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researcher

M. Pakkanen

35 papers hereh-index 17983 citations52 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author4
  • middle author15
  • last author13

Across the 35 of 35 papers where every author was matched, so the position is known.

fields
  • math.PR12
  • q-fin.CP5
  • math.ST3
  • q-fin.ST3
  • q-bio.PE2
  • q-fin.TR2

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedHybrid scheme for Brownian semistationary processes

112 citations · 479 across the 30 of their papers we have counts for

collaborators
Showing 2008Show all

1 paper · 1 filter

math.PR2008★ 20 cited

Stochastic integrals and conditional full support

Mikko S. Pakkanen

We present conditions that imply the conditional full support (CFS) property, introduced by Guasoni, Rásonyi, and Schachermayer [Ann. Appl. Probab., 18 (2008), pp. 491--520], for p…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.