← All authors Lauri Viitasaari Aalto University (from arXiv:2509.03208, 2025) · ORCID · OpenAlex
56 papers in scope · 55 published · 1 on the econ.EM arXiv · 429 citations · h-index 11 (over the papers listed here)
Papers (1 of 56)
Transfer principle for fractional Ornstein–Uhlenbeck processes
published 2026 · Theory of Probability and Mathematical Statistics
1D stochastic pressure equation with log-correlated Gaussian coefficients
published 2025 · Stochastic Processes and their Applications · 1 citations · first circulated 2024
with Benny Avelin, Tuomo Kuusi, Patrik Nummi, Eero Saksman, Jonas M. Tölle
working paper 2025 · arXiv
Renormalized stochastic pressure equation with log-correlated Gaussian coefficients
published 2025 · Journal of Differential Equations · 2 citations · first circulated 2024
with Benny Avelin, Tuomo Kuusi, Patrik Nummi, Eero Saksman, Jonas M. Tölle
On parameter estimation for N(μ,σ2I3) based on projected data into S2
published 2025 · Modern Stochastics Theory and Applications · 1 citations
with Jordi-Lluís Figueras, Aron Persson
On Lamperti transformation and AR(1) type characterisations of discrete random fields
published 2024 · Theory of Probability and Mathematical Statistics · 1 citations · first circulated 2023
On extreme quantile region estimation under heavy-tailed elliptical distributions
published 2024 · Journal of Multivariate Analysis · 1 citations
Latent model extreme value index estimation
published 2024 · Journal of Multivariate Analysis · first circulated 2020
Necessary and sufficient conditions for continuity of hypercontractive processes and fields
published 2024 · Statistics & Probability Letters · 1 citations · first circulated 2023
with Patrik Nummi
Long-range dependent completely correlated mixed fractional Brownian motion
published 2023 · Stochastic Processes and their Applications · 9 citations · first circulated 2021
Stochastic differential equations with discontinuous diffusion coefficients
published 2023 · Theory of Probability and Mathematical Statistics · 2 citations · first circulated 2019
with Soledad Torres
Geometric Characterization of the Eyring–Kramers Formula
published 2023 · Communications in Mathematical Physics · 5 citations · first circulated 2022
with Benny Avelin, Vesa Julin
On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands
published 2023 · Journal of Theoretical Probability · 1 citations · first circulated 2022
Flexible transition probability model for assessing cost-effectiveness of breast cancer screening extension to include women aged 45-49 and 70-74
published 2023 · PLoS ONE · 3 citations · first circulated 2022
Optimizing high-dimensional stochastic forestry via reinforcement learning
published 2022 · Journal of Economic Dynamics and Control · 16 citations
with Olli Tahvonen, Antti Suominen, Pekka Malo, Vesa-Pekka Parkatti
Note on asymptotic behavior of spatial sign autocovariance matrices
published 2022 · Statistics & Probability Letters
Stationary Wong–Zakai Approximation of Fractional Brownian Motion and Stochastic Differential Equations with Noise Perturbations
published 2022 · Fractal and Fractional · 1 citations · first circulated 2019
with Caibin Zeng
Integrated shape-sensitive functional metrics
published 2021 · Journal of Multivariate Analysis
On existence and uniqueness of the solution for stochastic partial differential equations
published 2021 · Theory of Probability and Mathematical Statistics · 1 citations
with Benny Avelin
Least-square estimators in linear regression models under negatively superadditive dependent random observations
published 2021 · Statistics
with Karine Bertin, Soledad Torres
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation
published 2021 · Scandinavian Journal of Statistics · 5 citations
Quantitative normal approximations for the stochastic fractional heat equation
published 2021 · Stochastic Partial Differential Equations Analysis and Computations · 14 citations · first circulated 2020
with Obayda Assaad, David Nualart, Ciprian A. Tudor
Modeling temporally uncorrelated components of complex-valued stationary processes
published 2021 · Modern Stochastics Theory and Applications · 1 citations · first circulated 2020
Flexible integrated functional depths
published 2020 · Bernoulli · 3 citations
Local times and sample path properties of the Rosenblatt process
published 2020 · Stochastic Processes and their Applications · 1 citations
with George Kerchev, Ivan Nourdin, Eero Saksman
Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the kt regime
published 2020 · Quantitative Finance · 13 citations
with Martin Forde, Benjamin Smith
