Tommi Sottinen
Title
Cited by
Cited by
Year
Fractional Brownian motion, random walks and binary market models
T Sottinen
Finance and Stochastics 5 (3), 343-355, 2001
1972001
Pricing by hedging and no-arbitrage beyond semimartingales
C Bender, T Sottinen, E Valkeila
Finance and Stochastics 12 (4), 441-468, 2008
972008
On arbitrage and replication in the fractional Black–Scholes pricing model
T Sottinen, E Valkeila
Statistics & Decisions/International mathematical Journal for stochastic …, 2003
922003
Arbitrage with fractional Brownian motion?
C Bender, T Sottinen, E Valkeila
Theory of Stochastic Processes 13 (1), 23-34, 2007
782007
Gaussian bridges
D Gasbarra, T Sottinen, E Valkeila
Stochastic analysis and applications, 361-382, 2007
472007
Fractional processes as models in stochastic finance
C Bender, T Sottinen, E Valkeila
Advanced mathematical methods for finance, 75-103, 2011
432011
Fractional Brownian motion in finance and queueing
T Sottinen
Helsingin yliopisto, 2003
352003
Fractional Brownian motion as a model in finance
T Sottinen, E Valkeila
Department of Mathematics, University of Helsinki, 2001
352001
Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems
S Särkkä, T Sottinen
Bayesian Analysis 3 (3), 555-584, 2008
312008
Generalized Gaussian bridges
T Sottinen, A Yazigi
Stochastic Processes and their Applications 124 (9), 3084-3105, 2014
252014
Simulation of Weakly Self-Similar Stationary Increment Sub’š Žš-Processes: A Series Expansion Approach
Y Kozachenko, T Sottinen, O Vasylyk
Methodology and computing in applied probability 7, 379-400, 2005
242005
Necessary and sufficient conditions for Hölder continuity of Gaussian processes
E Azmoodeh, T Sottinen, L Viitasaari, A Yazigi
Statistics & Probability Letters 94, 230-235, 2014
232014
Path space large deviations of a large buffer with Gaussian input traffic
Y Kozachenko, O Vasylyk, T Sottinen
Queueing Systems 42 (2), 113-129, 2002
232002
Conditional full support of Gaussian processes with stationary increments
D Gasbarra, T Sottinen, H Van Zanten
Journal of Applied Probability 48 (2), 561-568, 2011
212011
On the equivalence of multiparameter Gaussian processes
T Sottinen, C Tudor
202006
Stochastic analysis of Gaussian processes via Fredholm representation
T Sottinen, L Viitasaari
International journal of stochastic analysis 2016, 2016
172016
Parameter estimation for stochastic equations with additive fractional Brownian sheet
T Sottinen, CA Tudor
Statistical Inference for Stochastic Processes 11 (3), 221-236, 2008
152008
Parameter estimation for the Langevin equation with stationary-increment Gaussian noise
T Sottinen, L Viitasaari
Statistical Inference for Stochastic Processes 21 (3), 569-601, 2018
132018
Pathwise integrals and Itō–Tanaka formula for Gaussian processes
T Sottinen, L Viitasaari
Journal of Theoretical Probability 29 (2), 590-616, 2016
132016
On Gaussian processes equivalent in law to fractional Brownian motion
T Sottinen
Journal of Theoretical Probability 17 (2), 309-325, 2004
122004
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Articles 1–20