Valkeila, Esko On the approximation of geometric fractional Brownian motion. (English) Zbl 1181.60048 Delbaen, Freddy (ed.) et al., Optimality and risk – modern trends in mathematical finance. The Kabanov Festschrift. Berlin: Springer (ISBN 978-3-642-02607-2/hbk). 251-266 (2009). MSC: 60F17 60H99 91G20 PDFBibTeX XMLCite \textit{E. Valkeila}, in: Optimality and risk -- modern trends in mathematical finance. The Kabanov Festschrift. Berlin: Springer. 251--266 (2009; Zbl 1181.60048)
Valkeila, Esko Time and chance in mathematics. (Aika ja sattuman matematiikka.) (Finnish) Zbl 1239.91004 Arkhimedes 2004, No. 3, 14-17 (2004). MSC: 91-03 60-03 01A99 PDFBibTeX XMLCite \textit{E. Valkeila}, Arkhimedes 2004, No. 3, 14--17 (2004; Zbl 1239.91004)
Valkeila, Esko An inequality for the local asymptotic normality. (English) Zbl 0948.60010 Kabanov, Yu. M. (ed.) et al., Statistics and control of stochastic processes. The Liptser Festschrift. Papers from the Steklov seminar held in Moscow, Russia, 1995-1996. Singapore: World Scientific. 323-342 (1997). Reviewer: M.Quine (Sydney) MSC: 60F05 62E20 PDFBibTeX XMLCite \textit{E. Valkeila}, in: Statistics and control of stochastic processes. The Liptser Festschrift. Papers from the Steklov seminar held in Moscow, Russia, 1995-1996. Singapore: World Scientific. 323--342 (1997; Zbl 0948.60010)
Valkeila, E. A note on large deviation probabilities for the maximum likelihood estimator in filtered experiments. (English) Zbl 0881.62084 Shiryaev, A. N. (ed.) et al., Frontiers in pure and applied probability II. Proceedings of the fourth Russian-Finnish symposium on probability theory and mathematical statistics. Moscow (Russia), October 3-8, 1993. Moskva: TVP. Front. Pure Appl. Probab. 8, 207-216 (1996). Reviewer: V.Koval’ (Shytomyr) MSC: 62L12 60F10 62F05 PDFBibTeX XMLCite \textit{E. Valkeila}, Front. Pure Appl. Probab. 8, 207--216 (1996; Zbl 0881.62084)
Valkeila, E. On normal approximation of a process with independent increments. (English. Russian original) Zbl 0856.60028 Russ. Math. Surv. 50, No. 5, 945-961 (1995); translation from Usp. Mat. Nauk 50, No. 5, 103-120 (1995). Reviewer: A.K.Basu (Calcutta) MSC: 60F05 60J99 PDFBibTeX XMLCite \textit{E. Valkeila}, Russ. Math. Surv. 50, No. 5, 945--961 (1995; Zbl 0856.60028); translation from Usp. Mat. Nauk 50, No. 5, 103--120 (1995) Full Text: DOI
Valkeila, Esko A note on the convergence of moments and the martingale central limit theorem. (English) Zbl 0791.60014 Ann. Acad. Sci. Fenn., Ser. A I, Math. 17, No. 1, 139-149 (1992). Reviewer: R.J.Tomkins (Regina) MSC: 60F05 60G44 PDFBibTeX XMLCite \textit{E. Valkeila}, Ann. Acad. Sci. Fenn., Ser. A I, Math. 17, No. 1, 139--149 (1992; Zbl 0791.60014) Full Text: DOI
Valkeila, E. Computer algebra and stochastic analysis. Some possibilities. (English) Zbl 0767.68071 CWI Q. 4, No. 3, 229-238 (1991). MSC: 68W30 60G99 PDFBibTeX XMLCite \textit{E. Valkeila}, CWI Q. 4, No. 3, 229--238 (1991; Zbl 0767.68071)
Valkeila, Esko Remarks on counting processes with independent increments. (English) Zbl 0557.60020 Commentat. Phys.-Math. 60, 10 p. (1984). MSC: 60F05 60G55 PDFBibTeX XMLCite \textit{E. Valkeila}, Commentat. Phys.-Math. 60, 10 p. (1984; Zbl 0557.60020)
Valkeila, Esko A general Poisson approximation theorem. (English) Zbl 0491.60022 Stochastics 7, 159-171 (1982). MSC: 60F05 60G55 60B10 PDFBibTeX XMLCite \textit{E. Valkeila}, Stochastics 7, 159--171 (1982; Zbl 0491.60022) Full Text: DOI