Fractional Brownian motion, random walks and binary market models. - Tommi Sottinen (Finance Stochastics, 2001)

Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic. - Yurij Kozachenko; Olga Vasylyk; Tommi Sottinen (Queueing Syst. Theory Appl., 2002)

Pricing by hedging and no-arbitrage beyond semimartingales. - Christian Bender; Tommi Sottinen; Esko Valkeila (Finance Stochastics, 2008)

Yukawa Potential, Panharmonic Measure and Brownian Motion. - Antti Rasila; Tommi Sottinen (Axioms, 2018)

Efficient simulation of the Schrödinger equation with a piecewise constant positive potential. - Xuxin Yang; Antti Rasila; Tommi Sottinen (Math. Comput. Simul., 2019)

Editorial: Long-Memory Models in Mathematical Finance. - Tommi Sottinen; Elisa Alòs; Ehsan Azmoodeh; Giulia Di Nunno (Frontiers Appl. Math. Stat., 2021)

Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets. - Josephine Dufitinema; Seppo Pynnönen; Tommi Sottinen (Commun. Stat. Simul. Comput., 2022)

Efficient simulation of mixed boundary value problems and conformal mappings. - Qiansheng Han; Antti Rasila; Tommi Sottinen (Appl. Math. Comput., 2025)