Tommi Sottinen

Available identifiers

zbMath Open sottinen.tommiMaRDI QIDQ218414

List of research outcomes

Publication	Date of Publication	Type
On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands	2024-04-02	Paper
Long-range dependent completely correlated mixed fractional Brownian motion	2024-03-04	Paper
Efficient simulation of mixed boundary value problems and conformal mappings	2023-12-23	Paper
Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes	2023-11-16	Paper
Transfer principle for fractional Ornstein-Uhlenbeck processes	2023-11-01	Paper
Prediction of Gaussian Volterra Processes with Compound Poisson Jumps	2023-10-09	Paper
On the existence and regularity of local times	2022-11-02	Paper
Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets	2022-10-18	Paper
On optimal prediction of missing functional data with memory	2022-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q5074168	2022-05-09	Paper
DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS	2021-06-18	Paper
Efficient simulation of the Schrödinger equation with a piecewise constant positive potential	2021-03-02	Paper
Integration-by-parts characterizations of Gaussian processes	2021-02-17	Paper
Yukawa potential, panharmonic measure and Brownian motion	2020-03-20	Paper
Prediction law of mixed Gaussian Volterra processes	2020-01-20	Paper
Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law	2019-08-21	Paper
CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS	2018-04-11	Paper
Prediction law of fractional Brownian motion	2017-12-22	Paper
Hedging in fractional Black-Scholes model with transaction costs	2017-10-06	Paper
Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence	2017-08-14	Paper
On the conditional small ball property of multivariate Lévy-driven moving average processes	2017-02-14	Paper
Stochastic analysis of Gaussian processes via Fredholm representation	2017-02-07	Paper
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model	2016-11-15	Paper
Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions	2016-11-15	Paper
Pathwise integrals and Itô-Tanaka formula for Gaussian processes	2016-06-27	Paper
Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise	2016-03-01	Paper
Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems	2016-02-16	Paper
Efficient simulation of Schr\"odinger equation with piecewise constant positive potential	2015-12-03	Paper
Obituary: Esko Valkeila 1951--2012	2014-11-18	Paper
Necessary and sufficient conditions for Hölder continuity of Gaussian processes	2014-11-03	Paper
Generalized Gaussian bridges	2014-09-02	Paper
Lipschitz conditions for $\operatorname{Sub}_{𝜙}(Ω)$-processes and applications to weakly self-similar processes with stationary increments	2012-02-19	Paper
Fractional Processes as Models in Stochastic Finance	2011-08-08	Paper
Conditional Full Support of Gaussian Processes with Stationary Increments	2011-07-08	Paper
Robust replication in H-self-similar Gaussian market models under uncertainty	2011-03-29	Paper
Parameter estimation for stochastic equations with additive fractional Brownian sheet	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3398613	2009-09-29	Paper
Pricing by hedging and no-arbitrage beyond semimartingales	2009-08-08	Paper
https://portal.mardi4nfdi.de/entity/Q5436606	2008-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q5430704	2007-12-16	Paper
On the equivalence of multiparameter Gaussian processes	2007-02-14	Paper
Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach	2006-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q4677206	2005-05-20	Paper
On Gaussian processes equivalent in law to fractional Brownian motion	2004-08-06	Paper
On arbitrage and replication in the fractional Black–Scholes pricing model	2004-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4431606	2003-10-22	Paper
Path space large deviations of a large buffer with Gaussian input traffic	2002-12-15	Paper
Fractional Brownian motion, random walks and binary market models	2001-12-12	Paper

Research outcomes over time

Doctoral students

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