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1

An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions

Ilkka Norros, Esko Valkeila and Jorma Virtamo

Journal:

Year:

1999

Language:

english

File:

PDF, 1.15 MB

english, 1999

2

Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

Jean Mémin, Yulia Mishura, Esko Valkeila

Journal:

Statistics & Probability Letters

Year:

2001

Language:

english

File:

PDF, 115 KB

english, 2001

3

Martingale transforms and Girsanov theorem for long-memory Gaussian processes

Yuliya Mishura, Esko Valkeila

Journal:

Statistics & Probability Letters

Year:

2001

Language:

english

File:

PDF, 134 KB

english, 2001

4

On some maximal inequalities for fractional Brownian motions

Alexander Novikov, Esko Valkeila

Journal:

Statistics & Probability Letters

Year:

1999

Language:

english

File:

PDF, 90 KB

english, 1999

5

Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model

FREDDY DELBAEN, YURI M. KABANOV, ESKO VALKEILA

Journal:

Mathematical Finance

Year:

2002

Language:

english

File:

PDF, 170 KB

english, 2002

6

Statistical Inference with Fractional Brownian Motion

Alexander Kukush, Yulia Mishura, Esko Valkeila

Journal:

Statistical Inference for Stochastic Processes

Year:

2005

Language:

english

File:

PDF, 158 KB

english, 2005

7

On hedging European options in geometric fractional Brownian motion market model

Azmoodeh, Ehsan, Mishura, Yuliya, Valkeila, Esko

Journal:

Statistics & Decisions

Year:

2009

Language:

english

File:

PDF, 153 KB

english, 2009

8

On arbitrage and replication in the fractional Black–Scholes pricing model

Sottinen, Tommi, Valkeila, Esko

Journal:

Statistics & Decisions

Year:

2003

Language:

english

File:

PDF, 146 KB

english, 2003

9

AN EXTENSION OF THE LÉVY CHARACTERIZATION TO FRACTIONAL BROWNIAN MOTION

Yuliya Mishura and Esko Valkeila

Journal:

The Annals of Probability

Year:

2011

Language:

english

File:

PDF, 1.42 MB

english, 2011

10

Serum selenium and risk of cancer. A prospective follow-up of nine years

Jarmo Virtamo, Esko Valkeila, Georg Alfthan, Sven Punsar, Jussi K. Huttunen, Martti J. Karvonen

Journal:

Year:

1987

Language:

english

File:

PDF, 410 KB

english, 1987

11

Application of regression transformations to the determination of reaction orders in stability studies

Liisa Mälkki-Laine, Esko Valkeila

Journal:

International Journal of Pharmaceutics

Year:

1998

Language:

english

File:

PDF, 107 KB

english, 1998

12

Pricing by hedging and no-arbitrage beyond

Christian Bender, Tommi Sottinen, Esko Valkeila

Journal:

Finance and Stochastics

Year:

2008

Language:

english

File:

PDF, 519 KB

english, 2008

13

When does fractional Brownian motion not behave as a continuous function with bounded variation?

Ehsan Azmoodeh, Heikki Tikanmäki, Esko Valkeila

Journal:

Statistics & Probability Letters

Year:

2010

Language:

english

File:

PDF, 279 KB

english, 2010

14

An Introduction to the Theory of Point Processes, Volume II: General Theory and Structure, 2nd Edition by Daryl J. Daley, David Vere-Jones

Journal:

International Statistical Review

Year:

2008

Language:

english

File:

PDF, 568 KB

english, 2008

15

An Isometric Approach to Generalized Stochastic Integrals

Yulia Mishura, Esko Valkeila

Journal:

Journal of Theoretical Probability

Year:

2000

Language:

english

File:

PDF, 159 KB

english, 2000

16

On the Levy-Prohorov distance between counting processes

Martti Nikunen, Esko Valkeila

Journal:

Stochastic Processes and their Applications

Year:

1987

Language:

english

File:

PDF, 58 KB

english, 1987

17

A general poisson approximation theorem

Journal:

Year:

1982

Language:

english

File:

PDF, 344 KB

english, 1982

18

Spectral characterization of the quadratic variation of mixed Brownian–fractional Brownian motion

Ehsan Azmoodeh, Esko Valkeila

Journal:

Statistical Inference for Stochastic Processes

Year:

2013

Language:

english

File:

PDF, 196 KB

english, 2013

19

Random variables as pathwise integrals with respect to fractional Brownian motion

Mishura, Yuliya, Shevchenko, Georgiy, Valkeila, Esko

Journal:

Stochastic Processes and their Applications

Year:

2013

Language:

english

File:

PDF, 243 KB

english, 2013

20

An Introduction to the Theory of Point Processes, Volume II: General Theory and Structure, 2nd Editionby Daryl J. Daley; David Vere-Jones

Review by: Esko Valkeila

Journal:

International Statistical Review

Year:

2008

Language:

english

File:

PDF, 176 KB

english, 2008

21

A prohorov bound for a poisson process and an arbitrary counting process with some applications

Nikunen, Martti, Valkeila, Esko

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

1991

Language:

english

File:

PDF, 597 KB

english, 1991

22

INITIAL ENLARGEMENT IN A MARKOV CHAIN MARKET MODEL

GASBARRA, DARIO, MORLANES, JOSÉ IGOR, VALKEILA, ESKO

Journal:

Stochastics and Dynamics

Year:

2011

Language:

english

File:

PDF, 292 KB

english, 2011

23

Robust replication in H-self-similar Gaussian market models under uncertainty

Gapeev, Pavel V., Sottinen, Tommi, Valkeila, Esko

Journal:

Statistics & Decisions

Year:

2011

Language:

english

File:

PDF, 174 KB

english, 2011

24

Information Processes for Semimartingale Experiments

Kacha Dzhaparidze, Peter Spreij and Esko Valkeila

Journal:

The Annals of Probability

Year:

2003

Language:

english

File:

PDF, 2.55 MB

english, 2003

25

Erythrocyte sedimentation rate, white blood cell count and serum C-reactive protein in assessing etiologic diagnosis of acute lower respiratory infections in children

NOHYNEK, HANNA, VALKEILA, ESKO, LEINONEN, MALJA

Journal:

Pediatric Infectious Disease Journal

Year:

1995

File:

PDF, 567 KB

1995

26

An extension of the Lévy characterization to fractional Brownian motion

Mishura, Yuliya, Valkeila, Esko

Journal:

The Annals of Probability

Year:

2011

Language:

english

File:

PDF, 246 KB

english, 2011

27

Approximations and limit theorems for likelihood ratio processes in the binary case

Gushchin, A. A., Valkeila, Esko

Journal:

Statistics & Decisions

Year:

2003

Language:

english

File:

PDF, 350 KB

english, 2003