Lauri Viitasaari

Research interests

• Gaussian processes

• Stochastic analysis and integration theory

• Stochastic differential equations, backward stochastic differential equations, and stochastic partial differential equations

• Mathematical finance

• Numerical analysis in stochastics and mathematical finance

• Limit theorems

• Statistical inference for stochastic processes

• Time series analysis

• Change point analysis

• Functional data analysis

• Stochastic optimization

Research visits

I have made the following longer research visits (at least two weeks):

• Saarland University, Germany, August 2014-August 2015,

• University of Lille, France, February 2016 - March 2016,

• University of Valparaiso, Chile, July 2017.

Talks

• The Sixth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus, Metabief, France 15-22 January 2012.

• 34th Finnish Summer School on Probability Theory and Statistics, Valkeakoski, Finland 4-8 June 2012.

• 5th European Summer School in Mathematical Finance, Paris, France 27-31 August 2012.

• Young Stochasticians Afternoon, Jyväskylä, Finland 17th December 2012 (invited).

• 35th Finnish Summer School on Probability Theory and Statistics, Valkeakoski, Finland 3-7 June 2013.

• 18th European Young Statisticians Meeting, Osijek, Croatia 26-30 August 2013.

• Stochastic Seminar at Åbo Akademi, Turku, Finland, 31th October, 2013 (invited).

• Noon-to-Noon Sauna Seminar, Helsinki, Finland 12-13 December 2013.

• 25th Nordic conference in Mathematical statistics, Turku, Finland 2-6 June 2014.

• Stochastic Seminar at Saarland University, Saarbrücken, Germany, 12th June, 2014 (invited).

• International Congress of Mathematicians, Seoul, Republic of Korea, 12-21 August 2014.

• Stochastic Seminar at the University of Luxembourg, Luxembourg, Luxembourg, 12th March, 2015 (invited).

• Probability, Reliability and Stochastic Optimization, Kiev, Ukraine, 7th-10th April, 2015 (plenary).

• 36th Finnish Summer School on Probability Theory and Statistics, Valkeakoski, Finland 1st-5th June 2015.

• 38th Conference on Stochastic Processes and their Applications, Oxford, England, 13th-17th July, 2015.

• Meeting for Young mathematicians in Finland, Espoo, Finland, 26th-28th August, 2015 (invited).

• Yu.V.Linnik Centennial Conference: Analytical methods in number theory, probability theory and mathematical statistics, St. Petersburg, Russia, 14th-18th September, 2015 (invited).

• Stochastic Seminar at the University of Jyväskylä, Jyväskylä, Finland, 23rd October, 2015 (invited).

• Finnish mathematical days, Turku, Finland 7th-8th January, 2016 (invited).

• Stochastic Seminar at the University of Lorraine, Nancy, France, 3rd March, 2016 (invited).

• Fractality and Fractionality, Leiden, Netherlands, 17th-20th May, 2016 (invited).

• Stochastic Analysis and Applications, Brasov, Romania, 25th-26th July, 2016 (invited).

• Fifth Bielefeld-SNU Joint Workshop in Mathematics, Bielefeld, Germany, 22nd-25th February, 2017 (invited).

• European Meeting of Statisticians, Helsinki, Finland, 24th-28th July, 2017.

• Stochastic Models seminar at the University of Helsinki, Helsinki, Finland, 28th September, 2017.

Other

• Member of the organising committee for the 4th Nordic Triangular Seminar, Aalto University, Finland, 6th-8th March, 2014.

• Referee for the journals:

  • Applied Mathematics-A Journal of Chinese Universities,

  • Applied Mathematics and Computation,

  • Brazilian Journal of Probability and Statistics,

  • Computational Statistics,

  • International Journal of Theoretical and Applied Finance,

  • Journal of Mathematical Analysis and Applications,

  • Mathematics and Computers in Simulation,

  • Modern Stochastics: Theory and Applications,

  • Physica A: Statistical Mechanics and its Applications,

  • Statistics and Probability Letters,

  • Queuing Systems,

  • Stochastic Processes and Their Applications.

• Reviewer for the AMS Mathematical Reviews, 2014-2016.