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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).


email: firstname.lastname (at)


Research interests


Journal articles

  1. Bender, C., Viitasaari, L. (2016). A general non-existence result for linear BSDEs driven by Gaussian processes. Stochastic Processes and Their Applications, under revision. arXiv:1509.02257.

  2. Viitasaari, L. (2016). Representation of stationary and stationary increment processes via Langevin equation and self-similar processes. Statistics and Probability Letters, 115:45-53.

  3. Viitasaari, L. (2016). Integral representation of random variables with respect to Gaussian processes. Bernoulli, 22(1): 376-395.

  4. 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.

  5. 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.

  6. 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.

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

  8. 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

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

  10. 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.

  11. 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. (2016). Fractional Brownian motion in financial modeling. Wiley StatsRef: Statistics Reference Online (stat07865).


  1. Sottinen, T., Viitasaari, L. (2016). Parameter estimation for the Langevin equation with stationary-increment Gaussian noise. arXiv: 1603.00390.

  2. Sottinen, T., Viitasaari, L. (2016). Stochastic analysis of Gaussian processes via Fredholm representation. arXiv: 1410.2230.

  3. Viitasaari, L. (2015). Sufficient and Necessary Conditions for Limit Theorems for Quadratic Variations of Gaussian Sequences. ArXiv: 1502.01370.

  4. Azmoodeh, E., Viitasaari, L. (2015). A general approach to small deviation via concentration of measures. ArXiv:1407.3553.



Graduate courses

Undergraduate courses