75 citations · 236 across the 75 of their papers we have counts for
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math.PR2015
A general non-existence result for linear BSDEs driven by Gaussian processes
Christian Bender, Lauri Viitasaari
In this paper, we study linear backward stochastic differential equations driven by a class of centered Gaussian non-martingales, including fractional Brownian motion with Hurst pa…
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…
math.PR2015★ 5 cited
Sufficient and Necessary Conditions for Limit Theorems for Quadratic Variations of Gaussian Sequences
Lauri Viitasaari
Quadratic variations of Gaussian processes play important role in both stochastic analysis and in applications such as estimation of model parameters, and for this reason the topic…