Paavo Salminen

Publication Activity (10 Years)

Years Active: 2001-2019
Publications (10 Years): 2

Top Topics

Stochastic Processes

Optimal Stopping

Top Venues

J. Appl. Probab.

Math. Methods Oper. Res.

Publications

Christel Geiss, Antti Luoto, Paavo Salminen
On first exit times and their means for Brownian bridges. J. Appl. Probab. 56 (3) (2019)
Luis H. R. Alvarez E., Paavo Salminen
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion. Math. Methods Oper. Res. 86 (2) (2017)
Paavo Salminen, Marc Yor
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes. Period. Math. Hung. 62 (1) (2011)
Marina Kozlova, Paavo Salminen
An occupation time identity for reflecting Brownian motion with drift. Period. Math. Hung. 50 (1-2) (2005)
Petteri Mannersalo, Ilkka Norros, Paavo Salminen
A Storage Process with Local Time Input. Queueing Syst. Theory Appl. 46 (3-4) (2004)
Paavo Salminen, Ilkka Norros
On Busy Periods of the Unbounded Brownian Storage. Queueing Syst. Theory Appl. 39 (4) (2001)