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Tommi Sottinen

Identifiers

  • name variant Tommi Sottinen 0.60 · backfill

Papers (19)

  1. Prediction Law of Mixed Gaussian Volterra Processes math.PR · 2019 · author #1
  2. Integration-by-Parts Characterizations of Gaussian Processes math.PR · 2019 · author #2
  3. Transfer Principle for nth Order Fractional Brownian Motion with Applications to Prediction and Equivalence in Law math.PR · 2018 · author #1
  4. Conditional-Mean Hedging Under Transaction Costs in Gaussian Models q-fin.MF · 2017 · author #1
  5. Hedging in fractional Black-Scholes model with transaction costs q-fin.PR · 2017 · author #2
  6. Prediction Law of fractional Brownian Motion math.PR · 2016 · author #1
  7. Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise math.PR · 2016 · author #1
  8. On the conditional small ball property of multivariate L\'evy-driven moving average processes math.PR · 2016 · author #2
  9. Walk on Spheres Algorithm for Helmholtz and Yukawa Equations via Duffin Correspondence math.NA · 2015 · author #3
  10. Efficient simulation of Schr\"odinger equation with piecewise constant positive potential math.NA · 2015 · author #3
  11. Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions math.PR · 2015 · author #1
  12. Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian--fractional Brownian model math.PR · 2014 · author #2
  13. Stochastic Analysis of Gaussian Processes via Fredholm Representation math.PR · 2014 · author #1
  14. Necessary and Sufficient Conditions for H\"older Continuity of Gaussian Processes math.PR · 2014 · author #2
  15. Yukawa Potential, Panharmonic Measure and Brownian Motion math.CV · 2013 · author #2
  16. Pathwise integrals and Ito-Tanaka Formula for Gaussian processes math.PR · 2013 · author #1
  17. Generalized Gaussian Bridges math.PR · 2012 · author #1
  18. Fractional processes as models in stochastic finance q-fin.PR · 2010 · author #2
  19. Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous-Time Non-Linear Systems stat.ME · 2007 · author #2

Mentions

  • 1512.07725 #3 · arxiv_oai · confidence 0.70 Tommi Sottinen
  • 1512.01306 #3 · arxiv_oai · confidence 0.70 Tommi Sottinen
  • 1506.07211 #1 · backfill · confidence 0.70 Tommi Sottinen
  • 1411.4499 #2 · backfill · confidence 0.70 Tommi Sottinen
  • 1410.2230 #1 · backfill · confidence 0.70 Tommi Sottinen
  • 1403.2215 #2 · backfill · confidence 0.70 Tommi Sottinen
  • 1310.2167 #2 · backfill · confidence 0.70 Tommi Sottinen
  • 1307.3578 #1 · backfill · confidence 0.70 Tommi Sottinen
  • 1205.3405 #1 · backfill · confidence 0.70 Tommi Sottinen
  • 1004.3106 #2 · backfill · confidence 0.70 Tommi Sottinen
  • 0705.1598 #2 · backfill · confidence 0.70 Tommi Sottinen

Frequent Coauthors