Valkeila, Esko

birthDate

• 1951

deathDate

• 2012

name

• Valkeila, Esko

Authored works

• On the approximation of geometric fractional Brownian motion
• On weak convergence of counting processes : a martingale approach
• Remarks on counting processes with indepedent increments
• Remarks on counting processes with independent increments
• Studies in distributional properties of counting processes
• Topologia I:n väli- ja loppukoetehtäviä ratkaisuineen vv. 1974-77

Works contributed to

• A note on one-dimensional distances between two counting processes
• An extension of the Lévy characterzation to fractional Brownian motion
• Enlargement of filtration and additional information in pricing models : a Bayesian approach
• Gaussian bridges
• Helsingin yliopiston asemasta Suomen korkeakoululaitoksessa
• On hedging European options in geometric fractional Brownian motion market model
• Proceedings of the Workshop on Symbolic and Numeric Computing : Helsinki University of Technology 1993
• SPSS-X -opas : versio 2.0
• Statistical inference with fractional Brownian motion

Works about Valkeila, Esko