activity
20072026
most citedFredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions

5 citations · 23 across the 28 of their papers we have counts for

collaborators
Showing 2019 · math.PRShow all

2 papers · 2 filters

math.PR2019

Prediction Law of Mixed Gaussian Volterra Processes

Tommi Sottinen, Lauri Viitasaari

We study the regular conditional law of mixed Gaussian Volterra processes under the influence of model disturbances. More precisely, we study prediction of Gaussian Volterra proces…

math.PR2019

Integration-by-Parts Characterizations of Gaussian Processes

Ehsan Azmoodeh, Tommi Sottinen, Ciprian A. Tudor +1

The Malliavin integration-by-parts formula is a key ingredient to develop stochastic analysis on the Wiener space. In this article we show that a suitable integration-by-parts form…