Esko Valkeila

2.0k total citations
42 papers, 1.2k citations indexed

About

Esko Valkeila is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Esko Valkeila has authored 42 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 11 papers in Economics and Econometrics and 7 papers in Statistics and Probability. Recurrent topics in Esko Valkeila's work include Stochastic processes and financial applications (22 papers), Financial Risk and Volatility Modeling (13 papers) and Complex Systems and Time Series Analysis (8 papers). Esko Valkeila is often cited by papers focused on Stochastic processes and financial applications (22 papers), Financial Risk and Volatility Modeling (13 papers) and Complex Systems and Time Series Analysis (8 papers). Esko Valkeila collaborates with scholars based in Finland, Ukraine and France. Esko Valkeila's co-authors include Jorma Virtamo, Ilkka Norros, Yuliya Mishura, Tommi Sottinen, Jean Mémin, S Punsar, Jussi K. Huttunen, Martti J. Karvonen, Jarmo Virtamo and Georg Alfthan and has published in prestigious journals such as Cancer, American Journal of Epidemiology and European Heart Journal.

In The Last Decade

Esko Valkeila

39 papers receiving 1.1k citations

Peers

Esko Valkeila
John S. White United States
Joseph Horowitz United States
Howard G. Tucker United States
John R. Michael United States
Aurore Delaigle Australia
Xiaofeng Shao United States
Esko Valkeila
Citations per year, relative to Esko Valkeila Esko Valkeila (= 1×) peers Ulrich Stadtmüller

Countries citing papers authored by Esko Valkeila

Since Specialization
Citations

This map shows the geographic impact of Esko Valkeila's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Esko Valkeila with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Esko Valkeila more than expected).

Fields of papers citing papers by Esko Valkeila

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Esko Valkeila. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Esko Valkeila. The network helps show where Esko Valkeila may publish in the future.

Co-authorship network of co-authors of Esko Valkeila

This figure shows the co-authorship network connecting the top 25 collaborators of Esko Valkeila. A scholar is included among the top collaborators of Esko Valkeila based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Esko Valkeila. Esko Valkeila is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Mishura, Yuliya, Georgiy Shevchenko, & Esko Valkeila. (2013). Random variables as pathwise integrals with respect to fractional Brownian motion. Stochastic Processes and their Applications. 123(6). 2353–2369. 5 indexed citations
2.
Valkeila, Esko, et al.. (2010). When does fractional Brownian motion not behave as a continuous function with bounded variation?. Statistics & Probability Letters. 80(19-20). 1543–1550. 2 indexed citations
3.
Bender, Christian, Tommi Sottinen, & Esko Valkeila. (2008). Pricing by hedging and no-arbitrage beyond semimartingales. Finance and Stochastics. 12(4). 441–468. 48 indexed citations
4.
Bender, Christian, Tommi Sottinen, & Esko Valkeila. (2006). No-arbitrage pricing beyond semimartingales. Open MIND. 3 indexed citations
5.
Gasbarra, Dario & Esko Valkeila. (2004). Theory of Stochastic Processes. 60 indexed citations
6.
Gasbarra, Dario & Esko Valkeila. (2004). Initial enlargement: a Bayesian approach. 3 indexed citations
7.
Spreij, Peter, et al.. (2003). Information processes for semimartingale experiments. The Annals of Probability. 31(1). 1 indexed citations
8.
Valkeila, Esko, et al.. (2002). Information concepts for filtered experiments. Theory of Probability and Mathematical Statistics. 67. 38–56. 1 indexed citations
9.
Mishura, Yuliya & Esko Valkeila. (2001). Martingale transforms and Girsanov theorem for long-memory Gaussian processes. Statistics & Probability Letters. 55(4). 421–430. 5 indexed citations
10.
Mishura, Yuliya & Esko Valkeila. (2000). An Isometric Approach to Generalized Stochastic Integrals. Journal of Theoretical Probability. 13(3). 673–693. 4 indexed citations
11.
Norros, Ilkka, Esko Valkeila, & Jorma Virtamo. (1999). An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions. Bernoulli. 5(4). 571–571. 249 indexed citations
12.
Valkeila, Esko, et al.. (1998). Application of regression transformations to the determination of reaction orders in stability studies. International Journal of Pharmaceutics. 161(1). 29–35. 1 indexed citations
13.
Spreij, Peter, et al.. (1997). On Hellinger Processes for Parametric Families of Experiments. Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands. 41–61. 4 indexed citations
14.
Nohynek, Hanna, et al.. (1995). Erythrocyte sedimentation rate, white blood cell count and serum C-reactive protein in assessing etiologic diagnosis of acute lower respiratory infections in children. The Pediatric Infectious Disease Journal. 14(6). 484–489. 86 indexed citations
15.
Valkeila, Esko. (1991). Computer algebra and stochastic analysis - some possibilities. Data Archiving and Networked Services (DANS). 4(3). 229–238. 2 indexed citations
16.
Valkeila, Esko, et al.. (1991). A prohorov bound for a poisson process and an arbitrary counting process with some applications. Stochastics and stochastics reports. 37(3). 133–151. 4 indexed citations
17.
Valkeila, Esko, et al.. (1988). On the Levy-Prokhorov distance between counting processes. Annales Academiae Scientiarum Fennicae Series A I Mathematica. 13. 255–258. 1 indexed citations
18.
Valkeila, Esko, et al.. (1986). An integral representation for the Hellinger distance.. MATHEMATICA SCANDINAVICA. 58. 239–239. 5 indexed citations
19.
Valkeila, Esko, et al.. (1985). A Note on One-Dimensional Distances between Two Counting Processes. Theory of Probability and Its Applications. 29(3). 578–581. 1 indexed citations
20.
Aho, Kimmo, A. Gordin, Timo Palosuo, et al.. (1984). Thyroid autoimmunity and cardiovascular diseases. European Heart Journal. 5(1). 43–46. 20 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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