Maleki Almani, Hamidreza; Shokrollahi, Foad; Sottinen, Tommi Prediction of Gaussian Volterra processes with compound Poisson jumps. (English) Zbl 1537.60041 Stat. Probab. Lett. 208, Article ID 110054, 8 p. (2024). MSC: 60G15 60G55 60G22 91G80 PDFBibTeX XMLCite \textit{H. Maleki Almani} et al., Stat. Probab. Lett. 208, Article ID 110054, 8 p. (2024; Zbl 1537.60041) Full Text: DOI arXiv
Azmoodeh, Ehsan; Ilmonen, Pauliina; Shafik, Nourhan; Sottinen, Tommi; Viitasaari, Lauri On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands. (English) Zbl 1534.60044 J. Theor. Probab. 37, No. 1, 721-743 (2024). MSC: 60G15 60G22 60H05 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., J. Theor. Probab. 37, No. 1, 721--743 (2024; Zbl 1534.60044) Full Text: DOI arXiv OA License
Dufitinema, Josephine; Shokrollahi, Foad; Sottinen, Tommi; Viitasaari, Lauri Long-range dependent completely correlated mixed fractional Brownian motion. (English) Zbl 07812488 Stochastic Processes Appl. 170, Article ID 104289, 15 p. (2024). MSC: 60G15 60G22 60G25 PDFBibTeX XMLCite \textit{J. Dufitinema} et al., Stochastic Processes Appl. 170, Article ID 104289, 15 p. (2024; Zbl 07812488) Full Text: DOI arXiv OA License
Almani, Hamidreza Maleki; Shokrollahi, Foad; Sottinen, Tommi Hedging in Jump Diffusion Model with Transaction Costs. arXiv:2408.10785 Preprint, arXiv:2408.10785 [q-fin.MF] (2024). MSC: 91G10 91G20 91G80 60G51 60J60 60J65 60J70 60J76 BibTeX Cite \textit{H. M. Almani} et al., ``Hedging in Jump Diffusion Model with Transaction Costs'', Preprint, arXiv:2408.10785 [q-fin.MF] (2024) Full Text: arXiv OA License
Ralchenko, Kostiantyn; Shokrollahi, Foad; Sottinen, Tommi Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands. arXiv:2408.02449 Preprint, arXiv:2408.02449 [math.PR] (2024). MSC: 60G15 60G22 62F12 62M09 BibTeX Cite \textit{K. Ralchenko} et al., ``Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands'', Preprint, arXiv:2408.02449 [math.PR] (2024) Full Text: arXiv OA License
Almani, Hamidreza Maleki; Sottinen, Tommi Parameter Estimation for multi-mixed Fractional Ornstein–Uhlenbeck Processes by Generalized Method of Moments. arXiv:2401.05114 Preprint, arXiv:2401.05114 [math.ST] (2024). MSC: 60G10 60G15 60G22 62M09 BibTeX Cite \textit{H. M. Almani} and \textit{T. Sottinen}, ``Parameter Estimation for multi-mixed Fractional Ornstein--Uhlenbeck Processes by Generalized Method of Moments'', Preprint, arXiv:2401.05114 [math.ST] (2024) Full Text: arXiv OA License
Maleki Almani, Hamidreza; Sottinen, Tommi Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes. (English) Zbl 1538.60060 Mod. Stoch., Theory Appl. 10, No. 4, 343-366 (2023). MSC: 60G22 60G10 60G15 PDFBibTeX XMLCite \textit{H. Maleki Almani} and \textit{T. Sottinen}, Mod. Stoch., Theory Appl. 10, No. 4, 343--366 (2023; Zbl 1538.60060) Full Text: DOI arXiv
Han, Qiansheng; Rasila, Antti; Sottinen, Tommi Efficient simulation of mixed boundary value problems and conformal mappings. arXiv:2312.15382 Preprint, arXiv:2312.15382 [math.NA] (2023). MSC: 30-08 30C20 31-08 31A15 60J65 65C05 BibTeX Cite \textit{Q. Han} et al., ``Efficient simulation of mixed boundary value problems and conformal mappings'', Preprint, arXiv:2312.15382 [math.NA] (2023) Full Text: arXiv OA License
