Papers published in Journals:

1. I. Norros, E. Valkeila and J. Virtamo (1999), An elementary approach to a Girsanov formula and other analytical results for fractional Brownian motion , Bernoulli, 5, 571 -587. PS- version, errata .
2. A. Novikov and E. Valkeila (1999), On some maximal inequalities for fractional Brownian motions , Statistics & Probability Letters, 44, 47-54, PDF-version .
3. E. Valkeila and A.V. Melnikov (1999), Martingale models for stochastic approximation and their convergence (in Russian), Theory of Probability and its applications, 44, 278-311.
4. A.A. Gushchin and E. Valkeila (2001), On statistical experiments converging to exponential limits, Statistics & Decisions, 19, 173-191, PDF-version .
5. Y. Mishura and E. Valkeila (2000), An isometric approach to generalized stochastic integrals , Journal of Theoretical Probability 13, 673-693 , PDF-file .
6. J. Memin, Y. Mishura and E. Valkeila ( 2001), Inequalities for the moments of Wiener integrals with respects to a fractional Brownian motion, Statistics & Probability Letters, 51, 197-206, PDF-file .
7. Y. Mishura and E. Valkeila (2001), Martingale transforms and Girsanov theorem for long-memory Gaussian processes, Statistics & Probability Letters, 55, 421-430.
8. F. Delbain, Y. Kabanov and E. Valkeila (2002), Hedging under transaction costs in currency markets: a discrete-time model, Mathematical Finance, 12, 45-61, PDF-file .
9. K. Dzhaparidze, P.J.C. Spreij and E. Valkeila (2002), Information concepts in Filtered experiments , Theory of Probability and Mathematical Statistics, 67, 38-56, PS-file .
10. K. Dzhaparidze, P.J.C. Spreij and E. Valkeila (2003), Information processes for semimartingale experiments, Annals of Probability, 31, 216-243, PDF-file .
11. T. Sottinen and E. Valkeila (2003), On arbitrage and replication in the fractional Black-Scholes pricing model ps-file , Statistics & Decisions , 21, 93-107.
12. A. A. Gushchin and E. Valkeila (2003), Approximations and limit theorems for likelihood ratio processes in the binary case , PDF-file Statistics & Decisions , (to appear) 47 pages.

    Papers published in books and conferences:

13. A.A. Gushchin and E. Valkeila (2001), Exponential Approximation of Statistical Experiments, in Asymptotic Methods in Probability and Statistics with Applications (N. Balakrishnan et.al (editors)), Birkhäuser, 409 - 423 PDF-file .
14. Yu. S. Mishura and E. Valkeila (2000), On the absence of arbitrage in the mixed Brownian-fractional Brownian market model, Proceedings of the Steklov Institute of Mathematics, v.237, 215-224.
15. A.N. Shiryaev, E. Valkeila and L. Vostrikova, L. (2000), About characterization of lower and upper functions for square-integrable martingales, Proceedings of the Steklov Institute of Mathematics, v.237, 281-292.

    Preprints:

16. T. Sottinen and E. Valkeila (2001), Fractional Brownian motion as a model in finance , Department of Mathematics, Preprint 302, PS-file .
17. A. Kukush, Y. Mishura and E. Valkeila (2001), Statistical inference with fractional Brownian motion , University of Turku, Institute of Applied Mathematics, A41 PDF-file (of the submitted paper).
18. D. Gasbarra and E. Valkeila (2003), Initial enlargement: a Bayesian approach PDF-file .