Paavo Salminen
- Optimal stopping of Hunt and Lévy processes
2006/05/02 by Ernesto Mordecki, Mordecki, Ernesto, Paavo Salminen +1 · 1 citation
Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60G40 #60J25 #60J30 #60J60 #60J75 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Supply Chain and Inventory Management #math.PR #msc:60G40 #msc:60J25 #msc:60J30 #msc:60J60 #msc:60J75
- On subexponentiality of the Lévy measure of the diffusion inverse local time; with applications to penalizations
2008/05/28 by Paavo Salminen, Salminen, Paavo, Pierre Vallois +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60J30 #60J60 #60J65 #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60J30 #msc:60J60 #msc:60J65
- Optimal stopping, Appell polynomials and Wiener-Hopf factorization representations of excessive functions of Lévy processes
2010/02/19 by Paavo Salminen, Salminen, Paavo · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · Social Sciences · #60G40 #60J25 #60J30 #60J60 #60J75 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #math.PR #msc:60G40 #msc:60J25 #msc:60J30 #msc:60J60 #msc:60J75
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
2010/12/09 by Paavo Salminen, Marc Yor, Salminen, Paavo +1 · 1 citation
Mathematics · #60J60 #60J65 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60J60 #msc:60J65
- Optimal stopping of strong Markov processes
2012/03/21 by Sören Christensen, Christensen, Sören, Paavo Salminen +3 · 1 citation
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · #60G40 #60J25 #62L15 #Advanced Queuing Theory Analysis #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #math.PR #msc:60G40 #msc:60J25 #msc:62L15
- A note on a.s. finiteness of perpetual integral functionals of diffusions
2005/11/14 by Paavo Salminen, Marc Yor, Salminen, Paavo +1 · 1 citation
Computer Science · Mathematics · #60J60 #60J65 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Nonlinear Partial Differential Equations #Probability (math.PR) #advanced mathematical theories #math.PR #msc:60J60 #msc:60J65
- Diffusion spiders: Green kernel, excessive functions and optimal stopping
2022/09/23 by Jukka Lempa, Ernesto Mordecki, Lempa, Jukka +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Probabilistic aspects of Jacobi theta functions
2023/03/10 by Paavo Salminen, Salminen, Paavo, Christophe Vignat +1 · 1 citation
Chemistry · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Identities #Complex Systems and Time Series Analysis #FOS: Mathematics #Molecular spectroscopy and chirality #Probability (math.PR)