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Author ID: salminen.paavo-h Recent zbMATH articles by "Salminen, Paavo H."
Published as: Salminen, Paavo; Salminen, P.; Salminen, Paavo H.; Salminen, P. H.
External Links: MGP
Documents Indexed: 69 Publications since 1979, including 3 Books
Reviewing Activity: 58 Reviews
Co-Authors: 28 Co-Authors with 46 Joint Publications
565 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

53 Publications have been cited 1,112 times in 939 Documents Cited by Year
Handbook of Brownian motion: Facts and formulae. 2nd ed. Zbl 1012.60003
Borodin, A. N.; Salminen, Paavo
527
2002
Handbook of Brownian motion - facts and formulae. Zbl 0859.60001
Borodin, A. N.; Salminen, Paavo
209
1996
Optimal stopping of one-dimensional diffusions. Zbl 0594.60080
Salminen, P.
50
1985
On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary. Zbl 0647.60087
Salminen, Paavo
40
1988
On fractional Ornstein-Uhlenbeck processes. Zbl 1331.60065
Kaarakka, Terhi; Salminen, Paavo
27
2011
On the excursion theory for linear diffusions. Zbl 1160.60024
Salminen, Paavo; Vallois, Pierre; Yor, Marc
21
2007
Optimal stopping of strong Markov processes. Zbl 1272.60021
Christensen, Sören; Salminen, Paavo; Ta, Bao Quoc
20
2013
Optimal stopping of Hunt and Lévy processes. Zbl 1114.60034
Mordecki, Ernesto; Salminen, Paavo
17
2007
On the joint distribution of the maximum and its location for a linear diffusion. Zbl 0621.60081
Csáki, Endre; Földes, Antónia; Salminen, Paavo
16
1987
Optimal stopping, Appell polynomials, and Wiener-Hopf factorization. Zbl 1248.60046
Salminen, Paavo
13
2011
A note on a.s. finiteness of perpetual integral functionals of diffusions. Zbl 1111.60061
Khoshnevisan, Davar; Salminen, Paavo; Yor, Marc
12
2006
Properties of perpetual integral functionals of Brownian motion with drift. Zbl 1082.60073
Salminen, Paavo; Yor, Marc
11
2005
On maximum increase and decrease of Brownian motion. Zbl 1173.60338
Salminen, Paavo; Vallois, Pierre
11
2007
On last exit decompositions of linear diffusions. Zbl 0909.60060
Salminen, P.
10
1997
Perpetual integral functionals as hitting and occupation times. Zbl 1110.60078
Salminen, Paavo; Yor, Marc
9
2005
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes. Zbl 1274.60251
Salminen, Paavo; Yor, Marc
8
2011
One-dimensional diffusions and their exit spaces. Zbl 0557.60062
Salminen, P.
8
1984
Tanaka formula for symmetric Lévy processes. Zbl 1129.60043
Salminen, Paavo; Yor, Marc
7
2007
On exponential functionals of processes with independent increments. Zbl 1414.60033
Salminen, P.; Vostrikova, L.
6
2018
On optimal stopping of multidimensional diffusions. Zbl 07074619
Christensen, Sören; Crocce, Fabián; Mordecki, Ernesto; Salminen, Paavo
6
2019
On busy periods of the unbounded Brownian storage. Zbl 1014.60086
Salminen, Paavo; Norros, Ilkka
6
2001
On first range times of linear diffusions. Zbl 1085.60057
Salminen, Paavo; Vallois, Pierre
6
2005
Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit. Zbl 1314.60144
Salminen, Paavo; Ta, Bao Quoc
5
2015
Diffusion local time storage. Zbl 1070.60081
Kozlova, M.; Salminen, P.
5
2004
On additive functionals of diffusion processes. Zbl 0851.60076
Csáki, E.; Salminen, P.