Sottinen, Tommi; Viitasaari, Lauri Transfer principle for fractional Ornstein-Uhlenbeck processes. arXiv:2311.00823 Preprint, arXiv:2311.00823 [math.PR] (2023). MSC: 60G15 60G18 60G22 60G25 BibTeX Cite \textit{T. Sottinen} and \textit{L. Viitasaari}, ``Transfer principle for fractional Ornstein-Uhlenbeck processes'', Preprint, arXiv:2311.00823 [math.PR] (2023) Full Text: arXiv OA License
Dufitinema, Josephine; Pynnönen, Seppo; Sottinen, Tommi Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets. (English) Zbl 07603814 Commun. Stat., Simulation Comput. 51, No. 9, 5264-5287 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Dufitinema} et al., Commun. Stat., Simulation Comput. 51, No. 9, 5264--5287 (2022; Zbl 07603814) Full Text: DOI
Sottinen, Tommi; Sönmez, Ercan; Viitasaari, Lauri On the existence and regularity of local times. arXiv:2211.01464 Preprint, arXiv:2211.01464 [math.PR] (2022). BibTeX Cite \textit{T. Sottinen} et al., ``On the existence and regularity of local times'', Preprint, arXiv:2211.01464 [math.PR] (2022) Full Text: DOI arXiv OA License
Ilmonen, Pauliina; Shafik, Nourhan; Sottinen, Tommi; Van Bever, Germain; Viitasaari, Lauri On optimal prediction of missing functional data with memory. arXiv:2208.09925 Preprint, arXiv:2208.09925 [math.ST] (2022). MSC: 62R10 60G15 60G25 BibTeX Cite \textit{P. Ilmonen} et al., ``On optimal prediction of missing functional data with memory'', Preprint, arXiv:2208.09925 [math.ST] (2022) Full Text: arXiv OA License
Sottinen, Tommi The characterization of Brownian motion as an isotropic i.i.d.-component Lévy process. (English) Zbl 1492.60231 de Snoo, H. S. V. (ed.) et al., Contributions to mathematics and statistics. Essays in honor of Seppo Hassi. Vaasa: University of Vaasa, School of Technology and Innovation. Acta Wasaensia 462, 179-186 (2021). MSC: 60J65 60G51 PDFBibTeX XMLCite \textit{T. Sottinen}, Acta Wasaensia 462, 179--186 (2021; Zbl 1492.60231)
Merino, Raúl; Pospíšil, Jan; Sobotka, Tomáš; Sottinen, Tommi; Vives, Josep Decomposition formula for rough Volterra stochastic volatility models. (English) Zbl 1466.91350 Int. J. Theor. Appl. Finance 24, No. 2, Article ID 2150008, 47 p. (2021). MSC: 91G20 91G15 PDFBibTeX XMLCite \textit{R. Merino} et al., Int. J. Theor. Appl. Finance 24, No. 2, Article ID 2150008, 47 p. (2021; Zbl 1466.91350) Full Text: DOI arXiv
Azmoodeh, Ehsan; Sottinen, Tommi; Tudor, Ciprian A.; Viitasaari, Lauri Integration-by-parts characterizations of Gaussian processes. (English) Zbl 1468.60042 Collect. Math. 72, No. 1, 25-41 (2021). MSC: 60G15 60G12 60H07 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., Collect. Math. 72, No. 1, 25--41 (2021; Zbl 1468.60042) Full Text: DOI arXiv
Sottinen, Tommi; Viitasaari, Lauri Prediction law of mixed Gaussian Volterra processes. (English) Zbl 1460.60022 Stat. Probab. Lett. 156, Article ID 108594, 6 p. (2020). MSC: 60G15 60G25 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{L. Viitasaari}, Stat. Probab. Lett. 156, Article ID 108594, 6 p. (2020; Zbl 1460.60022) Full Text: DOI arXiv
