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  1. 21
    Markov chains, MCMC methods and the equi-energy sampler

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

    Published 2008
    Subjects:
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    Licentiate thesis
  2. 22
    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
    Subjects:
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    Master's thesis
  3. 23
    On the local and global regularity of tug-of-war games

    On the local and global regularity of tug-of-war games by Heino, Joonas, 1988- kirjoittaja

    Published 2018
    Subjects: “…stokastiset prosessit…”
    JYX-julkaisuarkisto / JYX Digital Archive
    Doctoral dissertation
  4. 24
    Protocol for comparison of the performance of stochastic global optimization algorithms

    Protocol for comparison of the performance of stochastic global optimization algorithms by Ruuska, Sauli

    Published 2008
    Subjects: “…stokastiset prosessit…”
    Master's thesis
  5. 25
    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
    Subjects:
    Doctoral dissertation
  6. 26
    Rahoitusrakenteet ja rahapolitiikan välittyminen EMU-maissa

    Rahoitusrakenteet ja rahapolitiikan välittyminen EMU-maissa by Rahikainen, Simo

    Published 2001
    Subjects:
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    Master's thesis
  7. 27
    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
    Subjects:
    JYX-julkaisuarkisto / JYX Digital Archive
    Doctoral dissertation
  8. 28
    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 2017
    Subjects:
    JYX-julkaisuarkisto / JYX Digital Archive
    Doctoral dissertation
  9. 29
    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
    Subjects:
    JYX julkaisuarkisto / JYX Digital Archive
    Linkki verkkoaineistoon
    Doctoral dissertation
  10. 30
    A multilevel Monte Carlo algorithm for SDEs with jumps

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

    Published 2019
    Subjects:
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    Master's thesis
  11. 31
    Itô’s formula for finite variation Lévy processes

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

    Published 2023
    Subjects:
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    Master's thesis
  12. 32
    Numerical methods for pricing options under jump-diffusion processes

    Numerical methods for pricing options under jump-diffusion processes by Salmi, Santtu, kirjoittaja

    Published 2013
    Subjects:
    Doctoral dissertation
  13. 33
    Numerical methods for pricing options under jump-diffusion processes

    Numerical methods for pricing options under jump-diffusion processes by Salmi, Santtu, kirjoittaja

    Published 2013
    Subjects:
    JYX-julkaisuarkisto / JYX Digital Archive
    Doctoral dissertation
  14. 34
    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
    Subjects:
    Linkki verkkoaineistoon
    Doctoral dissertation
  15. 35
    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
    Subjects:
    JYX-julkaisuarkisto / JYX Digital Archive
    Doctoral dissertation
  16. 36
    Rahoitusrakenteet ja rahapolitiikan välittyminen EMU-maissa

    Rahoitusrakenteet ja rahapolitiikan välittyminen EMU-maissa by Rahikainen, Simo, Lehtiranta, Tero

    Published 2001
    Subjects:
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    Master's thesis
  17. 37
    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
    Subjects:
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    Master's thesis
  18. 38
    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
    Subjects: “…stokastiset prosessit…”
    Doctoral dissertation
  19. 39
    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
    Subjects:
    Yhteenveto-osa
    Doctoral dissertation
  20. 40
    On the local and global regularity of tug-of-war games

    On the local and global regularity of tug-of-war games by Heino, Joonas, 1988- kirjoittaja

    Published 2018
    Subjects: “…stokastiset prosessit…”
    Linkki verkkoaineistoon
    Doctoral dissertation
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