5
1996
On moments of integral exponential functionals of additive processes. Zbl 1407.60115
Salminen, Paavo; Vostrikova, Lioudmila
4
2019
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion. Zbl 1386.60279
Alvarez E., Luis H. R.; Salminen, Paavo
4
2017
Irreversible investment under Lévy uncertainty: an equation for the optimal boundary. Zbl 1341.93108
Ferrari, Giorgio; Salminen, Paavo
4
2016
On spectral measures of strings and excursions of quasi diffusions. Zbl 0731.60071
Küchler, Uwe; Salminen, Paavo
4
1989
On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations. Zbl 1192.60089
Salminen, Paavo H.; Vallois, Pierre
4
2009
Optimal stopping of oscillating Brownian motion. Zbl 1422.60134
Mordecki, Ernesto; Salminen, Paavo
3
2019
Multidimensional investment problem. Zbl 1404.91255
Christensen, Sören; Salminen, Paavo
3
2018
On the local time process of a skew Brownian motion. Zbl 1481.60160
Borodin, Andrei; Salminen, Paavo
2
2019
On first exit times and their means for Brownian bridges. Zbl 1436.60075
Geiss, Christel; Luoto, Antti; Salminen, Paavo
2
2019
On Russian options. Zbl 0974.60070
Salminen, Paavo
2
2000
On a first passage problem for branching Brownian motions. Zbl 0771.60058
Kaj, Ingemar; Salminen, Paavo
2
1993
Perpetual integral functionals of diffusions and their numerical computations. Zbl 1137.60044
Salminen, Paavo; Wallin, Olli
2
2007
Integral representations of certain measures in the one-dimensional diffusions excursion theory. Zbl 1334.60165
Salminen, Paavo; Yen, Ju-Yi; Yor, Marc
2
2015
A storage process with local time input. Zbl 1056.90034
Mannersalo, Petteri; Norros, Ilkka; Salminen, Paavo
2
2004
On the distribution of supremum of diffusion local time. Zbl 0796.60080
Salminen, Paavo
2
1993
A note on first passages in branching Brownian motions. Zbl 0811.60065
Kaj, I.; Salminen, P.
2
1993
Analysis of stochastic fluid queues driven by local-time processes. Zbl 1164.60070
Konstantopoulos, Takis; Kyprianou, Andreas E.; Salminen, Paavo; Sirviö, Marina
2
2008
Impulse control and expected suprema. Zbl 1430.49034
Christensen, Sören; Salminen, Paavo
1
2017
On Dufresne’s perpetuity, translated and reflected. Zbl 1323.60113
Salminen, Paavo; Yor, Marc
1
2004
On some exponential integral functionals of \(\text{BM}(\mu)\) and \(\text{BES}(3)\). Zbl 1074.60088
Borodin, A. N.; Salminen, P.
1
2004
Martin boundaries for some space-time Markov processes. Zbl 0457.60049
Salminen, P.
1
1981
Cutting Markovian trees. Zbl 0783.60081
Salminen, Paavo
1
1992
Optimal stopping of one-dimensional diffusions. Zbl 0551.60078
Salminen, P.
1
1983
On conditional Ornstein-Uhlenbeck processes. Zbl 0551.60079
Salminen, P.
1
1984
On local times of a diffusion. Zbl 0569.60074
Salminen, P.
1
1985
On functionals of branching Brownian motion. Zbl 0820.60064
Borodin, A. N.; Salminen, P. H.
1
1993
A note on occupation times of stationary processes. Zbl 1110.60029
Kozlova, Marina; Salminen, Paavo
1
2005
On occupation times of one-dimensional diffusions. Zbl 1483.60115
Salminen, Paavo; Stenlund, David
1
2021
On occupation times of one-dimensional diffusions. Zbl 1483.60115
Salminen, Paavo; Stenlund, David
1
2021
On optimal stopping of multidimensional diffusions. Zbl 07074619
Christensen, Sören; Crocce, Fabián; Mordecki, Ernesto; Salminen, Paavo
6
2019
On moments of integral exponential functionals of additive processes. Zbl 1407.60115
Salminen, Paavo; Vostrikova, Lioudmila
4
2019
Optimal stopping of oscillating Brownian motion. Zbl 1422.60134
Mordecki, Ernesto; Salminen, Paavo
3
2019
On the local time process of a skew Brownian motion. Zbl 1481.60160
Borodin, Andrei; Salminen, Paavo
2
2019
On first exit times and their means for Brownian bridges. Zbl 1436.60075
Geiss, Christel; Luoto, Antti; Salminen, Paavo
2
2019
On exponential functionals of processes with independent increments. Zbl 1414.60033
Salminen, P.; Vostrikova, L.
