Research output per year
Research output per year
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Dive into the research topics where Arne Lokka is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
- 6 Article
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Detection of disorder before an observable event
Lokka, A., Jun 2007, In: Stochastics. 79, 3-4, p. 219 - 231 13 p.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
Infinite dimensional analysis of pure jump Levy processes on the Poisson space
Lokka, A. & Proske, F. N., 2006, In: MATHEMATICA SCANDINAVICA. 98, 2, p. 237 - 261 25 p.Research output: Contribution to journal › Article › peer-review
12 Citations (Scopus) -
Anticipative calculus for Levy processes and stochastic differential equations
Lokka, A. & Benth, F. E., 2004, In: STOCHASTICS AND STOCHASTICS REPORTS. 76, 3, p. 191 - 211 21 p.Research output: Contribution to journal › Article › peer-review
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Martingale representation of functionals of Levy processes
Lokka, A., Jul 2004, In: STOCHASTIC ANALYSIS AND APPLICATIONS. 22, 4, p. 867 - 892 26 p.Research output: Contribution to journal › Article › peer-review
37 Citations (Scopus) -
Stochastic partial differential equations driven by Levy space-time white noise
Lokka, A., Oksendal, B. & Proske, F., Aug 2004, In: The Annals of Applied Probability. 14, 3, p. 1506 - 1528 23 p.Research output: Contribution to journal › Article › peer-review
31 Citations (Scopus)
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The Royal Swedish Academy of Sciences Mittag - Leffler programme on Stochastic partial differential equations and applications,
Lokka, A. (Keynote/plenary speaker)
2007 → …Activity: Participating in or organising an event › Participation in conference
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Journal of Economic Dynamics and Control (Journal)
Lokka, A. (Editor)
2001 → …Activity: Publication peer-review and editorial work › Publication peer-review
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Stochastics and Stochastic Reports (Journal)
Lokka, A. (Editor)
2001 → …Activity: Publication peer-review and editorial work › Publication peer-review
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Quantitative Finance (Journal)
Lokka, A. (Editor)
2001 → …Activity: Publication peer-review and editorial work › Publication peer-review
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JOURNAL OF THEORETICAL PROBABILITY (Journal)
Lokka, A. (Editor)
2001 → …Activity: Publication peer-review and editorial work › Publication peer-review