Person:1039171

Available identifiers

zbMath Open salminen.paavo-hMaRDI QIDQ1039171

List of research outcomes

Publication	Date of Publication	Type
Diffusion spiders: Green kernel, excessive functions and optimal stopping	2024-01-09	Paper
Probabilistic aspects of Jacobi theta functions	2023-03-10	Paper
On a first hit distribution of the running maximum of Brownian motion	2022-06-20	Paper
On occupation times of one-dimensional diffusions	2021-06-08	Paper
On the maximum increase and decrease of one-dimensional diffusions	2020-09-02	Paper
On first exit times and their means for Brownian bridges	2019-10-07	Paper
Optimal stopping of oscillating Brownian motion	2019-09-19	Paper
Impulse control and expected suprema	2019-09-16	Paper
On the local time process of a skew Brownian motion	2019-08-07	Paper
On optimal stopping of multidimensional diffusions	2019-06-28	Paper
On moments of integral exponential functionals of additive processes	2019-02-20	Paper
Optimal stopping of Brownian motion with broken drift	2018-11-14	Paper
On Exponential Functionals of Processes with Independent Increments	2018-10-25	Paper
Multidimensional investment problem	2018-03-01	Paper
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion	2017-12-01	Paper
Irreversible investment under Lévy uncertainty: an equation for the optimal boundary	2016-05-17	Paper
Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory	2016-04-13	Paper
On fractional Ornstein-Uhlenbeck processes	2016-03-04	Paper
Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit	2015-04-08	Paper
Riesz representation and optimal stopping with two case studies	2013-09-10	Paper
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes	2013-04-05	Paper
Optimal stopping of strong Markov processes	2013-03-06	Paper
Optimal stopping, Appell polynomials, and Wiener–Hopf factorization	2012-01-03	Paper
On the excursions of reflected local-time processes and stochastic fluid queues	2011-10-25	Paper
On Dufresne's Perpetuity, Translated and Reflected	2010-08-02	Paper
Optimal stopping, Appell polynomials and Wiener-Hopf factorization representations of excessive functions of L\'evy processes	2010-02-19	Paper
On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations	2009-11-20	Paper
On maximum increase and decrease of Brownian motion	2009-09-17	Paper
Analysis of stochastic fluid queues driven by local-time processes	2009-02-16	Paper
On the excursion theory for linear diffusions	2009-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q3536265	2008-11-21	Paper
https://portal.mardi4nfdi.de/entity/Q5436617	2008-01-17	Paper
Tanaka Formula for Symmetric Lévy Processes	2007-10-31	Paper
Optimal stopping of Hunt and Lévy processes	2007-03-30	Paper
Perpetual integral functionals as hitting and occupation times	2006-11-03	Paper
A note on occupation times of stationary processes	2006-11-03	Paper
A note on a.s. finiteness of perpetual integral functionals of diffusions	2006-11-03	Paper
An occupation time identity for reflecting Brownian motion with drift	2006-01-26	Paper
On first range times of linear diffusions	2005-12-14	Paper
A note on a.s. finiteness of perpetual integral functionals of diffusions	2005-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q5695293	2005-10-11	Paper
Diffusion local time storage	2005-08-05	Paper
Properties of perpetual integral functionals of Brownian motion with drift	2005-08-04	Paper
A storage process with local time input	2004-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q3150773	2002-10-20	Paper
On busy periods of the unbounded Brownian storage	2002-03-26	Paper
https://portal.mardi4nfdi.de/entity/Q2732674	2001-08-09	Paper
https://portal.mardi4nfdi.de/entity/Q4489977	2000-07-12	Paper
https://portal.mardi4nfdi.de/entity/Q4220132	1998-11-22	Paper
https://portal.mardi4nfdi.de/entity/Q4877611	1996-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q4714465	1996-11-06	Paper
On the ultimate value of local time of one-dimensional super-Brownian motion	1996-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q4322819	1995-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q4322824	1995-02-13	Paper
On the distribution of supremum of diffusion local time	1994-09-20	Paper
Cutting Markovian trees	1994-03-14	Paper
On a first passage problem for branching Brownian motions	1993-08-08	Paper
A ratio limit theorem for erased branching Brownian motion	1993-01-16	Paper
On multiplicative excessive functions of a branching Brownian motion	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3357227	1989-01-01	Paper
On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary	1988-01-01	Paper
On the joint distribution of the maximum and its location for a linear diffusion	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3779541	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3685792	1985-01-01	Paper
Optimal Stopping of One-Dimensional Diffusions	1985-01-01	Paper
One-dimensional diffusions and their exit spaces.	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3221148	1984-01-01	Paper
On conditional Ornstein–Uhlenbeck processes	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3732654	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3344940	1983-01-01	Paper
Mixing markovian laws; with an application to path decompositions†	1983-01-01	Paper
Martin boundaries for some space-time Markov processes	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3923360	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3873280	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4187117	1979-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Paavo H. Salminen