6
2018
Multidimensional investment problem. Zbl 1404.91255
Christensen, Sören; Salminen, Paavo
3
2018
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion. Zbl 1386.60279
Alvarez E., Luis H. R.; Salminen, Paavo
4
2017
Impulse control and expected suprema. Zbl 1430.49034
Christensen, Sören; Salminen, Paavo
1
2017
Irreversible investment under Lévy uncertainty: an equation for the optimal boundary. Zbl 1341.93108
Ferrari, Giorgio; Salminen, Paavo
4
2016
Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit. Zbl 1314.60144
Salminen, Paavo; Ta, Bao Quoc
5
2015
Integral representations of certain measures in the one-dimensional diffusions excursion theory. Zbl 1334.60165
Salminen, Paavo; Yen, Ju-Yi; Yor, Marc
2
2015
Optimal stopping of strong Markov processes. Zbl 1272.60021
Christensen, Sören; Salminen, Paavo; Ta, Bao Quoc
20
2013
On fractional Ornstein-Uhlenbeck processes. Zbl 1331.60065
Kaarakka, Terhi; Salminen, Paavo
27
2011
Optimal stopping, Appell polynomials, and Wiener-Hopf factorization. Zbl 1248.60046
Salminen, Paavo
13
2011
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes. Zbl 1274.60251
Salminen, Paavo; Yor, Marc
8
2011
On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations. Zbl 1192.60089
Salminen, Paavo H.; Vallois, Pierre
4
2009
Analysis of stochastic fluid queues driven by local-time processes. Zbl 1164.60070
Konstantopoulos, Takis; Kyprianou, Andreas E.; Salminen, Paavo; Sirviö, Marina
2
2008
On the excursion theory for linear diffusions. Zbl 1160.60024
Salminen, Paavo; Vallois, Pierre; Yor, Marc
21
2007
Optimal stopping of Hunt and Lévy processes. Zbl 1114.60034
Mordecki, Ernesto; Salminen, Paavo
17
2007
On maximum increase and decrease of Brownian motion. Zbl 1173.60338
Salminen, Paavo; Vallois, Pierre
11
2007
Tanaka formula for symmetric Lévy processes. Zbl 1129.60043
Salminen, Paavo; Yor, Marc
7
2007
Perpetual integral functionals of diffusions and their numerical computations. Zbl 1137.60044
Salminen, Paavo; Wallin, Olli
2
2007
A note on a.s. finiteness of perpetual integral functionals of diffusions. Zbl 1111.60061
Khoshnevisan, Davar; Salminen, Paavo; Yor, Marc
12
2006
Properties of perpetual integral functionals of Brownian motion with drift. Zbl 1082.60073
Salminen, Paavo; Yor, Marc
11
2005
Perpetual integral functionals as hitting and occupation times. Zbl 1110.60078
Salminen, Paavo; Yor, Marc
9
2005
On first range times of linear diffusions. Zbl 1085.60057
Salminen, Paavo; Vallois, Pierre
6
2005
A note on occupation times of stationary processes. Zbl 1110.60029
Kozlova, Marina; Salminen, Paavo
1
2005
Diffusion local time storage. Zbl 1070.60081
Kozlova, M.; Salminen, P.
5
2004
A storage process with local time input. Zbl 1056.90034
Mannersalo, Petteri; Norros, Ilkka; Salminen, Paavo
2
2004
On Dufresne’s perpetuity, translated and reflected. Zbl 1323.60113
Salminen, Paavo; Yor, Marc
1
2004
On some exponential integral functionals of \(\text{BM}(\mu)\) and \(\text{BES}(3)\). Zbl 1074.60088
Borodin, A. N.; Salminen, P.
