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About me

I completed my phd in mathematics in February 2014 at Aalto University and currently I am a postdoc at Aalto University. I belong to the research group of Stochastics of Aalto University School of Science. I also made a one year research visit to Saarland University, Germany (webpage).


Contact

email: firstname.lastname (at) aalto.fi

Research

Research interests

Publications

Journal articles

  1. Azmoodeh, E., Viitasaari, L. (2015). Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind. Statistical Inference for Stochastic Processes, 18(3):205-227.

  2. Azmoodeh, E., Sottinen, T., Viitasaari, L. (2015). Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model. Modern Stochastics: Theory and Applications 2(1):29-49.

  3. Azmoodeh, E., Viitasaari, L. (2015). Rate of convergence for discretization of integrals with respect to Fractional Brownian motion. Journal of Theoretical Probability, 28(1):396-422.

  4. Viitasaari, L. (2015). A remark on option prices with call prices. Journal of Mathematical Sciences 2(3):97-105.

  5. Sottinen, T., Viitasaari, L. (2014). Pathwise integrals and Ito-Tanaka Formula for Gaussian processes. Journal of Theoretical Probability. DOI: 10.1007/s10959-014-0588-2

  6. Viitasaari, L. (2014). Integral representation of random variables with respect to Gaussian processes. To appear in Bernoulli. Preprint: arXiv:1307.7559.

  7. Shevchenko, G., Viitasaari, L. (2014). Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Stochastic Analysis and Applications, 32:1-10.

  8. Azmoodeh, E., Sottinen, T., Viitasaari, L., Yazigi, A. (2014). Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes. Statistics and Probability Letters, 94:230-235.

  9. Talponen, J., Viitasaari, L. (2014). Note on multidimensional Breeden-Litzenberger representation for state price densities. Mathematics and Financial Economics, 8:153-157.


Conference proceedings

  1. Sottinen, T., Viitasaari, L. (2015). Fredholm representation of multi-parameter Gaussian processes with applications to equivalence in law and series expansions. Modern Stochastics: Theory and Applications 2(3):287-295 (proceedings of the PRESTO-2015 meeting)

  2. Shevchenko, G., Viitasaari, L. (2015). Adapted integral representations of random variables. Int. J. Mod. Phys. Conf. Ser. 36. DOI:10.1142/S2010194515600046. (proceedings of the Jagna workshop-2014)

Review articles

  1. Bender, C., Viitasaari, L. (2015). Fractional Brownian motion in financial modeling. To appear in Wiley StatsRef: Statistics Reference Online (stat07865).



Preprints

  1. Bender, C., Viitasaari, L. (2015). A general non-existence result for linear BSDEs driven by Gaussian processes. ArXiv:1509.02257.
  2. Viitasaari, L. (2015). Sufficient and Necessary Conditions for Limit Theorems for Quadratic Variations of Gaussian Sequences. ArXiv: 1502.01370.

  3. Sottinen T., Viitasaari, L. (2014). Stochastic analysis of Gaussian processes via Fredholm representation. ArXiv:1410.2230.

  4. Viitasaari, L. (2014). Representation of stationary and stationary increment processes via Langevin equation and self-similar processes. ArXiv:1407.6521.

  5. Chen, Z., Viitasaari, L. (2014). Aspects of stochastic integration with respect to processes of unbounded p-variation. ArXiv:1407.5974.

  6. Azmoodeh, E., Viitasaari, L. (2014). A general approach to small deviation via concentration of measures. ArXiv:1407.3553.

  7. Talponen, J., Viitasaari, L. (2014). Multidimensional Breeden-Litzenberger representation for state price densities and static hedging. ArXiv:1401.6383.

  8. Viitasaari, L. (2012). Rate of convergence for discrete approximation of option prices. ArXiv:1207.6756.

Theses

Teaching

Graduate courses

Undergraduate courses

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