I agree that this site is using cookies. You can find further informations here.
X
Salminen, Paavo
127  results:
Search for persons X
?
1

Diffusion spiders: Green kernel, excessive functions and op..:

Lempa, Jukka ; Mordecki, Ernesto ; Salminen, Paavo
Stochastic Processes and their Applications.  167 (2024)  - p. 104229 , 2024
Link: https://doi.org/10.1016/..
 
?
2

On a first hit distribution of the running maximum of Brown..:

Randon-Furling, Julien ; Salminen, Paavo ; Vallois, Pierre
Stochastic Processes and their Applications.  150 (2022)  - p. 1204-1221 , 2022
Link: https://doi.org/10.1016/..
 
?
3

On the maximum increase and decrease of one-dimensional dif..:

Salminen, Paavo ; Vallois, Pierre
Stochastic Processes and their Applications.  130 (2020)  9 - p. 5592-5604 , 2020
Link: https://doi.org/10.1016/..
 
?
4

On Occupation Times of One-Dimensional Diffusions:

Salminen, Paavo ; Stenlund, David
Journal of Theoretical Probability.  34 (2020)  2 - p. 975-1011 , 2020
Link: https://doi.org/10.1007/..
 
?
5

On first exit times and their means for Brownian bridges:

Geiss, Christel ; Luoto, Antti ; Salminen, Paavo
Journal of Applied Probability.  56 (2019)  3 - p. 701-722 , 2019
Link: https://doi.org/10.1017/..
 
?
6

On optimal stopping of multidimensional diffusions:

Christensen, Sören ; Crocce, Fabián ; Mordecki, Ernesto.
Stochastic Processes and their Applications.  129 (2019)  7 - p. 2561-2581 , 2019
Link: https://doi.org/10.1016/..
 
?
7

ON FIRST EXIT TIMES AND THEIR MEANS FOR BROWNIAN BRIDGES:

GEISS, CHRISTEL ; LUOTO, ANTTI ; SALMINEN, PAAVO
Journal of Applied Probability.  56 (2019)  3 - p. 701-722 , 2019
Link: https://www.jstor.org/st..
 
?
8

On moments of integral exponential functionals of additive ..:

Salminen, Paavo ; Vostrikova, Lioudmila
Statistics & Probability Letters.  146 (2019)  - p. 139-146 , 2019
Link: https://doi.org/10.1016/..
 
?
9

Impulse control and expected suprema:

Christensen, Sören ; Salminen, Paavo
Advances in Applied Probability.  49 (2017)  1 - p. 238-257 , 2017
Link: https://doi.org/10.1017/..
 
?
10

Multidimensional investment problem:

Christensen, Sören ; Salminen, Paavo
Mathematics and Financial Economics.  12 (2017)  1 - p. 75-95 , 2017
Link: https://doi.org/10.1007/..
 
?
11

Timing in the presence of directional predictability: optim..:

Alvarez E., Luis H. R. ; Salminen, Paavo
Mathematical Methods of Operations Research.  86 (2017)  2 - p. 377-400 , 2017
Link: https://doi.org/10.1007/..
 
?
12

IMPULSE CONTROL AND EXPECTED SUPREMA:

CHRISTENSEN, SÖREN ; SALMINEN, PAAVO
Advances in Applied Probability.  49 (2017)  1 - p. 238-257 , 2017
Link: https://www.jstor.org/st..
 
?
13

IRREVERSIBLE INVESTMENT UNDER LÉVY UNCERTAINTY: AN EQUATION..:

FERRARI, GIORGIO ; SALMINEN, PAAVO
Advances in Applied Probability.  48 (2016)  1 - p. 298-314 , 2016
Link: http://www.jstor.org/sta..
 
?
14

Irreversible investment under Lévy uncertainty: an equation..:

Ferrari, Giorgio ; Salminen, Paavo
Advances in Applied Probability.  48 (2016)  1 - p. 298-314 , 2016
Link: https://doi.org/10.1017/..
 
?
15

Integral Representations of Certain Measures in the One-Dim..:

, In: Lecture Notes in Mathematics; In Memoriam Marc Yor - Séminaire de Probabilités XLVII,
Salminen, Paavo ; Yen, Ju-Yi ; Yor, Marc - p. 1-15 , 2015
Link: https://doi.org/10.1007/..
 
1-15