1
2004
Handbook of Brownian motion: Facts and formulae. 2nd ed. Zbl 1012.60003
Borodin, A. N.; Salminen, Paavo
527
2002
On busy periods of the unbounded Brownian storage. Zbl 1014.60086
Salminen, Paavo; Norros, Ilkka
6
2001
On Russian options. Zbl 0974.60070
Salminen, Paavo
2
2000
On last exit decompositions of linear diffusions. Zbl 0909.60060
Salminen, P.
10
1997
Handbook of Brownian motion - facts and formulae. Zbl 0859.60001
Borodin, A. N.; Salminen, Paavo
209
1996
On additive functionals of diffusion processes. Zbl 0851.60076
Csáki, E.; Salminen, P.
5
1996
On a first passage problem for branching Brownian motions. Zbl 0771.60058
Kaj, Ingemar; Salminen, Paavo
2
1993
On the distribution of supremum of diffusion local time. Zbl 0796.60080
Salminen, Paavo
2
1993
A note on first passages in branching Brownian motions. Zbl 0811.60065
Kaj, I.; Salminen, P.
2
1993
On functionals of branching Brownian motion. Zbl 0820.60064
Borodin, A. N.; Salminen, P. H.
1
1993
Cutting Markovian trees. Zbl 0783.60081
Salminen, Paavo
1
1992
On spectral measures of strings and excursions of quasi diffusions. Zbl 0731.60071
Küchler, Uwe; Salminen, Paavo
4
1989
On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary. Zbl 0647.60087
Salminen, Paavo
40
1988
On the joint distribution of the maximum and its location for a linear diffusion. Zbl 0621.60081
Csáki, Endre; Földes, Antónia; Salminen, Paavo
16
1987
Optimal stopping of one-dimensional diffusions. Zbl 0594.60080
Salminen, P.
50
1985
On local times of a diffusion. Zbl 0569.60074
Salminen, P.
1
1985
One-dimensional diffusions and their exit spaces. Zbl 0557.60062
Salminen, P.
8
1984
On conditional Ornstein-Uhlenbeck processes. Zbl 0551.60079
Salminen, P.
1
1984
Optimal stopping of one-dimensional diffusions. Zbl 0551.60078
Salminen, P.
1
1983
Martin boundaries for some space-time Markov processes. Zbl 0457.60049
Salminen, P.
1
1981
all top 5

Cited by 1,085 Authors

