The following pages link to Esko Valkeila (Q180719):
Displayed 50 items.
- (Q688384) (redirect page) (← links)
- Goodness of fit problem and scanning innovation martingales (Q688385) (← links)
- Convergence of classes of subpramarts and games which become better with time (Q805062) (← links)
- When does fractional Brownian motion not behave as a continuous function with bounded variation? (Q990924) (← links)
- (Q1119266) (redirect page) (← links)
- On the Hellinger type distances for filtered experiments (Q1119267) (← links)
- Uniform convergence of martingales in the branching random walk (Q1184082) (← links)
- Optional sampling of submartingales with scanned index sets (Q1187525) (← links)
- Adaptive prediction and reverse martingales (Q1201889) (← links)
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions (Q1304018) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- First hitting place distributions for two-dimensional Wiener processes (Q1580826) (← links)
- Integration questions related to fractional Brownian motion (Q1591371) (← links)
- An isometric approach to generalized stochastic integrals (Q1592269) (← links)
- Time-localization of random distributions on Wiener space. II: Convergence, fractional Brownian density processes (Q1611283) (← links)
- Mixed fractional Brownian motion (Q1611573) (← links)
- Martingale transforms and Girsanov theorem for long-memory Gaussian processes (Q1612950) (← links)
- Quadratic approximation for log-likelihood ratio processes (Q1703896) (← links)
- Statistical inference with fractional Brownian motion (Q1779000) (← links)
- A general class of exponential inequalities for martingales and ratios (Q1807186) (← links)
- Information processes for semimartingale experiments (Q1872330) (← links)
- Divergence criteria for random series related to the Azéma-Emery martingale process (Q1907443) (← links)
- On a multidimensional martingale with given conditional covariance structure (Q1917620) (← links)
- The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes (Q1960923) (← links)
- On some maximal inequalities for fractional Brownian motions (Q1962161) (← links)
- Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
- Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (Q2392829) (← links)
- An extension of the Lévy characterization to fractional Brownian motion (Q2431515) (← links)
- Random variables as pathwise integrals with respect to fractional Brownian motion (Q2444645) (← links)
- Martingale Models of Stochastic Approximation and Their Convergence (Q2711124) (← links)
- (Q2743918) (← links)
- A Short Rate Model Using Ambit Processes (Q2841800) (← links)
- Robust replication in <i>H</i>-self-similar Gaussian market models under uncertainty (Q3086113) (← links)
- (Q3114264) (← links)
- INITIAL ENLARGEMENT IN A MARKOV CHAIN MARKET MODEL (Q3173997) (← links)
- (Q3221105) (← links)
- (Q3400721) (← links)
- (Q3536265) (← links)
- (Q3536291) (← links)
- On hedging European options in geometric fractional Brownian motion market model (Q3576391) (← links)
- (Q3683288) (← links)
- A Note on One-Dimensional Distances between Two Counting Processes (Q3702215) (← links)
- An integral representation for the Hellinger distance. (Q3771346) (← links)
- On the Levy-Prokhorov distance between counting processes (Q3823557) (← links)
- A general poisson approximation theorem (Q3952901) (← links)
- (Q3973445) (← links)
- A prohorov bound for a poisson process and an arbitrary counting process with some applications (Q3986612) (← links)
- (Q3990045) (← links)
- (Q4251559) (← links)
- (Q4251576) (← links)