×
Author ID: viitasaari.lauri Recent zbMATH articles by "Viitasaari, Lauri"
Published as: Viitasaari, Lauri; Viitasaari, L.

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 205 times in 137 Documents Cited by Year
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
31
2020
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
27
2020
Necessary and sufficient conditions for Hölder continuity of Gaussian processes. Zbl 1307.60035
Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri; Yazigi, Adil
20
2014
Stochastic analysis of Gaussian processes via Fredholm representation. Zbl 1384.60072
Sottinen, Tommi; Viitasaari, Lauri
18
2016
Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean. Zbl 1377.62085
Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri
17
2017
Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind. Zbl 1325.60051
Azmoodeh, Ehsan; Viitasaari, Lauri
16
2015
Prediction law of fractional Brownian motion. Zbl 1386.60148
Sottinen, Tommi; Viitasaari, Lauri
8
2017
Rate of convergence for discretization of integrals with respect to fractional Brownian motion. Zbl 1321.60113
Azmoodeh, Ehsan; Viitasaari, Lauri
7
2015
Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences. Zbl 1451.60039
Viitasaari, Lauri
5
2019
Transfer principle for \(n\)th order fractional Brownian motion with applications to prediction and equivalence in law. Zbl 1488.60099
Sottinen, T.; Viitasaari, L.
5
2019
Quantitative normal approximations for the stochastic fractional heat equation. Zbl 1497.60083
Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri
5
2022
Representation of stationary and stationary increment processes via Langevin equation and self-similar processes. Zbl 1343.60040
Viitasaari, Lauri
4
2016
Pathwise integrals and Itô-Tanaka formula for Gaussian processes. Zbl 1346.60079
Sottinen, Tommi; Viitasaari, Lauri
4
2016
Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes. Zbl 1422.60091
Chen, Zhe; Leskelä, Lasse; Viitasaari, Lauri
4
2019
On model Fitting and estimation of strictly stationary processes. Zbl 1382.60062
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina
3
2017
Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions. Zbl 1352.60056
Sottinen, Tommi; Viitasaari, Lauri
3
2015
Integral representation of random variables with respect to Gaussian processes. Zbl 1359.60070
Viitasaari, Lauri
3
2016
Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Zbl 1305.60041
Shevchenko, Georgiy; Viitasaari, Lauri
3
2014
Rough volatility and CGMY jumps with a finite history and the rough Heston model – small-time asymptotics in the \(k\sqrt{t}\) regime. (Rough volatility, CGMY jumps with a finite history and the rough Heston model – small-time asymptotics in the \(k\sqrt{t}\) regime.) Zbl 1477.91053
Forde, Martin; Smith, Benjamin; Viitasaari, Lauri
3
2021
Sobolev regularity of occupation measures and paths, variability and compositions. Zbl 1502.60049
Hinz, Michael; Tölle, Jonas M.; Viitasaari, Lauri
3
2022
Oscillating Gaussian processes. Zbl 1459.60082
Ilmonen, Pauliina; Torres, Soledad; Viitasaari, Lauri
3
2020
Adapted integral representations of random variables. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60110
Shevchenko, Georgiy; Viitasaari, Lauri
2
2015
Note on AR(1)-characterisation of stationary processes and model fitting. Zbl 1426.60038
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina
2
2019
Prediction law of mixed Gaussian Volterra processes. Zbl 1460.60022
Sottinen, Tommi; Viitasaari, Lauri
2
2020
Volatility estimation in fractional Ornstein-Uhlenbeck models. Zbl 1437.60023
Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri
2
2020
A general non-existence result for linear BSDEs driven by Gaussian processes. Zbl 1358.60054
Bender, Christian; Viitasaari, Lauri
1
2017
Flexible integrated functional depths. Zbl 1512.62103
Nagy, Stanislav; Helander, Sami; van Bever, Germain; Viitasaari, Lauri; Ilmonen, Pauliina
1
2021
Note on multidimensional Breeden-Litzenberger representation for state price densities. Zbl 1287.91147
Talponen, Jarno; Viitasaari, Lauri
1
2014
Vector-valued generalized Ornstein-Uhlenbeck processes: properties and parameter estimation. Zbl 1496.62158
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian
1
2022
On the ARCH model with stationary liquidity. Zbl 1473.62318
Voutilainen, Marko; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian; Viitasaari, Lauri