A central limit theorem for the stochastic heat equation
published 2020 · Stochastic Processes and their Applications · 64 citations · first circulated 2018
with Jingyu Huang, David Nualart
On the ARCH model with stationary liquidity
published 2020 · Metrika · 2 citations · first circulated 2018
Oscillating Gaussian processes
published 2020 · Statistical Inference for Stochastic Processes
On Modeling a Class of Weakly Stationary Processes
published 2020 · Frontiers in Applied Mathematics and Statistics · 4 citations · first circulated 2017
Integration-by-parts characterizations of Gaussian processes
published 2020 · Collectanea mathematica
A Note on Distributions in the Second Chaos
published 2019 · Symmetry
Volatility estimation in fractional Ornstein-Uhlenbeck models
published 2019 · Stochastic Models
with Salwa Bajja, Khalifa Es-Sebaiy
Prediction law of mixed Gaussian Volterra processes
published 2019 · Statistics & Probability Letters
Note on AR(1)-characterisation of stationary processes and model fitting
published 2019 · Modern Stochastics Theory and Applications · 8 citations
Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences
published 2019 · Probability Surveys · 11 citations · first circulated 2015
Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes
published 2018 · Stochastic Processes and their Applications · 9 citations
with Zhe Chen, Lasse Leskelä
CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS
published 2018 · International Journal of Theoretical and Applied Finance · 2 citations · first circulated 2017
Limit Theorems for Quadratic Variations of the Lei–Nualart Process
published 2018 · Springer proceedings in mathematics & statistics · 1 citations
with Salwa Bajja, Khalifa Es-Sebaiy
On model fitting and estimation of strictly stationary processes
published 2017 · Modern Stochastics Theory and Applications · 11 citations
Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean
published 2017 · Journal of the Korean Statistical Society · 28 citations · first circulated 2016
with Salwa Bajja, Khalifa Es-Sebaiy
Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law
published 2017 · Statistics & Probability Letters · 17 citations · first circulated 2016
Parameter estimation for the Langevin equation with stationary-increment Gaussian noise
published 2017 · Statistical Inference for Stochastic Processes · 28 citations · first circulated 2016
A general non-existence result for linear BSDEs driven by Gaussian processes
published 2016 · Stochastic Processes and their Applications · first circulated 2015
with Christian Bender
Fractional Brownian Motion in Financial Modeling
published 2016 · Wiley StatsRef: Statistics Reference Online · 1 citations
with Christian Bender
Representation of stationary and stationary increment processes via Langevin equation and self-similar processes
published 2016 · Statistics & Probability Letters · 11 citations · first circulated 2014
Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions
published 2015 · Modern Stochastics Theory and Applications · 6 citations
Integral representation of random variables with respect to Gaussian processes
published 2015 · Bernoulli · 6 citations
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian–fractional Brownian model
published 2015 · Modern Stochastics Theory and Applications · 1 citations
Adapted integral representations of random variables
published 2015 · International Journal of Modern Physics Conference Series · 7 citations · first circulated 2014
with Georgiy Shevchenko
Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind
published 2014 · Statistical Inference for Stochastic Processes · 44 citations · first circulated 2013
with Ehsan Azmoodeh
Pathwise Integrals and Itô–Tanaka Formula for Gaussian Processes
published 2014 · Journal of Theoretical Probability · 11 citations · first circulated 2013
Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion
published 2014 · Stochastic Analysis and Applications · 7 citations
with Georgiy Shevchenko
Necessary and sufficient conditions for Hölder continuity of Gaussian processes
published 2014 · Statistics & Probability Letters · 51 citations
Note on multidimensional Breeden–Litzenberger representation for state price densities
published 2014 · Mathematics and Financial Economics · 7 citations · first circulated 2013
with Jarno Talponen
Rate of Convergence for Discretization of Integrals with Respect to Fractional Brownian Motion
published 2013 · Journal of Theoretical Probability · 10 citations
with Ehsan Azmoodeh
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).