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Publications

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2008

Contribution to journal

Jensen, E. B. V. & Rataj, J. (2008). A rotational integral formula for intrinsic volumes. Advances in Applied Mathematics, 41(4), 530-560. https://doi.org/10.1016/j.aam.2008.03.004
Hobolth, A., Uyenoyama, M. K. & Wiuf, C. (2008). Importance sampling for the infinite sites model. Statistical Applications in Genetics and Molecular Biology, 7(1). https://doi.org/10.2202/1544-6115.1400
Baudoin, F., Hairer, M. & Teichmann, J. (2008). Ornstein-Uhlenbeck processes on Lie groups. Journal of Functional Analysis, 255(4), 877-890. https://doi.org/10.1016/j.jfa.2008.05.004
Baudoin, F. & Coutin, L. (2008). Self-similarity and fractional Brownian motions on lie groups. Electronic Journal of Probability, 13, 1120-1139. https://doi.org/10.1214/EJP.v13-530
Basse-O'Connor, A. (2008). Gaussian moving averages and semimartingales. Electronic Journal of Probability, 13, 1140-1165.
Bakry, D., Baudoin, F., Bonnefont, M. & Chafaï, D. (2008). On gradient bounds for the heat kernel on the Heisenberg group. Journal of Functional Analysis, 255(8), 1905-1938. https://doi.org/10.1016/j.jfa.2008.09.002
Asmussen, S., Fiorini, P., Lipsky, L., Rolski, T. & Sheahan, R. (2008). Asymptotic behaviour of total times for jobs that must start over if a failure occurs. Mathematics of Operations Research, 33(4), 932-944. https://doi.org/10.1287/moor.1080.0329
Asmussen, S., Madan, D. & Pistorius, M. (2008). Pricing equity default swaps under an approximation to the CGMY Lévy model. Journal of Computational Finance, 11(2), 79-93.
Andersen, K., Louveaux, Q. & Weismantel, R. (2008). Certificates of linear mixed integer infeasibility. Operations Research Letters, 36/6, 734-738. https://doi.org/10.1016/j.orl.2008.08.003
Andersen, K. & Weismantel, R. (2008). Mixed integer linear sets. SIAG/OPT Views-and-News, 19(2), 8-14.
Andersen, L. N. & Asmussen, S. (2008). Parallel computing, failure recovery and extreme values. Journal of Statistical Theory and Practice, 2(2), 279-292.

2007

Thesis

2007

Working Paper

Asmussen, S., Fiorini, P., Lipsky, L., Rolski, T. & Sheahan, R. (2007). Asymptotic behavior of total times For jobs that must start over if a failure occurs. Department of Mathematical Sciences , University of Aarhus.
Andersen, L. N. & Asmussen, S. (2007). Parallel computing, failure recovery, and extreme values. Department of Mathematical Sciences , University of Aarhus.

2007

Contribution to conference

2007

Contribution to book anthology

Labouriau, R., Østergaard, M., Ernst, A., Thorsgaard, N., Overvad, H., Autrup, H. & Andersen, V. (2007). COX-2 and MDR1 gene variants are associated with both Crohns disease and lucerative colitis in Danish patients. In Proceedings of DDW
Klose, A. (2007). An LP-based heuristic for the fixed charge transportation problem. In Operations Research in the Service Industry: International Annual Conference of the German Operations Research Society (pp. 103). Universitaet des Saarlandes.
Goertz, S. & Klose, A. (2007). The single-sink fixed-charge transportation problem: Applications and solution methods. In Management logistischer Netzwerke: Entscheidungsunterstützung, Informationssysteme und OR-Tools (pp. 383-406). Physica-Verlag.
Andersen, K., Louveaux, Q., Weismantel, R. & Wolsey, L. (2007). Inequalities from two rows of a simplex tableau. In M. Fischetti & D. P. Williamson (Eds.), 12th International IPCO Conference, Proceedings (pp. 1-15). Springer. https://doi.org/10.1007/978-3-540-72792-7_1
Jensen, E. B. V., Jónsdóttir, K. Ý., Schmiegel, J. & Barndorff-Nielsen, O. E. (2007). Spatio-temporal modelling: with a view to biological growth. In B. Finkenstadt, L. Held & V. Isham (Eds.), Statistical methods for spatio-temporal systems (pp. 47-76). Chapman /.

2007

Book anthology

Asmussen, S. & Glynn, P. W. (2007). Stochastic simulation: algorithms and analysis. Springer. Stochastic modelling and applied probability Vol. 57

2007

Contribution to journal

Klose, A. & Görtz, S. (2007). A branch-and-price algorithm for the capacitated facility location problem. European Journal of Operational Research, 179(3), 1109-1125. https://doi.org/10.1016/j.ejor.2005.03.078
Baudoin, F. & Hairer, M. (2007). A version of Hörmander's theorem for the fractional Brownian motion. Probability Theory and Related Fields, 139(3-4), 373-395. https://doi.org/10.1007/s00440-006-0035-0
Asmussen, S. & Pihlsgård, M. (2007). Loss rates for Lévy processes with two reflecting barriers. Mathematics of Operations Research, 32, 308-321.
Andersen, L. D., Zieger, K., Real, F. X., Malats, N., Carrato, A., Hurst, C., Kotwal, S., Knowles, M., Malmstrom, P.-U., de la Torre, M., Wester, K., Allory, Y., Vordos, D., Caillault, A., Radvanyi, F., Hein, A.-M. K., Jensen, J. L., Jensen, K. M.-E., Marcussen, N. & Ørntoft, T. F. (2007). Gene expression signatures predict outcome in non-muscle invasive bladder carcinoma - a multi-center validation study. Clinical Cancer Research, 13(12), 3545-51. https://doi.org/10.1158/1078-0432.CCR-06-2940

2006

Working Paper