Yang, Xuxin; Rasila, Antti; Sottinen, Tommi Efficient simulation of the Schrödinger equation with a piecewise constant positive potential. (English) Zbl 1540.60186 Math. Comput. Simul. 166, 315-323 (2019). MSC: 60J65 35J05 65C05 PDFBibTeX XMLCite \textit{X. Yang} et al., Math. Comput. Simul. 166, 315--323 (2019; Zbl 1540.60186) Full Text: DOI arXiv
Sottinen, T.; Viitasaari, L. Transfer principle for \(n\)th order fractional Brownian motion with applications to prediction and equivalence in law. (English) Zbl 1488.60099 Theory Probab. Math. Stat. 98, 199-216 (2019) and Teor. Jmovirn. Mat. Stat. 98, 188-204 (2018). MSC: 60G22 60G15 60G25 60G35 60H99 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{L. Viitasaari}, Theory Probab. Math. Stat. 98, 199--216 (2019; Zbl 1488.60099) Full Text: DOI arXiv
Rasila, Antti; Sottinen, Tommi Yukawa potential, panharmonic measure and Brownian motion. (English) Zbl 1432.60076 Axioms 7, No. 2, Paper No. 28, 13 p. (2018). MSC: 60J45 31C45 60J65 PDFBibTeX XMLCite \textit{A. Rasila} and \textit{T. Sottinen}, Axioms 7, No. 2, Paper No. 28, 13 p. (2018; Zbl 1432.60076) Full Text: DOI arXiv OA License
Sottinen, Tommi; Viitasaari, Lauri Conditional-mean hedging under transaction costs in Gaussian models. (English) Zbl 1395.91468 Int. J. Theor. Appl. Finance 21, No. 2, Article ID 1850015, 15 p. (2018). MSC: 91G20 60G22 60H30 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{L. Viitasaari}, Int. J. Theor. Appl. Finance 21, No. 2, Article ID 1850015, 15 p. (2018; Zbl 1395.91468) Full Text: DOI arXiv
Sottinen, Tommi; Viitasaari, Lauri Prediction law of fractional Brownian motion. (English) Zbl 1386.60148 Stat. Probab. Lett. 129, 155-166 (2017). MSC: 60G22 60G25 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{L. Viitasaari}, Stat. Probab. Lett. 129, 155--166 (2017; Zbl 1386.60148) Full Text: DOI arXiv Link
Shokrollahi, Foad; Sottinen, Tommi Hedging in fractional Black-Scholes model with transaction costs. (English) Zbl 1405.91572 Stat. Probab. Lett. 130, 85-91 (2017). MSC: 91G10 91G20 60G22 PDFBibTeX XMLCite \textit{F. Shokrollahi} and \textit{T. Sottinen}, Stat. Probab. Lett. 130, 85--91 (2017; Zbl 1405.91572) Full Text: DOI arXiv
Yang, Xuxin; Rasila, Antti; Sottinen, Tommi Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence. (English) Zbl 1371.65131 Methodol. Comput. Appl. Probab. 19, No. 2, 589-602 (2017). MSC: 65N75 35Q40 35J05 65C05 60J05 35Q20 PDFBibTeX XMLCite \textit{X. Yang} et al., Methodol. Comput. Appl. Probab. 19, No. 2, 589--602 (2017; Zbl 1371.65131) Full Text: DOI arXiv
Pakkanen, Mikko S.; Sottinen, Tommi; Yazigi, Adil On the conditional small ball property of multivariate Lévy-driven moving average processes. (English) Zbl 1355.60045 Stochastic Processes Appl. 127, No. 3, 749-782 (2017). MSC: 60G10 60G17 60G22 60G51 PDFBibTeX XMLCite \textit{M. S. Pakkanen} et al., Stochastic Processes Appl. 127, No. 3, 749--782 (2017; Zbl 1355.60045) Full Text: DOI arXiv
