Esko Valkeila

Identifiers

• name variant Esko Valkeila 0.60 · backfill

Papers (6)

1. Random variables as pathwise integrals with respect to fractional Brownian motion math.PR · 2011 · author #3
2. Initial Enlargement in a Markov chain market model q-fin.TR · 2011 · author #3
3. Spectral characterization of the quadratic variation of mixed Brownian fractional Brownian motion math.PR · 2010 · author #2
4. Fractional processes as models in stochastic finance q-fin.PR · 2010 · author #3
5. When does fractional Brownian motion not behave as a continuous function with bounded variation? math.PR · 2010 · author #3
6. An extension of the L\'{e}vy characterization to fractional Brownian motion math.PR · 2006 · author #2

Mentions

• 1111.1851 #3 · backfill · confidence 0.70 Esko Valkeila
• 1108.2623 #3 · backfill · confidence 0.70 Esko Valkeila
• 1005.4349 #2 · backfill · confidence 0.70 Esko Valkeila
• 1004.3106 #3 · backfill · confidence 0.70 Esko Valkeila
• 1004.1071 #3 · backfill · confidence 0.70 Esko Valkeila

Frequent Coauthors

• Ehsan Azmoodeh 2 shared papers
• Yuliya Mishura 2 shared papers
• Christian Bender 1 shared papers
• Dario Gasbarra 1 shared papers
• Georgiy Shevchenko 1 shared papers
• Heikki Tikanm\"aki 1 shared papers
• Jos\'e Igor Morlanes 1 shared papers
• Tommi Sottinen 1 shared papers