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Department of Mathematics

Columbia House

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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**Read our blog: ** http://blogs.lse.ac.uk/maths/

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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):

- 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 - 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, Andrew (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 - 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 - 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. - An approximate version of the tree packing conjecture

Böttcher, Julia, Hladký, Jan, Piguet, Diana and Taraz, Anusch (2016) An approximate version of the tree packing conjecture. Israel Journal of Mathematics, 211 (1). pp. 391-446. ISSN 0021-2172 - Tight cycles and regular slices in dense hypergraphs

Allen, Peter, Böttcher, Julia, Cooley, Oliver and Mycroft, Richard (2016) Tight cycles and regular slices in dense hypergraphs. Journal of Combinatorial Theory, Series A . ISSN 0097-3165 (In Press) - Chromatic thresholds in dense random graphs

Allen, Peter, Böttcher, Julia, Griffiths, Simon, Kohayakawa, Yoshiharu and Morris, Robert (2016) Chromatic thresholds in dense random graphs. Random Structures & Algorithms . ISSN 1098-2418 (In Press) - Chromatic thresholds in sparse random graphs

Allen, Peter, Böttcher, Julia, Griffiths, Simon, Kohayakawa, Yoshiharu and Morris, Robert (2016) Chromatic thresholds in sparse random graphs. Random Structures & Algorithms . ISSN 1098-2418 (In Press) - Triangle-free subgraphs of random graphs

Allen, Peter, Böttcher, Julia, Kohayakawa, Yoshiharu and Roberts, Barnaby (2016) Triangle-free subgraphs of random graphs. Combinatorics, Probability and Computing . ISSN 0963-5483 (In Press)

**Previous Publications:**

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

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.

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