| U. Foryś | Professor Wiesław Szlenk (1935-1995) | 1-20 |
G. Busoni
A. Palczewski | Dynamics of a two sex population with gestation period | 21-34 |
T. Nowicki
R. Kołodziej | The stability of a plane engine | 35-44 |
M. Lachowicz
D. Wrzosek | A nonlocal coagulation-fragmentation model | 45-66 |
| R. Rudnicki | Markov operators: applications to diffusioc process and population dynamics | 67-79 |
| A. Marciniak | Diffusion limit for the phenomenon of random genetic drift | 81-101 |
U. Foryś
N. Żołek | Complementary analysis of the initial value problem for a system of o.d.e. modelling the immune system after vaccinations | 103-111 |
U. Foryś
M. Bodnar | Periodic dynamics in a model of immune system | 113-126 |
| B. Rhanizar | On Henrici’s transformation in optimization | 127-141 |
Ł. Stettner
E. Drabik | On adaptive control of Markov chains using nonparametric estimation | 143-152 |
| J. Koko | A conjugate gradient method with quasi-Newton approximation | 153-165 |
R. Cavazos-Cadena
R. Montes-de-Oca | Optimal stationary policies in risk-sensitive dynamic programs with finite state space and nonnegative rewards | 167-185 |
M. Hounkonnou
S. Belmehdi
A. Ronveaux | Linearization of arbitrary products of classical orthogonal polynomials | 187-196 |
D. Szynal
P. Pawlas | Characterizations of the inverse weibull distribution and generalized extreme value distributions by moments of k th record values | 197-202 |
| J. Rencławowicz | Global existence and blow-up for a completely coupled Fujita type system | 203-218 |
B. Glanc
A. Jakubowicz | Application of the Weyl curvature tensor to description of the generalized Reissner–Nordstrøm space-time | 219-223 |
V. Monsan
M. N’zi | Minimum distance estimator for a hyperbolic stochastic partial differential equation | 225-238 |
S. Farag
M. Farag | On an optimal control problem for a quasilinear parabolic equation | 239-250 |
Z. Porosiński
K. Szajowski | Random priority two-person full-information best choice problem with imperfect observation | 251-263 |
Ł. Stettner
T. Duncan
B. Pasik-Duncan | Adaptive control of discrete time Markov processes by the large deviations method | 265-285 |
| S. Tindel | SPDEs with pseudodifferential generators: the existance of a density | 287-308 |
| W. Popiński | Orthogonal series regression estimators for an irregularly spaced design | 309-318 |
P. Mucha
W. Zajączkowski | On local existence of solutions of the free boundary problem for an incompressible viscous self-gravitating fluid motion | 319-333 |
A. Dawidowicz
A. Czapkiewicz | The two-dimensional linear relation in the errors-in-variables model with replication of one variable | 335-342 |
F. Luque-Vásquez
O. Vega-Amaya | Sample-path average cost optimality for semi-Markov control process on Boreal spaces: unbounded costs and mean holding times | 343-367 |
| I. Argyros | The effect of rounding errors on a certain class of iterative methods | 369-375 |
U. Bronowicka-Mielniczuk
J. Mielniczuk
T. Przybysz | Efficiency of cropping system designs via base contrast | 377-384 |
| A. Nowak | Some remarks on equilibria in semi-Markov games | 385-394 |
| W. Połowczuk | Nonzero-sum semi-Markov games with countable state spaces | 395-402 |
| M. Ageel | Variance upper bounds and a probability inequality for discrete α-unimodality | 403-410 |
| P. Sztuba | Pricing polish three-year bonds in the HJM framework | 411-417 |
| J. Piasecka | Discrete time arbitrage under transaction costs | 419-436 |
| S. Trybuła | Minimax mutual prediction | 437-444 |
| W. Popiński | Convergence rates of orthogonal series regression estimators | 445-454 |
| V. Borkar | The value function in ergodic control of diffusion processes with partial observations II | 455-464 |
A. Raczyński
T. Nadzieja | Radially symmetric solutions of the Poisson–Boltzmann equation with a given energy | 465-473 |
D. Szynal
K. Morris | Goodness-of-fit tests based on characterizations of continuous distributions | 475-488 |
O. Hernández-Lerma
J. Lasserre | On the classification of Markov chains via occupation measures | 489-498 |
Prosimy o przesyłanie uwag na adres bwm@icm.edu.pl