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A central limit theorem for the stochastic heat equation

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DOI
10.1016/j.spa.2020.07.010
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
Stochastic Processes and Their Applications2020Publicationer information ikon

Local times and sample path properties of the Rosenblatt process

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10.1016/j.spa.2020.09.018
Kerchev, George; Nourdin, Ivan; Saksman, Eero; Viitasaari, Lauri
Stochastic processes and their applications2020Publicationer information ikon

Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes

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10.1016/j.spa.2018.08.002
Chen, Zhe; Leskelä, Lasse; Viitasaari, Lauri
Stochastic Processes and their Applications2018Publicationer information ikon

Oscillating Gaussian processes

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10.1007/s11203-020-09212-6
Ilmonen, Pauliina; Torres, Soledad; Viitasaari, Lauri
Statistical Inference for Stochastic Processes2020Publicationer information ikon

A general non-existence result for linear BSDEs driven by Gaussian processes

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10.1016/j.spa.2016.07.012
Bender, Christian; Viitasaari, Lauri
Stochastic Processes and their Applications2017Publicationer information ikon

Product and moment formulas for iterated stochastic integrals (associated with Lévy processes)

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DOI
10.1080/17442508.2019.1680677
Di Tella, Paolo; Geiss, Christel
Stochastics : An International Journal of Probability and Stochastic Processes2020Publicationer information ikon

Learning Stochastic Differential Equations With Gaussian Processes Without Gradient Matching

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DOI
10.1109/MLSP.2018.8516991
Yildiz, Cagatay; Heinonen, Markus; Intosalmi, Jukka; Mannerström, Henrik; Lähdesmäki, Harri
IEEE International Workshop on Machine Learning for Signal Processing2018Publicationer information ikon

Large deviations of infinite intersections of events in Gaussian processes

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10.1016/j.spa.2006.02.003
Mandjes, Michael; Mannersalo, Petteri; Norros, Ilkka; van Uitert, Miranda
Stochastic Processes and their Applications2006Publicationer information ikon

Weighted bounded mean oscillation applied to backward stochastic differential equations

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10.1016/j.spa.2019.10.007
Geiss, Stefan; Ylinen, Juha
Stochastic Processes and their Applications2020Publicationer information ikon

Exit times for multivariate autoregressive processes

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DOI
10.1016/j.spa.2013.03.003
Jung, Brita
Stochastic Processes and their Applications2013

A central limit theorem for the stochastic heat equation

Referentgranskad
Öppen tillgång
DOI
10.1016/j.spa.2020.07.010
2020

Local times and sample path properties of the Rosenblatt process

Referentgranskad
Öppen tillgång
DOI
10.1016/j.spa.2020.09.018
2020

Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes

Referentgranskad
Öppen tillgång
DOI
10.1016/j.spa.2018.08.002
2018

Oscillating Gaussian processes

Referentgranskad
Öppen tillgång
DOI
10.1007/s11203-020-09212-6
2020

A general non-existence result for linear BSDEs driven by Gaussian processes

Referentgranskad
DOI
10.1016/j.spa.2016.07.012
2017

Product and moment formulas for iterated stochastic integrals (associated with Lévy processes)

Referentgranskad
DOI
10.1080/17442508.2019.1680677
2020

Learning Stochastic Differential Equations With Gaussian Processes Without Gradient Matching

Referentgranskad
DOI
10.1109/MLSP.2018.8516991
2018

Large deviations of infinite intersections of events in Gaussian processes

Referentgranskad
Öppen tillgång
DOI
10.1016/j.spa.2006.02.003
2006

Weighted bounded mean oscillation applied to backward stochastic differential equations

Referentgranskad
Öppen tillgång
DOI
10.1016/j.spa.2019.10.007
2020

Exit times for multivariate autoregressive processes

Referentgranskad
DOI
10.1016/j.spa.2013.03.003
2013