Sottinen, Tommi; Viitasaari, Lauri Stochastic analysis of Gaussian processes via Fredholm representation. (English) Zbl 1384.60072 Int. J. Stoch. Anal. 2016, Article ID 8694365, 15 p. (2016). MSC: 60G15 60G07 60H07 60H30 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{L. Viitasaari}, Int. J. Stoch. Anal. 2016, Article ID 8694365, 15 p. (2016; Zbl 1384.60072) Full Text: DOI arXiv
Sottinen, Tommi; Viitasaari, Lauri Pathwise integrals and Itô-Tanaka formula for Gaussian processes. (English) Zbl 1346.60079 J. Theor. Probab. 29, No. 2, 590-616 (2016). MSC: 60H05 60G15 91G20 91G80 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{L. Viitasaari}, J. Theor. Probab. 29, No. 2, 590--616 (2016; Zbl 1346.60079) Full Text: DOI arXiv
Sottinen, Tommi; Viitasaari, Lauri Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise. arXiv:1603.00390 Preprint, arXiv:1603.00390 [math.PR] (2016). MSC: 60G15 62M09 62F12 BibTeX Cite \textit{T. Sottinen} and \textit{L. Viitasaari}, ``Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise'', Preprint, arXiv:1603.00390 [math.PR] (2016) Full Text: arXiv OA License
Sottinen, Tommi; Viitasaari, Lauri Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions. (English) Zbl 1352.60056 Mod. Stoch., Theory Appl. 2, No. 3, 287-295 (2015). MSC: 60G15 60G60 60H05 60J65 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{L. Viitasaari}, Mod. Stoch., Theory Appl. 2, No. 3, 287--295 (2015; Zbl 1352.60056) Full Text: DOI arXiv
Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model. (English) Zbl 1352.60031 Mod. Stoch., Theory Appl. 2, No. 1, 29-49 (2015). MSC: 60F05 62F12 60G22 60J65 60H07 60G15 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., Mod. Stoch., Theory Appl. 2, No. 1, 29--49 (2015; Zbl 1352.60031) Full Text: DOI arXiv
Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri; Yazigi, Adil Necessary and sufficient conditions for Hölder continuity of Gaussian processes. (English) Zbl 1307.60035 Stat. Probab. Lett. 94, 230-235 (2014). MSC: 60G15 60G18 60G17 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., Stat. Probab. Lett. 94, 230--235 (2014; Zbl 1307.60035) Full Text: DOI arXiv Link
Sottinen, Tommi; Yazigi, Adil Generalized Gaussian bridges. (English) Zbl 1329.60098 Stochastic Processes Appl. 124, No. 9, 3084-3105 (2014). MSC: 60G15 60G22 91G80 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{A. Yazigi}, Stochastic Processes Appl. 124, No. 9, 3084--3105 (2014; Zbl 1329.60098) Full Text: DOI arXiv OA License
Norros, Iikka; Sottinen, Tommi Obituary: Esko Valkeila 1951–2012. (Finnish) Zbl 1300.01028 Arkhimedes 2013, No. 1, 30-33 (2013). MSC: 01A70 PDFBibTeX XMLCite \textit{I. Norros} and \textit{T. Sottinen}, Arkhimedes 2013, No. 1, 30--33 (2013; Zbl 1300.01028)
Kozachenko, Yuriĭ V.; Sottinen, Tommi; Vasilik, Olga Lipschitz conditions for \(\mathrm{sub}_\phi(\Omega)\)-processes: applications to weakly self-similar processes with stationary increments. (English. Ukrainian original) Zbl 1232.60031 Theory Probab. Math. Stat. 82, 57-73 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 67-81. MSC: 60G17 60G18 60G22 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} et al., Theory Probab. Math. Stat. 82, 57--73 (2011; Zbl 1232.60031); translation from Teor. Jmovirn. Mat. Stat. No. 82, 67--8 Full Text: DOI
