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  1. 1
    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
  2. 2
    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
  3. 3
    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
  4. 4
    Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme

    Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme by Koskela, Emilia

    Published 2023
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    Master's thesis
  5. 5
    On exact simulations of first hitting times of the solutions of SDEs

    On exact simulations of first hitting times of the solutions of SDEs by Durmić, Irfan

    Published 2024
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    Master's thesis
  6. 6
    Chaotic decompositions of the Lévy-Itô space

    Chaotic decompositions of the Lévy-Itô space by Luuri, Eetu

    Published 2024
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    Master's thesis
  7. 7
    Itô’s formula for finite variation Lévy processes

    Itô’s formula for finite variation Lévy processes by Kotkajuuri, Jimi

    Published 2023
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    Master's thesis
  8. 8
    Application of the stochastic formalism for spectator scalars during inflation

    Application of the stochastic formalism for spectator scalars during inflation by Rantamäki, Julia

    Published 2023
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    Master's thesis
  9. 9
    Markov chain backward stochastic differential equations in modeling insurance policy

    Markov chain backward stochastic differential equations in modeling insurance policy by Hänninen, Henri

    Published 2022
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    Master's thesis
  10. 10
    Backward stochastic differential equations in dynamics of life insurance solvency risk

    Backward stochastic differential equations in dynamics of life insurance solvency risk by Hinkkanen, Onni

    Published 2022
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    Master's thesis
  11. 11
    The Black-Scholes model and risk-sensitive asset management

    The Black-Scholes model and risk-sensitive asset management by Helin, Santeri

    Published 2021
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    Master's thesis
  12. 12
    A multilevel Monte Carlo algorithm for SDEs with jumps

    A multilevel Monte Carlo algorithm for SDEs with jumps by Rantala, Johanna

    Published 2019
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    Master's thesis
  13. 13
    On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations

    On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations by Nykänen, Jani

    Published 2020
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    Master's thesis
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