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Paavo Salminen

Identifiers

  • name variant Paavo Salminen 0.60 · backfill

Papers (25)

  1. Optimal stopping of oscillating Brownian motion math.PR · 2019 · author #2
  2. On the local time process of a skew Brownian motion math.PR · 2018 · author #2
  3. Optimal stopping of Brownian motion with broken drift math.PR · 2018 · author #2
  4. On moments of integral exponential functionals of additive processes math.PR · 2018 · author #1
  5. On optimal stopping of multidimensional diffusions math.PR · 2016 · author #4
  6. Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion math.PR · 2016 · author #2
  7. Impulse control and expected suprema math.PR · 2015 · author #2
  8. Irreversible Investment under L\'evy Uncertainty: an Equation for the Optimal Boundary q-fin.PM · 2014 · author #2
  9. Differentiablity of excessive functions of one-dimensional diffusions and the principle of smooth fit math.PR · 2013 · author #1
  10. Riesz representation and optimal stopping with two case studies math.PR · 2013 · author #2
  11. Optimal stopping of strong Markov processes math.PR · 2012 · author #2
  12. On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes math.PR · 2010 · author #1
  13. On the excursions of reflected local time processes and stochastic fluid queues math.PR · 2010 · author #3
  14. Optimal stopping, Appell polynomials and Wiener-Hopf factorization representations of excessive functions of L\'evy processes math.PR · 2010 · author #1
  15. On subexponentiality of the L\'evy measure of the diffusion inverse local time; with applications to penalizations math.PR · 2008 · author #1
  16. On fractional Ornstein-Uhlenbeck processes math.PR · 2007 · author #2
  17. Analysis of stochastic fluid queues driven by local time processes math.PR · 2007 · author #4
  18. On the excursion theory for linear diffusions math.PR · 2006 · author #1
  19. Optimal stopping of Hunt and L\'evy processes math.PR · 2006 · author #2
  20. On Maximum Increase and Decrease of Brownian Motion math.PR · 2005 · author #1
  21. A note on a.s. finiteness of perpetual integral functionals of diffusions math.PR · 2005 · author #1
  22. Tanaka formula for symmetric L\'{e}vy processes math.PR · 2005 · author #1
  23. On some exponential integral functionals of BM($\mu$) and BES(3) math.PR · 2004 · author #2
  24. On occupation times of stationary excursions math.PR · 2004 · author #2
  25. Perpetual integral functionals as hitting and occupation times math.PR · 2004 · author #1

Mentions

  • 1310.1901 #1 · backfill · confidence 0.70 Paavo Salminen
  • 1309.2469 #2 · backfill · confidence 0.70 Paavo Salminen
  • 1203.4726 #2 · backfill · confidence 0.70 Paavo Salminen
  • 1012.2038 #1 · backfill · confidence 0.70 Paavo Salminen
  • 1006.2120 #3 · backfill · confidence 0.70 Paavo Salminen
  • 1002.3746 #1 · backfill · confidence 0.70 Paavo Salminen
  • 0805.4353 #1 · backfill · confidence 0.70 Paavo Salminen
  • 0710.5024 #2 · backfill · confidence 0.70 Paavo Salminen
  • 0709.1456 #4 · backfill · confidence 0.70 Paavo Salminen

Frequent Coauthors