Bender, Christian; Sottinen, Tommi; Valkeila, Esko Fractional processes as models in stochastic finance. (English) Zbl 1239.91001 Di Nunno, Giulia (ed.) et al., Advanced mathematical methods for finance. Berlin: Springer (ISBN 978-3-642-18411-6/hbk; 978-3-642-18412-3/ebook). 75-103 (2011). Reviewer: Gong Guanglu (Beijing) MSC: 91-02 91G10 91B70 60G15 60H05 PDFBibTeX XMLCite \textit{C. Bender} et al., in: Advanced mathematical methods for finance. Berlin: Springer. 75--103 (2011; Zbl 1239.91001) Full Text: DOI arXiv
Gasbarra, Dario; Sottinen, Tommi; van Zanten, Harry Conditional full support of Gaussian processes with stationary increments. (English) Zbl 1219.60039 J. Appl. Probab. 48, No. 2, 561-568 (2011). MSC: 60G15 60G30 PDFBibTeX XMLCite \textit{D. Gasbarra} et al., J. Appl. Probab. 48, No. 2, 561--568 (2011; Zbl 1219.60039) Full Text: DOI
Gapeev, Pavel V.; Sottinen, Tommi; Valkeila, Esko Robust replication in \(H\)-self-similar Gaussian market models under uncertainty. (English) Zbl 1208.91171 Stat. Decis. 28, No. 1, 37-50 (2011). MSC: 91G80 60G22 60G18 60H30 PDFBibTeX XMLCite \textit{P. V. Gapeev} et al., Stat. Decis. 28, No. 1, 37--50 (2011; Zbl 1208.91171) Full Text: DOI
Morlanes, José Igor; Rasila, Antti; Sottinen, Tommi Empirical evidence on arbitrage by changing the stock exchange. (English) Zbl 1170.91394 Adv. Appl. Stat. 12, No. 2, 223-233 (2009). MSC: 91B28 91B82 60H30 PDFBibTeX XMLCite \textit{J. I. Morlanes} et al., Adv. Appl. Stat. 12, No. 2, 223--233 (2009; Zbl 1170.91394) Full Text: Link
Särkkä, Simo; Sottinen, Tommi Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems. (English) Zbl 1330.93230 Bayesian Anal. 3, No. 3, 555-584 (2008). MSC: 93E11 62M20 PDFBibTeX XMLCite \textit{S. Särkkä} and \textit{T. Sottinen}, Bayesian Anal. 3, No. 3, 555--584 (2008; Zbl 1330.93230) Full Text: DOI arXiv Euclid
Sottinen, Tommi; Tudor, Ciprian A. Parameter estimation for stochastic equations with additive fractional Brownian sheet. (English) Zbl 1204.60031 Stat. Inference Stoch. Process. 11, No. 3, 221-236 (2008). MSC: 60G15 60G35 62M40 60H07 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{C. A. Tudor}, Stat. Inference Stoch. Process. 11, No. 3, 221--236 (2008; Zbl 1204.60031) Full Text: DOI HAL
Bender, Christian; Sottinen, Tommi; Valkeila, Esko Pricing by hedging and no-arbitrage beyond semimartingales. (English) Zbl 1199.91170 Finance Stoch. 12, No. 4, 441-468 (2008). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 91G20 60G15 60G48 PDFBibTeX XMLCite \textit{C. Bender} et al., Finance Stoch. 12, No. 4, 441--468 (2008; Zbl 1199.91170) Full Text: DOI
Gasbarra, Dario; Sottinen, Tommi; Valkeila, Esko Gaussian bridges. (English) Zbl 1144.60028 Benth, Fred Espen (ed.) et al., Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 – August 4, 2005, held in honor of Kiyosi Itô. Berlin: Springer (ISBN 978-3-540-70846-9/hbk). Abel Symposia 2, 361-382 (2007). Reviewer: Mátyás Barczy (Debrecen) MSC: 60G15 60G25 60G44 60G12 PDFBibTeX XMLCite \textit{D. Gasbarra} et al., Abel Symp. 2, 361--382 (2007; Zbl 1144.60028)
