P. Salminen

Most-cited papers

Handbook of Brownian Motion - Facts and Formulae
A. Borodin, P. Salminen
19962,307 citations Open access
Semantic Scholar
Handbook of Brownian Motion - Facts and Formulae (Second Edition)
A. Borodin, P. Salminen
2003208 citations
Semantic Scholar
Optimal Stopping of One‐Dimensional Diffusions
P. Salminen
1985140 citations
Semantic Scholar
On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
P. Salminen
1988Advances in Applied Probability120 citations
Semantic Scholar
On the excursion theory for linear diffusions
P. Salminen, P. Vallois, M. Yor
200666 citations Open access
Semantic Scholar
Optimal stopping of Hunt and Lévy processes
E. Mordecki, P. Salminen
200653 citations Open access
Semantic Scholar
On the joint distribution of the maximum and its location for a linear diffusion
E. Csáki, A. Földes, P. Salminen
198749 citations
Semantic Scholar
Properties of perpetual integral functionals of Brownian motion with drift
P. Salminen, M. Yor
200545 citations
Semantic Scholar
Optimal stopping of strong Markov processes
Soren Christensen, P. Salminen, B. Q. Ta
201242 citations Open access
Semantic Scholar
On fractional Ornstein-Uhlenbeck processes
Terhi Kaarakka, P. Salminen
200741 citations Open access
Semantic Scholar
On maximum increase and decrease of Brownian motion
P. Salminen, P. Vallois
200534 citations Open access
Semantic Scholar
Optimal stopping, Appell polynomials, and Wiener–Hopf factorization
P. Salminen
201029 citations Open access
Semantic Scholar
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
P. Salminen, M. Yor
2010Periodica Mathematica Hungarica27 citations Open access
Semantic Scholar
On optimal stopping of multidimensional diffusions
Soren Christensen, Fabian Crocce, E. Mordecki, P. Salminen
2016Stochastic Processes and their Applications26 citations Open access
Semantic Scholar
One-dimensional diffusions and their exit spaces
P. Salminen
198426 citations Open access
Semantic Scholar
Perpetual integral functionals as hitting and occupation times
P. Salminen, M. Yor
200423 citations
Semantic Scholar
A note on a.s. finiteness of perpetual integral functionals of difusions
Davar Khoshnevisan, P. Salminen, M. Yor
200622 citations Open access
Semantic Scholar
A note on a.s. finiteness of perpetual integral functionals of diffusions
P. Salminen, M. Yor
200520 citations
Semantic Scholar
On Busy Periods of the Unbounded Brownian Storage
P. Salminen, I. Norros
2001Queueing Syst. Theory Appl.19 citations
Semantic Scholar
On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
P. Salminen, P. Vallois
2008Electronic Journal of Probability18 citations Open access
Semantic Scholar
Tanaka Formula for Symmetric Lévy Processes
P. Salminen, M. Yor
200518 citations Open access
Semantic Scholar
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
Luis H. R. Alvarez E., P. Salminen
2016Math. Methods Oper. Res.17 citations Open access
Semantic Scholar
Inverse Laplace Transforms
A. Borodin, P. Salminen
200217 citations
Semantic Scholar
On additive functionals of diffusion processes
E. Csáki, P. Salminen
199617 citations
Semantic Scholar
On spectral measures of strings and excursions of quasi diffusions
U. Küchler, P. Salminen
198916 citations
Semantic Scholar
Brownian Excursions Revisited
P. Salminen
198416 citations
Semantic Scholar
Multidimensional investment problem
Soren Christensen, P. Salminen
201815 citations
Semantic Scholar
Irreversible investment under Lévy uncertainty: an equation for the optimal boundary
Giorgio Ferrari, P. Salminen
2014Advances in Applied Probability15 citations Open access
Semantic Scholar
Optimal stopping of Brownian motion with broken drift
E. Mordecki, P. Salminen
2018High Frequency12 citations Open access
Semantic Scholar
On exponential functionals of processes with independent increments
P. Salminen, L. Vostrikova
201612 citations Open access
Semantic Scholar
Diffusion local time storage
M. Kozlova, P. Salminen
200412 citations Open access
Semantic Scholar
On First Range Times of Linear Diffusions
P. Salminen, P. Vallois
200511 citations Open access
Semantic Scholar
On the local time process of a skew Brownian motion
A. Borodin, P. Salminen
2018Transactions of the American Mathematical Society10 citations Open access
Semantic Scholar
Differentiablity of excessive functions of one-dimensional diffusions and the principle of smooth fit
P. Salminen, B. Q. Ta
201310 citations
Semantic Scholar
Analysis of stochastic fluid queues driven by local-time processes
T. Konstantopoulos, A. Kyprianou, P. Salminen, Marina Sirviö
2007Advances in Applied Probability10 citations Open access
Semantic Scholar
Impulse control and expected suprema
Soren Christensen, P. Salminen
2015Advances in Applied Probability9 citations Open access
Semantic Scholar
A Storage Process with Local Time Input
P. Mannersalo, I. Norros, P. Salminen
2004Queueing Syst. Theory Appl.9 citations
Semantic Scholar
On the distribution of supremum of diffusion local time
P. Salminen
19939 citations
Semantic Scholar
Riesz representation and optimal stopping with two case studies
Soren Christensen, P. Salminen
20138 citations
Semantic Scholar
On Dufresne's perpetuity, translated and reflected
P. Salminen, M. Yor
20048 citations
Semantic Scholar
On conditional Ornstein–Uhlenbeck processes
P. Salminen
1984Advances in Applied Probability7 citations Open access
Semantic Scholar
On moments of integral exponential functionals of additive processes
P. Salminen, L. Vostrikova
2018Statistics and Probability Letters6 citations Open access
Semantic Scholar
Some Exponential Integral Functionals of BM(μ) and BES(3)
A. Borodin, P. Salminen
20066 citations
Semantic Scholar
Brownian Motion with Drift
A. Borodin, P. Salminen
19966 citations
Semantic Scholar
Probabilistic aspects of Jacobi theta functions
P. Salminen, C. Vignat
2023Mathematica Scandinavica5 citations Open access
Semantic Scholar
Diffusion spiders: Green kernel, excessive functions and optimal stopping
Jukka Lempa, E. Mordecki, P. Salminen
2022Stochastic Processes and their Applications5 citations Open access
Semantic Scholar
On Occupation Times of One-Dimensional Diffusions
P. Salminen, David Stenlund
2019Journal of theoretical probability5 citations Open access
Semantic Scholar
Optimal stopping of oscillating Brownian motion
E. Mordecki, P. Salminen
2019Electronic Communications in Probability5 citations Open access
Semantic Scholar
Perpetual Integral Functionals as Hitting and Occupation Times
P. Salminen, M. Yor
20045 citations Open access
Semantic Scholar
Reflecting Brownian Motion
A. Borodin, P. Salminen
19965 citations
Semantic Scholar