75 citations · 236 across the 75 of their papers we have counts for
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math.PR2021★ 6 cited
Sobolev regularity of occupation measures and paths, variability and compositions
Michael Hinz, Jonas M. Tölle, Lauri Viitasaari
We prove a result on the fractional Sobolev regularity of composition of paths of low fractional Sobolev regularity with functions of bounded variation. The result relies on the no…
math.PR2021
Remarks on existence and uniqueness of the solution for stochastic partial differential equations
Benny Avelin, Lauri Viitasaari
In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form , dri…
math.PR2021★ 3 cited
Long-range dependent completely correlated mixed fractional Brownian motion
Josephine Dufitinema, Foad Shokrollahi, Tommi Sottinen +1
In this paper we introduce the long-range dependent completely correlated mixed fractional Brownian motion (ccmfBm). This is a process that is driven by a mixture of Brownian motio…