The following pages link to Tommi Sottinen (Q218414):
Displaying 50 items.
- Pathwise integrals and Itô-Tanaka formula for Gaussian processes (Q300290) (← links)
- Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
- Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions (Q340785) (← links)
- Small-time asymptotics for fast mean-reverting stochastic volatility models (Q453246) (← links)
- Necessary and sufficient conditions for Hölder continuity of Gaussian processes (Q467033) (← links)
- Stochastic analysis of Gaussian processes via Fredholm representation (Q507678) (← links)
- On the conditional small ball property of multivariate Lévy-driven moving average processes (Q511124) (← links)
- Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488) (← links)
- Generalized Gaussian bridges (Q740196) (← links)
- On the equivalence of multiparameter Gaussian processes (Q867078) (← links)
- Prediction law of fractional Brownian motion (Q1687206) (← links)
- (Q1827445) (redirect page) (← links)
- On Gaussian processes equivalent in law to fractional Brownian motion (Q1827446) (← links)
- Path space large deviations of a large buffer with Gaussian input traffic (Q1851015) (← links)
- Repair systems with exchangeable items and the longest queue mechanism (Q1945442) (← links)
- Non-product form equilibrium probabilities in a class of two-station closed reentrant queueing networks (Q1945444) (← links)
- Singular forward-backward stochastic differential equations and emissions derivatives (Q1950264) (← links)
- Efficient simulation of the Schrödinger equation with a piecewise constant positive potential (Q1997710) (← links)
- Integration-by-parts characterizations of Gaussian processes (Q2228321) (← links)
- Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
- Prediction law of mixed Gaussian Volterra processes (Q2288751) (← links)
- Yukawa potential, panharmonic measure and Brownian motion (Q2305841) (← links)
- Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence (Q2397966) (← links)
- Hedging in fractional Black-Scholes model with transaction costs (Q2407526) (← links)
- Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach (Q2583519) (← links)
- Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems (Q2634532) (← links)
- Optimal control of constrained piecewise affine systems. (Q2644065) (← links)
- (Q2930391) (← links)
- Conditional Full Support of Gaussian Processes with Stationary Increments (Q3014992) (← links)
- Robust replication in <i>H</i>-self-similar Gaussian market models under uncertainty (Q3086113) (← links)
- Lipschitz conditions for $\operatorname{Sub}_{𝜙}(Ω)$-processes and applications to weakly self-similar processes with stationary increments (Q3114548) (← links)
- (Q3398613) (← links)
- (Q4431606) (← links)
- On arbitrage and replication in the fractional Black–Scholes pricing model (Q4459750) (← links)
- CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
- (Q4677206) (← links)
- DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS (Q4994441) (← links)
- Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)
- (Q5074168) (← links)
- Fractional Processes as Models in Stochastic Finance (Q5198556) (← links)
- Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law (Q5230218) (← links)
- (Q5430704) (← links)
- (Q5436606) (← links)
- Fractional Brownian motion, random walks and binary market models (Q5950464) (← links)
- Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (Q6067090) (← links)
- Long-range dependent completely correlated mixed fractional Brownian motion (Q6123268) (← links)
- On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands (Q6204803) (← links)
- Efficient simulation of Schr\"odinger equation with piecewise constant positive potential (Q6268036) (← links)
- Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise (Q6271028) (← links)
- On optimal prediction of missing functional data with memory (Q6408406) (← links)