21 Salminen, Paavo H.
16 Alvarez, Luis H. R.
16 Ferrari, Giorgio
15 Borodin, Andreĭ Nikolaevich
14 Linetsky, Vadim
13 Wiśniewolski, Maciej
13 Yor, Marc
12 Patie, Pierre
10 Ekström, Erik
10 Jakubowski, Jacek
9 Christensen, Soren
9 Csáki, Endre
9 Cui, Zhenyu
9 Lempa, Jukka
9 Zhou, Xiaowen
8 Es-Sebaiy, Khalifa
8 Karatzas, Ioannis
8 Katori, Makoto
8 Song, Shiyu
8 Vallois, Pierre
8 Zervos, Mihail
7 Abundo, Mario
7 Alili, Larbi
7 Egami, Masahiko
7 Li, Lingfei
7 Wang, Yongjin
6 De Angelis, Tiziano
6 Evans, Steven Neil
6 Fatalov, Vadim Rolandovich
6 Földes, Antónia
6 Gulisashvili, Archil
6 Kyprianou, Andreas E.
6 Li, Yingqiu
6 Mishura, Yuliya Stepanivna
6 Mordecki, Ernesto
6 Shi, Zhan
6 Zhang, Hongzhong
5 Bayraktar, Erhan
5 Eisenberg, Julia
5 Gapeev, Pavel V.
5 Kharlamov, Boris Pavlovich
5 Hening, Alexandru
5 Johnson, Timothy C.
5 Leonenko, Nikolai N.
5 Mandjes, Michel Robertus Hendrikus
5 Mendoza-Arriaga, Rafael
5 Orsingher, Enzo
5 Pitman, Jim William
5 Remenik, Daniel
5 Révész, Pál
5 Stockbridge, Richard H.
5 Šuvak, Nenad
5 Vostrikova, Lioudmila
5 Yen, Ju-Yi J.
4 Arkin, Vadim I.
4 Avram, Florin
4 Buonaguidi, Bruno
4 Çağlar, Mine
4 Çetin, Umut
4 Csörgő, Miklós
4 Dayanik, Savas
4 Dębicki, Krzysztof
4 Federico, Salvatore
4 Guasoni, Paolo
4 Hamana, Yuji
4 Hefter, Mario
4 Helmes, Kurt L.
4 Hu, Yueyun
4 Kasahara, Yuji
4 Khan, Subuhi
4 Kuznetsov, Alexey
4 Lifshits, Mikhail A.
4 Lorig, Matthew J.
4 Makasu, Cloud
4 Małecki, Jacek
4 Moriarty, John
4 Muhle-Karbe, Johannes
4 Nikitin, Yakov Yu.
4 Nowak, Adam
4 Peskir, Goran
4 Pirozzi, Enrica
4 Profeta, Christophe
4 Schehr, Grégory
4 Urusov, Mikhail A.
4 Viitasaari, Lauri
4 Villeneuve, Stéphane
4 Yano, Kouji
4 Zaevski, Tsvetelin Stefanov
4 Zhang, Gongqiu
3 Ali, Mahvish
3 Ankirchner, Stefan
3 Ascione, Giacomo
3 Aurzada, Frank
3 Barczy, Mátyás
3 Beghin, Luisa
3 Blanchet-Scalliet, Christophette
3 Borovkov, Konstantin A.
3 Cai, Ning
3 Carr, Peter P.
3 Chen, Nan
...and 985 more Authors
all top 5

Cited in 199 Serials

82 Stochastic Processes and their Applications
39 Statistics & Probability Letters
35 The Annals of Applied Probability
34 Journal of Applied Probability
25 Mathematical Finance
24 Journal of Mathematical Sciences (New York)
23 Advances in Applied Probability
21 Finance and Stochastics
20 The Annals of Probability
20 Journal of Theoretical Probability
18 Probability Theory and Related Fields
16 Insurance Mathematics & Economics
16 Bernoulli
16 Methodology and Computing in Applied Probability
16 Quantitative Finance
15 Stochastics
14 Journal of Statistical Physics
14 Journal of Economic Dynamics & Control
14 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
13 Journal of Mathematical Analysis and Applications
12 Applied Mathematics and Optimization
12 Mathematical Methods of Operations Research
11 SIAM Journal on Control and Optimization
11 Potential Analysis
10 Stochastic Analysis and Applications
10 Stochastic Models
10 SIAM Journal on Financial Mathematics
9 Sequential Analysis
8 Theory of Probability and its Applications
8 ALEA. Latin American Journal of Probability and Mathematical Statistics
7 Communications in Mathematical Physics
7 Transactions of the American Mathematical Society
7 Electronic Journal of Probability
7 Electronic Communications in Probability
7 International Journal of Theoretical and Applied Finance
6 Journal of Econometrics
6 Proceedings of the American Mathematical Society
6 European Journal of Operational Research
6 Mathematics and Financial Economics
5 Lithuanian Mathematical Journal
5 Journal of Computational and Applied Mathematics
5 Journal of Functional Analysis
5 Journal of Mathematical Psychology
5 Publications of the Research Institute for Mathematical Sciences, Kyoto University
5 Applied Mathematical Finance
5 Statistical Inference for Stochastic Processes
5 Scandinavian Actuarial Journal
