Lauri Viitasaari

Journal articles

  1. Sottinen, T., Viitasaari, L. (2017). Prediction law of fractional Brownian motion. Statistics and Probability Letters, 129:155-166. ArXiv version.

  2. Bajja, S., Es-Sebaiy, K., Viitasaari, L. (2017). Least squares estimator of fractional Ornstein Uhlenbeck processes with periodic mean. Journal of the Korean Statistical Society. In press. ArXiv version.

  3. Sottinen, T., Viitasaari, L. (2017). Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise. Statistical Inference for Stochastic Processes. DOI:10.1007/s11203-017-9156-6. ArXiv version.

  4. Bender, C., Viitasaari, L. (2016). A general non-existence result for linear BSDEs driven by Gaussian processes. Stochastic Processes and Their Applications. DOI: 10.1016/ ArXiv version.

  5. Sottinen, T., Viitasaari, L. (2016). Stochastic analysis of Gaussian processes via Fredholm representation. International Journal of Stochastic Analysis. DOI:10.1155/2016/8694365. ArXiv version.

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

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

  8. Sottinen, T., Viitasaari, L. (2016). Pathwise integrals and Ito-Tanaka Formula for Gaussian processes. Journal of Theoretical Probability, 29(2): 590-616.ArXiv version.

  9. 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. ArXiv version.

  10. 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. ArXiv version.

  11. 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. ArXiv version.

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

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

  14. 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. ArXiv version.

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

Conference proceedings

  1. Hyytiä, E., Righter, R., Virtamo, J., Viitasaari, L. (2017). Value (generating) functions for the M^X/G/1 queue. Proceedings of the 29th International Teletraffic Congress, to appear.

  2. 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). ArXiv version.

  3. 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). ArXiv version.

Review articles

  1. Bender, C., Viitasaari, L. (2016). Fractional Brownian motion in financial modeling. Wiley StatsRef: Statistics Reference Online 


  1. Voutilainen, M., Viitasaari, L., Ilmonen, P. (2017). On model fitting and estimation of strictly stationary processes. ArXiv: 1708.07446.

  2. Sottinen, T., Viitasaari, L. (2017). Conditional-Mean Hedging Under Transaction Costs in Gaussian Models. ArXiv: 1708.03242.

  3. Ilmonen, P., Viitasaari, L. (2017). On modeling weakly stationary processes.ArXiv: 1707.09490.

  4. Chen, Z., Leskelä, L., Viitasaari, L. (2017). Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes.ArXiv: 1612.00498.

  5. Viitasaari, L. (2016). Sufficient and Necessary Conditions for Limit Theorems for Quadratic Variations of Gaussian Sequences. ArXiv: 1502.01370.

  6. Azmoodeh, E., Viitasaari, L. (2016). A general approach to small deviation via concentration of measures. ArXiv: 1407.3553.