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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) iki.fi
Theory of Gaussian processes and extensions
Stochastic analysis and integration theory
Numerical analysis in stochastics and mathematical finance
Modern stochastic methods in statistical applications
(Backward) Stochastic differential equations and stochastic partial differential equations
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.
Viitasaari, L. (2016). Representation of stationary and stationary increment processes via Langevin equation and self-similar processes. Statistics and Probability Letters, 115:45-53.
Viitasaari, L. (2016). Integral representation of random variables with respect to Gaussian processes. Bernoulli, 22(1): 376-395.
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.
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.
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.
Viitasaari, L. (2015). A remark on option prices with call prices. Journal of Mathematical Sciences 2(3):97-105.
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
Shevchenko, G., Viitasaari, L. (2014). Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Stochastic Analysis and Applications, 32:1-10.
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.
Talponen, J., Viitasaari, L. (2014). Note on multidimensional Breeden-Litzenberger representation for state price densities. Mathematics and Financial Economics, 8:153-157.
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)
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)
Bender, C., Viitasaari, L. (2016). Fractional Brownian motion in financial modeling. Wiley StatsRef: Statistics Reference Online (stat07865).
Sottinen, T., Viitasaari, L. (2016). Parameter estimation for the Langevin equation with stationary-increment Gaussian noise. arXiv: 1603.00390.
Sottinen, T., Viitasaari, L. (2016). Stochastic analysis of Gaussian processes via Fredholm representation. arXiv: 1410.2230.
Viitasaari, L. (2015). Sufficient and Necessary Conditions for Limit Theorems for Quadratic Variations of Gaussian Sequences. ArXiv: 1502.01370.
Azmoodeh, E., Viitasaari, L. (2015). A general approach to small deviation via concentration of measures. ArXiv:1407.3553.
Doctoral thesis: Integration in a Normal World: Fractional Brownian Motion and Beyond. Aalto University School of Science, Department of Mathematics and Systems Analysis, 2014.
Master's thesis: European Options and Local Times. Aalto University School of Science and Technology, Institute of Mathematics, 2010.
Supervising independent studies, Mat-1.3603 Mathematical Finance, during 2015-16/III-IV.
Lecturer, MS-E1601 Brownian Motion and Stochastic Analysis, during 2015-16/II.
Supervising independent studies, Mat-1.3604 Stationary Processes. during 2013-14/III-IV.
Teaching Assistant, 31E01000 Topics in Economic Theory and Methods I. during 2011-12/III.
Teaching Assistant, Mat-1.3603 Mathematical Finance. during 2010-11/III.
Teaching Assistant, Mat-2.3111 Stochastic Processes. during 2010-11/I-II.
Teaching Assistant, Mat-1.5704 Numerics of Hamiltonian systems. during 2008-09/III-IV.
Teaching assistant, Mat-1.2620 Applied probability. during 2013/summer course.
Teaching assistant, Mat-1.2620 Applied probability. during 2012/summer course.
Head assistant, Mat-1.1010 Basic course in mathematics L1. during 2009-10/I-II.
Teaching assistant, Mat-1.1120 Basic course in mathematics C2. during 2008-09/III-IV.
Assistant, Mat-2.2107 Computer works in applied mathematics. during 2008-09/III-IV.
Assistant, Mat-2.2107 Computer works in applied mathematics. during 2008-09/I-II.
Teaching assistant, Mat-1.2620 Applied probability. during 2008-09/I-II.
Research group in stochastics at Aalto university School of Science.