Bender, Christian; Sottinen, Tommi; Valkeila, Esko Arbitrage with fractional Brownian motion? (English) Zbl 1152.91028 Theory Stoch. Process. 13, No. 29, Part 1-2, 23-34 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B28 60G15 60G18 60H10 60H30 PDFBibTeX XMLCite \textit{C. Bender} et al., Theory Stoch. Process. 13(29), No. 1--2, 23--34 (2007; Zbl 1152.91028)
Sottinen, Tommi; Tudor, Ciprian A. On the equivalence of multiparameter Gaussian processes. (English) Zbl 1127.60031 J. Theor. Probab. 19, No. 2, 461-485 (2006). Reviewer: Kestutis Kubilius (Vilnius) MSC: 60G15 60G30 60H05 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{C. A. Tudor}, J. Theor. Probab. 19, No. 2, 461--485 (2006; Zbl 1127.60031) Full Text: DOI HAL
Kozachenko, Yuriy; Sottinen, Tommi; Vasylyk, Olga Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach. (English) Zbl 1082.60512 Methodol. Comput. Appl. Probab. 7, No. 3, 379-400 (2005). MSC: 60G18 60G15 68U20 33C10 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Methodol. Comput. Appl. Probab. 7, No. 3, 379--400 (2005; Zbl 1082.60512) Full Text: DOI
Sottinen, T. On Gaussian processes equivalent in law to fractional Brownian motion. (English) Zbl 1049.60030 J. Theor. Probab. 17, No. 2, 309-325 (2004). Reviewer: Yuhu Feng (Shanghai) MSC: 60G15 60H20 PDFBibTeX XMLCite \textit{T. Sottinen}, J. Theor. Probab. 17, No. 2, 309--325 (2004; Zbl 1049.60030) Full Text: DOI
Gilsing, Hagen; Sottinen, Tommi Power series expansions for fractional Brownian motions. (English) Zbl 1064.60062 Theory Stoch. Process. 9(25), No. 3-4, 38-49 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G15 60G18 PDFBibTeX XMLCite \textit{H. Gilsing} and \textit{T. Sottinen}, Theory Stoch. Process. 9(25), No. 3--4, 38--49 (2003; Zbl 1064.60062)
Sottinen, Tommi; Valkeila, Esko On arbitrage and replication in the fractional Black-Scholes pricing model. (English) Zbl 1041.60055 Stat. Decis. 21, No. 2, 93-107 (2003). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H30 91G20 60G15 60G22 60H07 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{E. Valkeila}, Stat. Decis. 21, No. 2, 93--107 (2003; Zbl 1041.60055) Full Text: DOI
Kozachenko, Yu.; Vasylyk, O.; Sottinen, T. Path space large deviations of a large buffer with Gaussian input traffic. (English) Zbl 1037.60082 Queueing Syst. 42, No. 2, 113-129 (2002). MSC: 60K25 60F10 PDFBibTeX XMLCite \textit{Yu. Kozachenko} et al., Queueing Syst. 42, No. 2, 113--129 (2002; Zbl 1037.60082) Full Text: DOI
Kozachenko, Yu.; Sottinen, T.; Vasylyk, O. Self-similar processes with stationary increments from the space \(\text{SSub}_{\varphi}(\Omega)\). (Ukrainian, English) Zbl 1026.60037 Teor. Jmovirn. Mat. Stat. 65, 67-78 (2001); translation in Theory Probab. Math. Stat. 65, 77-88 (2002). MSC: 60G07 60G70 PDFBibTeX XMLCite \textit{Yu. Kozachenko} et al., Teor. Ĭmovirn. Mat. Stat. 65, 67--78 (2001; Zbl 1026.60037); translation in Theory Probab. Math. Stat. 65, 77--88 (2002)
Sottinen, Tommi Fractional Brownian motion, random walks and binary market models. (English) Zbl 0978.91037 Finance Stoch. 5, No. 3, 343-355 (2001). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B28 60G18 PDFBibTeX XMLCite \textit{T. Sottinen}, Finance Stoch. 5, No. 3, 343--355 (2001; Zbl 0978.91037) Full Text: DOI