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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

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Showing 2023 · math.PRShow all

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math.PR2023

Transfer principle for fractional Ornstein-Uhlenbeck processes

Tommi Sottinen, Lauri Viitasaari

We prove the transfer principle for fractional Ornstein-Uhlenbeck processes, i.e., we construct a Brownian motion that has the same filtration as the fractional Ornstein-Uhlenbeck…

math.PR2023

Prediction of Gaussian Volterra Processes with Compound Poisson Jumps

Hamidreza Maleki Almani, Foad Shokrollahi, Tommi Sottinen

We consider a Gaussian Volterra process with compound Poisson jumps and derive its prediction law.