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researcher

T. Sottinen

35 papers hereh-index 181.4k citations76 works total

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

author position
  • first author12
  • middle author11
  • last author12

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

fields
  • math.PR20
  • math.NA4
  • q-fin.PR3
  • math.ST2
  • q-fin.MF2
  • stat.ME2

identity via Semantic Scholar / OpenAlex

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 2015Show all

3 papers · 1 filter

math.NA2015

Walk on Spheres Algorithm for Helmholtz and Yukawa Equations via Duffin Correspondence

Xuxin Yang, Antti Rasila, Tommi Sottinen

We show that a constant-potential time-independent Schrödinger equation with Dirichlet boundary data can be reformulated as a Laplace equation with Dirichlet boundary data. With th…

math.NA2015★ 3 cited

Efficient simulation of Schrödinger equation with piecewise constant positive potential

Xuxin Yang, Antti Rasila, Tommi Sottinen

In this paper we introduce a new method for the simulation of a weak solution of the Schrödinger-type equation where the potential is piecewise constant and positive. The method, c…

math.PR2015★ 5 cited

Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions

Tommi Sottinen, Lauri Viitasaari

We show that every multiparameter Gaussian process with integrable variance function admits a Wiener integral representation of Fredholm type with respect to the Brownian sheet. Th…

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