5 Modern Stochastics. Theory and Applications
4 Journal of Computational Physics
4 Journal of Mathematical Biology
4 Journal of Mathematical Physics
4 Physica A
4 Problems of Information Transmission
4 Journal of Statistical Planning and Inference
4 Mathematische Nachrichten
4 Queueing Systems
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Stochastics and Dynamics
4 Frontiers of Mathematics in China
3 Computers & Mathematics with Applications
3 Applied Mathematics and Computation
3 Journal of Differential Equations
3 Journal of the Mathematical Society of Japan
3 Mathematics and Computers in Simulation
3 Operations Research
3 Osaka Journal of Mathematics
3 Acta Applicandae Mathematicae
3 Communications in Statistics. Theory and Methods
3 Journal of Statistical Computation and Simulation
3 Acta Mathematica Sinica. English Series
3 Journal of Evolution Equations
3 Electronic Journal of Statistics
3 Japanese Journal of Mathematics. 3rd Series
2 Journal of Fluid Mechanics
2 Mathematical Biosciences
2 Scandinavian Journal of Statistics
2 Theoretical and Mathematical Physics
2 Chaos, Solitons and Fractals
2 Journal of Economic Theory
2 Journal of Mathematical Economics
2 Theoretical Population Biology
2 Probability and Mathematical Statistics
2 Statistics
2 Journal of Complexity
2 Annals of Operations Research
2 Games and Economic Behavior
2 Computational Statistics
2 Computational Statistics and Data Analysis
2 Theory of Probability and Mathematical Statistics
2 NoDEA. Nonlinear Differential Equations and Applications
2 Monte Carlo Methods and Applications
2 Extremes
2 Communications in Nonlinear Science and Numerical Simulation
2 Brazilian Journal of Probability and Statistics
2 The ANZIAM Journal
2 Decisions in Economics and Finance
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Asia-Pacific Financial Markets
2 Computational Management Science
2 Journal of Statistical Mechanics: Theory and Experiment
...and 99 more Serials
all top 5

Cited in 46 Fields

777 Probability theory and stochastic processes (60-XX)
298 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
115 Statistics (62-XX)
80 Systems theory; control (93-XX)
57 Partial differential equations (35-XX)
47 Numerical analysis (65-XX)
36 Statistical mechanics, structure of matter (82-XX)
36 Operations research, mathematical programming (90-XX)
32 Calculus of variations and optimal control; optimization (49-XX)
24 Special functions (33-XX)
24 Biology and other natural sciences (92-XX)
23 Ordinary differential equations (34-XX)
15 Operator theory (47-XX)
13 Dynamical systems and ergodic theory (37-XX)
12 Harmonic analysis on Euclidean spaces (42-XX)
8 Combinatorics (05-XX)
8 Integral transforms, operational calculus (44-XX)
7 Potential theory (31-XX)
7 Integral equations (45-XX)
7 Global analysis, analysis on manifolds (58-XX)
7 Quantum theory (81-XX)
6 Number theory (11-XX)
6 Linear and multilinear algebra; matrix theory (15-XX)
6 Measure and integration (28-XX)
5 Functions of a complex variable (30-XX)
4 Topological groups, Lie groups (22-XX)
4 Approximations and expansions (41-XX)
4 Computer science (68-XX)
4 Information and communication theory, circuits (94-XX)
3 Real functions (26-XX)
3 Abstract harmonic analysis (43-XX)
3 Differential geometry (53-XX)
3 Fluid mechanics (76-XX)
3 Relativity and gravitational theory (83-XX)
2 Functional analysis (46-XX)
1 History and biography (01-XX)
1 Field theory and polynomials (12-XX)
1 Algebraic geometry (14-XX)
1 Nonassociative rings and algebras (17-XX)
1 Group theory and generalizations (20-XX)
1 Difference and functional equations (39-XX)
1 Sequences, series, summability (40-XX)
1 Convex and discrete geometry (52-XX)
1 Mechanics of particles and systems (70-XX)
1 Mechanics of deformable solids (74-XX)
1 Classical thermodynamics, heat transfer (80-XX)

Citations by Year