller	Institut für Wirtschaftstheorie und OR	Karlsruhe	Dependence orders and their applications in insurance and finance
12	Volkert Paulsen	Mathematisches Seminar Universität Kiel	Kiel	On Optimal Stopping and its Application to Mathematical Finance
12	Hanspeter Schmidli	Laboratory of Actuarial Mathematics, University of Copenhagen	Copenhagen Ø	On minimising the ruin probability by investment and reinsurance
12	Rafael Schmidt	Universität Ulm, Abt. Zahlentheorie/Wahrscheinlichkeitstheorie	Ulm	Tail dependence for elliptically contoured distributions
12	Wolfgang Stummer	Institut für Mathematische Stochastik, Universität Karlsruhe	Karlsruhe	On a Decision Risk Reduction for Asset Price Models
12	Martina Zähle	Fakultät für Mathematik und Informatik, FSU Jena	Jena	Long range dependence, no arbitrage and the Black-Scholes formula
13	Ehrhard Behrends	FU Berlin, FB Math. u. Inf.	Berlin	Das Paradoxon von Parrondo
13	F. Thomas Bruss	Universite Libre de Bruxelles	Brüssel	Optimal Stopping on Patterns in Strings
13	Rudolf Grübel	Institut für Mathematische Stochastik	Hannover	Discrete Extremes and Small Fluctuations in the Analysis of Algorithms
13	Sonja Kuhnt	Fachbereich Statistik, Universität Dortmund	Dortmund	Outliers in Generalized Linear Models
13	Lutz Mattner	Department of Statistics, University of Leeds	Leeds	Sums of independent random variables: homomorphisms and optimal inequalities
13	Franz Merkl	Universität Bielefeld	Bielefeld	Recent Results in Scenery Reconstruction
13	Jörg Pawlitschko	Fachbereich Statistik, Universität Dortmund	Dortmund	Median-based rules for outlier identification in samples from an exponential distribution
13	Rainer Schwabe	Institut für Medizinische Biometrie, Universität Tübingen	Tübingen	Effiziente Planung von Paarvergleichen bei beschränkter Profilstärke
13	Parminder Singh	G.N.D.University, Dept. Mathematics	Amritsar	A class of selection procedures for selecting good populations
13	Heinz Klaus Strick	Landrat-Lucas-Gymnasium	Leverkusen	Einsatz von EXCEL im Stochastikunterricht