Updated August 2019.
### Research interests

### Research visits

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

### Other

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

Saarland University, Germany, August 2014-August 2015,

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

University of Valparaiso, Chile, July 2017.

Hamburg University, Germany, March 2018.

University of Luxemburg, Luxemburg, May 2018.

University of Kansas, US, August 2018.

University of Valparaiso, Chile, September 2018.

University of Valparaiso, Chile, August 2019.

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.

Stochastic Seminar at the University of Bielefeld, Bielefeld, Germany, December, 2017 (invited).

Stochastic Sauna, Espoo, Finland, 19th December, 2017 (invited).

Finnish mathematical days, Joensuu, Finland, 4th-5th January, 2018 (invited).

Stochastic Seminar at the University of Luxembourg, Luxembourg, Luxembourg, 17th May, 2018 (invited).

the 9th International Workshop on Applied Probability, Budapest, Hungary, 18th-21th June, 2018 (invited).

The 27th Nordic conference in Mathematical statistics, Tartu, 26th-29th June, 2018 (invited).

ISMMA Seminar on Probability Theory and Statistics, Bucharest, Romania, 2th September, 2018 (invited).

Probability Seminar at Southern China Technical University, Kanton, China, 23rd November, 2018 (invited).

Probability Seminar at Ulm University, Ulm, Germany, 30th January, 2019 (invited).

The 22th conference of the Romanian society of probability and statistics, Bucharest, Romania, 10th-11th May, 2019 (plenary).

COMCA XXVIII, La Serena, Chile, 31th July - 2nd August, 2019 (plenary).

CMStatistics, London, UK, 14th-16th December, 2019 (forthcoming).

Modern Stochastics: Theory and Applications V, Kiev, Ukraine, 2nd-5th June, 2020 (plenary) (forthcoming).

Ceremony master (klubimestari) of the Finnish Statistical Society.

Chair of the organising committee of Statistical Days 2020: celebrating the 100th anniversary of the Finnish Statistical Society, Aalto University, Finland, 14th-15th May, 2020.

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

Referee for the journals:

Annales de l'Institut Henri Poincare, Probabilites et Statistiques,

Applied Mathematics-A Journal of Chinese Universities,

Applied Mathematics and Computation,

Brazilian Journal of Probability and Statistics,

Communications in Statistics – Theory and Methods,

Computational Statistics,

International Journal of Theoretical and Applied Finance,

Journal of Mathematical Analysis and Applications,

Journal of Statistical Inference and Planning,

Latin American Journal of Probability and Mathematical Statistics,

Mathematics and Computers in Simulation,

Methodology and Computing in Applied Probability,

Modern Stochastics: Theory and Applications,

Physica A: Statistical Mechanics and its Applications,

Statistics and Probability Letters,

Queuing Systems,

Stochastics: an International Journal of Probability and Stochastic Processes,

Stochastic Processes and Their Applications.

Reviewer for the AMS Mathematical Reviews, 2014-2016.