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Department of Mathematics
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London School of Economics
Houghton Street
London WC2A 2AE, UK

Email: maths.info@lse.ac.uk
Tel: +44(0)207 955 7732/7925
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Current Publications

Below you can find a list of the Department's recent research publications (this information is generated by an RSS feed from LSE Research Online, and shows the most recent 20 publications (either published, or accepted for publication):

Lower bounds on the redundancy in computations from random oracles via betting strategies with restricted wagers
Barmpalias, George, Lewis-Pye, Andy and Teutsch, Jason (2016) Lower bounds on the redundancy in computations from random oracles via betting strategies with restricted wagers. Information and Computation, 251 . ISSN 0890-5401
Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems
Çetin, Umut and Danilova, Albina (2016) Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems. Annals of Applied Probability, 26 (4). pp. 1996-2029. ISSN 1050-5164
Bayesian switching multiple disorder problems
Gapeev, Pavel V. (2016) Bayesian switching multiple disorder problems. Mathematics of Operations Research, 141 (3). pp. 1108-1124. ISSN 0364-765X
Unperturbed Schelling segregation in two or three dimensions
Barmpalias, George, Elwes, Richard and Lewis-Pye, Andy (2016) Unperturbed Schelling segregation in two or three dimensions. Journal of Statistical Physics, 164 (6). pp. 1460-1487. ISSN 0022-4715
Stable laws and Beurling kernels
Ostaszewski, Adam, Goldie, C.M. and Mijatović , A (2016) Stable laws and Beurling kernels. Advances in Applied Probability, 48 (A). pp. 239-248. ISSN 0001-8678
The sound of silence: equilibrium filtering and optimal censoring in financial markets
Gietzmann, Miles B., Ostaszewski, Adam, Goldie, C.M. and Mijatović , A (2016) The sound of silence: equilibrium filtering and optimal censoring in financial markets. Advances in Applied Probability, 48 (A). pp. 119-144. ISSN 0001-8678
Multi-category classifiers and sample width
Anthony, Martin and Ratsaby, Joel (2016) Multi-category classifiers and sample width. Journal of Computer and System Sciences, 82 (8). pp. 1223-1231. ISSN 0022-0000
Optimal asymptotic bounds on the oracle use in computations from Chaitin’s Omega
Barmpalias, George, Fang, Nan and Lewis-Pye, Andy (2016) Optimal asymptotic bounds on the oracle use in computations from Chaitin’s Omega. Journal of Computer and System Sciences, 82 (8). pp. 1283-1299. ISSN 0022-0000
Beurling moving averages and approximate homomorphisms
Bingham, N. H. and Ostaszewski, Adam (2016) Beurling moving averages and approximate homomorphisms. Indagationes Mathematicae, 27 (3). pp. 601-633. ISSN 0019-3577
Duality theory for portfolio optimisation under transaction costs
Czichowsky, Christoph and Schachermayer, Walter (2016) Duality theory for portfolio optimisation under transaction costs. Annals of Applied Probability, 26 (3). pp. 1888-1941. ISSN 1050-5164
On the Bezout equation in the ring of periodic distributions
Rupp, Rudolf and Sasane, Amol (2016) On the Bezout equation in the ring of periodic distributions. Topological Algebra and its Applications, 4 (1). pp. 1-8. ISSN 2299-3231
Homomorphisms from functional equations: the Goldie equation
Ostaszewski, Adam (2016) Homomorphisms from functional equations: the Goldie equation. Aequationes Mathematicae, 90 (2). pp. 427-448. ISSN 0001-9054
Irreversible capital accumulation with economic impact
Al Motairi, Hessah and Zervos, Mihail (2016) Irreversible capital accumulation with economic impact. Applied Mathematics & Optimization . ISSN 0095-4616
Recursive inspection games
von Stengel, Bernhard (2016) Recursive inspection games. Mathematics of Operations Research, 41 (3). pp. 935-952. ISSN 0364-765X
Markov bridges: SDE representation
Çetin, Umut and Danilova, Albina (2016) Markov bridges: SDE representation. Stochastic Processes and Their Applications, 126 (3). pp. 651-679. ISSN 0304-4149
Quadratization of symmetric pseudo-Boolean functions
Anthony, Martin, Boros, Endre, Crama, Yves and Gruber, Aritanan (2016) Quadratization of symmetric pseudo-Boolean functions. Discrete Applied Mathematics, 203 . pp. 1-12. ISSN 0166-218X
Perpetual American options in diffusion-type models with running maxima and drawdowns
Gapeev, Pavel V. and Rodosthenous, Neofytos (2016) Perpetual American options in diffusion-type models with running maxima and drawdowns. Stochastic Processes and Their Applications, 16 (3). pp. 318-331. ISSN 0304-4149
Unit vector games
von Stengel, Bernhard and Savani, Rahul (2016) Unit vector games. International Journal of Economic Theory, 12 (1). pp. 7-27. ISSN 1742-7363
Sets of unit vectors with small subset sums
Swanepoel, Konrad (2016) Sets of unit vectors with small subset sums. Transactions of the American Mathematical Society, 368 (10). pp. 7153-7188. ISSN 0002-9947
Counting the number of ways a gas can fill a room
Davies, Ewan (2016) Counting the number of ways a gas can fill a room. Maths at LSE (14 Jan 2016) Blog Entry.

Previous Publications:

2015, 2014, 2013, 2012, 2011, 2010, 2009, 2008, 2007, 2006, 2005, 2004, 2003, 2002, 2001 & 2000

CDAM Research Report Series 1991 - 2009

Here you can find a list of the 370+ titles in the Department's former research report series, along with details about how to download or request a copy.