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  1. 1
    Ruin probabilities for Lévy processes

    Ruin probabilities for Lévy processes by Mäki-Ontto, Annukka

    Published 2009
    Master's thesis
  2. 2
    A survey on Lévy processes used in risk theory

    A survey on Lévy processes used in risk theory by Liukkonen, Lasse

    Published 2010
    Master's thesis
  3. 3
    Poisson limits for pairwise interaction point processes

    Poisson limits for pairwise interaction point processes by Miettinen, Jari, kirjoittaja

    Published 2011
    Master's thesis
  4. 4
    Limit distribution for the error process in approximating stochastic integrals

    Limit distribution for the error process in approximating stochastic integrals by Toivola, Anni

    Published 2004
    Master's thesis
  5. 5
    Markov chains, MCMC methods and the equi-energy sampler

    Markov chains, MCMC methods and the equi-energy sampler by Tiimonen, Mika

    Published 2008
    Licentiate thesis
  6. 6
    Backward stochastic differential equations

    Backward stochastic differential equations by Ylinen, Juha, kirjoittaja

    Published 2010
    Master's thesis
  7. 7
    On Malliavin calculus and approximation of stochastic integrals for Lévy processes

    On Malliavin calculus and approximation of stochastic integrals for Lévy processes by Laukkarinen, Eija, kirjoittaja

    Published 2012
    JYX-julkaisuarkisto / JYX Digital Archive
    Doctoral dissertation
  8. 8
    On fractional smoothness and approximations of stochastic integrals

    On fractional smoothness and approximations of stochastic integrals by Toivola, Anni

    Published 2009
    Get full text
    Doctoral dissertation
  9. 9
    Statistical inference for eye movement sequences using spatial and spatio-temporal point processes

    Statistical inference for eye movement sequences using spatial and spatio-temporal point processes by Ylitalo, Anna-Kaisa, kirjoittaja

    Published 2017
    Linkki verkkoaineistoon
    Doctoral dissertation
  10. 10
    Decoupling on the Wiener space and variational estimates for BSDEs

    Decoupling on the Wiener space and variational estimates for BSDEs by Ylinen, Juha, kirjoittaja

    Published 2015
    Yhteenveto-osa
    Doctoral dissertation
  11. 11
    On statistical properties of blind source separation methods based on joint diagonalization

    On statistical properties of blind source separation methods based on joint diagonalization by Miettinen, Jari, kirjoittaja

    Published 2014
    Doctoral dissertation
  12. 12
    On Malliavin calculus and approximation of stochastic integrals for Lévy processes

    On Malliavin calculus and approximation of stochastic integrals for Lévy processes by Laukkarinen, Eija

    Published 2012
    Doctoral dissertation
  13. 13
    Decoupling on the Wiener space and variational estimates for BSDEs

    Decoupling on the Wiener space and variational estimates for BSDEs by Ylinen, Juha, kirjoittaja

    Published 2015
    JYX julkaisuarkisto / JYX Digital Archive
    Linkki verkkoaineistoon
    Doctoral dissertation
  14. 14
    Zero-range processes and their applications

    Zero-range processes and their applications by Pulkkinen, Otto

    Published 2007
    Doctoral dissertation
  15. 15
    Regularity properties of tug-of-war games and normalized equations

    Regularity properties of tug-of-war games and normalized equations by Ruosteenoja, Eero, kirjoittaja

    Published 2017
    Linkki verkkoaineistoon
    Doctoral dissertation
  16. 16
    Modelling interactions in spatial point patterns : parameter estimation by the maximus likelihood method

    Modelling interactions in spatial point patterns : parameter estimation by the maximus likelihood method by Penttinen, Antti

    Published 1984
    Doctoral dissertation
  17. 17
    Interpolation spaces with parameter functions and L2-approximations of stochastic integrals

    Interpolation spaces with parameter functions and L2-approximations of stochastic integrals by Seppälä, Heikki

    Published 2011
    Doctoral dissertation
  18. 18
    On the approximation of stochastic integrals

    On the approximation of stochastic integrals by Hujo, Mika

    Published 2005
    Get full text
    Doctoral dissertation
  19. 19
    On measures induced by vector-valued Gaussian processes

    On measures induced by vector-valued Gaussian processes by Selkäinaho, Kalevi

    Published 1977
    Doctoral dissertation
  20. 20
    Approximation of heat equation and backward SDEs using random walk : convergence rates

    Approximation of heat equation and backward SDEs using random walk : convergence rates by Luoto, Antti, kirjoittaja

    Published 2018
    Linkki verkkoaineistoon
    Doctoral dissertation
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