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Modern Stochastics: Theory and Applications


Cited by 3
Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions

Integration-by-parts characterizations of Gaussian processes
Ehsan Azmoodeh, Tommi Sottinen, Ciprian A. Tudor, Lauri Viitasaari
https://doi.org/10.1007/s13348-019-00278-x
Journal:  Collectanea Mathematica Volume 72, Issue 1 (2021), p. 25
Long-range dependent completely correlated mixed fractional Brownian motion
Josephine Dufitinema, Foad Shokrollahi, Tommi Sottinen, Lauri Viitasaari
https://doi.org/10.1016/j.spa.2023.104289
Journal:  Stochastic Processes and their Applications Volume 170 (2024), p. 104289
Prediction law of mixed Gaussian Volterra processes
Tommi Sottinen, Lauri Viitasaari
https://doi.org/10.1016/j.spl.2019.108594
Journal:  Statistics & Probability Letters Volume 156 (2020), p. 108594


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