Tommi Sottinen

957 total citations
36 papers, 467 citations indexed

About

Tommi Sottinen is a scholar working on Finance, Economics and Econometrics and Global and Planetary Change. According to data from OpenAlex, Tommi Sottinen has authored 36 papers receiving a total of 467 indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Finance, 20 papers in Economics and Econometrics and 4 papers in Global and Planetary Change. Recurrent topics in Tommi Sottinen's work include Stochastic processes and financial applications (27 papers), Complex Systems and Time Series Analysis (18 papers) and Financial Risk and Volatility Modeling (17 papers). Tommi Sottinen is often cited by papers focused on Stochastic processes and financial applications (27 papers), Complex Systems and Time Series Analysis (18 papers) and Financial Risk and Volatility Modeling (17 papers). Tommi Sottinen collaborates with scholars based in Finland, Germany and Ukraine. Tommi Sottinen's co-authors include Esko Valkeila, Christian Bender, Lauri Viitasaari, Ciprian A. Tudor, Yuriy Kozachenko, Antti Rasila, Dario Gasbarra, Harry van Zanten, Seppo Pynnönen and Pavel V. Gapeev and has published in prestigious journals such as SHILAP Revista de lepidopterología, Applied Mathematics and Computation and Journal of Applied Probability.

In The Last Decade

Tommi Sottinen

30 papers receiving 439 citations

Peers

Countries citing papers authored by Tommi Sottinen

Since Specialization

Citations

This map shows the geographic impact of Tommi Sottinen'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 Tommi Sottinen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tommi Sottinen more than expected).

Fields of papers citing papers by Tommi Sottinen

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Tommi Sottinen. 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 Tommi Sottinen. The network helps show where Tommi Sottinen may publish in the future.

Co-authorship network of co-authors of Tommi Sottinen

This figure shows the co-authorship network connecting the top 25 collaborators of Tommi Sottinen. A scholar is included among the top collaborators of Tommi Sottinen 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 Tommi Sottinen. Tommi Sottinen is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Efficient simulation of mixed boundary value problems and conformal mappings 2024 ·Applied Mathematics and Computation ·(unknown), Antti Rasila, Tommi Sottinen	2
2	On the existence and regularity of local times 2024 ·Electronic Journal of Probability ·Tommi Sottinen, (unknown), Lauri Viitasaari	1
3	Multi-mixed fractional Brownian motions and Ornstein–Uhlenbeck processes 2023 ·SHILAP Revista de lepidopterología ·(unknown), Tommi Sottinen	0
4	On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands 2023 ·Journal of Theoretical Probability ·(unknown), Pauliina Ilmonen, (unknown), Tommi Sottinen, Lauri Viitasaari	0
5	Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets 2020 ·Communications in Statistics - Simulation and Computation ·(unknown), Seppo Pynnönen, Tommi Sottinen	7
6	Parameter estimation for the Langevin equation with stationary-increment Gaussian noise 2017 ·Statistical Inference for Stochastic Processes ·Tommi Sottinen, Lauri Viitasaari	14
7	Stochastic Analysis of Gaussian Processes via Fredholm Representation 2016 ·International Journal of Stochastic Analysis ·Tommi Sottinen, Lauri Viitasaari	12
8	Walk On Spheres Algorithm for Helmholtz and Yukawa Equations via Duffin Correspondence 2016 ·Methodology And Computing In Applied Probability ·(unknown), Antti Rasila, Tommi Sottinen	5
9	Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions 2015 ·SHILAP Revista de lepidopterología ·Tommi Sottinen, Lauri Viitasaari	1
10	Necessary and sufficient conditions for Hölder continuity of Gaussian processes 2014 ·Statistics & Probability Letters ·(unknown), Tommi Sottinen, Lauri Viitasaari, (unknown)	21
11	Pathwise Integrals and Itô–Tanaka Formula for Gaussian Processes 2014 ·Journal of Theoretical Probability ·Tommi Sottinen, Lauri Viitasaari	6
12	Conditional Full Support of Gaussian Processes with Stationary Increments 2011 ·Journal of Applied Probability ·Dario Gasbarra, Tommi Sottinen, Harry van Zanten	0
13	Lipschitz conditions for $\operatorname{Sub}_{𝜙}(Ω)$-processes and applications to weakly self-similar processes with stationary increments 2011 ·Theory of Probability and Mathematical Statistics ·Yuriy Kozachenko, Tommi Sottinen, (unknown)	2
14	Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems 2008 ·Bayesian Analysis ·Tommi Sottinen, (unknown)	21
15	Pricing by hedging and no-arbitrage beyond semimartingales 2008 ·Finance and Stochastics ·Christian Bender, Tommi Sottinen, Esko Valkeila	48
16	No-arbitrage pricing beyond semimartingales 2006 ·Open MIND ·Christian Bender, Tommi Sottinen, Esko Valkeila	3
17	On the Equivalence of Multiparameter Gaussian Processes 2006 ·Journal of Theoretical Probability ·Tommi Sottinen, Ciprian A. Tudor	10
18	Fractional Brownian motion in finance and queueing 2003 ·Työväentutkimus Vuosikirja ·Tommi Sottinen	14
19	Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic 2002 ·Queueing Systems ·Yuriy Kozachenko, (unknown), Tommi Sottinen	14
20	Fractional Brownian motion, random walks and binary market models 2001 ·Finance and Stochastics ·Tommi Sottinen	120

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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