1
2021
Quantitative normal approximations for the stochastic fractional heat equation. Zbl 1497.60083
Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri
5
2022
Sobolev regularity of occupation measures and paths, variability and compositions. Zbl 1502.60049
Hinz, Michael; Tölle, Jonas M.; Viitasaari, Lauri
3
2022
Vector-valued generalized Ornstein-Uhlenbeck processes: properties and parameter estimation. Zbl 1496.62158
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian
1
2022
Rough volatility and CGMY jumps with a finite history and the rough Heston model – small-time asymptotics in the \(k\sqrt{t}\) regime. (Rough volatility, CGMY jumps with a finite history and the rough Heston model – small-time asymptotics in the \(k\sqrt{t}\) regime.) Zbl 1477.91053
Forde, Martin; Smith, Benjamin; Viitasaari, Lauri
3
2021
Flexible integrated functional depths. Zbl 1512.62103
Nagy, Stanislav; Helander, Sami; van Bever, Germain; Viitasaari, Lauri; Ilmonen, Pauliina
1
2021
On the ARCH model with stationary liquidity. Zbl 1473.62318
Voutilainen, Marko; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian; Viitasaari, Lauri
1
2021
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
31
2020
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
27
2020
Oscillating Gaussian processes. Zbl 1459.60082
Ilmonen, Pauliina; Torres, Soledad; Viitasaari, Lauri
3
2020
Prediction law of mixed Gaussian Volterra processes. Zbl 1460.60022
Sottinen, Tommi; Viitasaari, Lauri
2
2020
Volatility estimation in fractional Ornstein-Uhlenbeck models. Zbl 1437.60023
Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri
2
2020
Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences. Zbl 1451.60039
Viitasaari, Lauri
5
2019
Transfer principle for \(n\)th order fractional Brownian motion with applications to prediction and equivalence in law. Zbl 1488.60099
Sottinen, T.; Viitasaari, L.
5
2019
Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes. Zbl 1422.60091
Chen, Zhe; Leskelä, Lasse; Viitasaari, Lauri
4
2019
Note on AR(1)-characterisation of stationary processes and model fitting. Zbl 1426.60038
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina
2
2019
Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean. Zbl 1377.62085
Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri
17
2017
Prediction law of fractional Brownian motion. Zbl 1386.60148
Sottinen, Tommi; Viitasaari, Lauri
8
2017
On model Fitting and estimation of strictly stationary processes. Zbl 1382.60062
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina
3
2017
A general non-existence result for linear BSDEs driven by Gaussian processes. Zbl 1358.60054
Bender, Christian; Viitasaari, Lauri
1
2017
Stochastic analysis of Gaussian processes via Fredholm representation. Zbl 1384.60072
Sottinen, Tommi; Viitasaari, Lauri
18
2016
Representation of stationary and stationary increment processes via Langevin equation and self-similar processes. Zbl 1343.60040
Viitasaari, Lauri
4
2016
Pathwise integrals and Itô-Tanaka formula for Gaussian processes. Zbl 1346.60079
Sottinen, Tommi; Viitasaari, Lauri
4
2016
Integral representation of random variables with respect to Gaussian processes. Zbl 1359.60070
Viitasaari, Lauri
3
2016
Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind. Zbl 1325.60051
Azmoodeh, Ehsan; Viitasaari, Lauri
16
2015
Rate of convergence for discretization of integrals with respect to fractional Brownian motion. Zbl 1321.60113
Azmoodeh, Ehsan; Viitasaari, Lauri
7
2015
Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions. Zbl 1352.60056
Sottinen, Tommi; Viitasaari, Lauri
3
2015
Adapted integral representations of random variables. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60110
Shevchenko, Georgiy; Viitasaari, Lauri
2
2015
Necessary and sufficient conditions for Hölder continuity of Gaussian processes. Zbl 1307.60035
Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri; Yazigi, Adil
20
2014
Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Zbl 1305.60041
Shevchenko, Georgiy; Viitasaari, Lauri
3
2014
Note on multidimensional Breeden-Litzenberger representation for state price densities. Zbl 1287.91147
Talponen, Jarno; Viitasaari, Lauri
1
2014
all top 5

Cited by 157 Authors

26 Viitasaari, Lauri
16 Es-Sebaiy, Khalifa
15 Nualart, David
13 Sottinen, Tommi
12 Tudor, Ciprian A.
7 Pu, Fei
6 Ilmonen, Pauliina
6 Khoshnevisan, Davar
6 Mishura, Yuliya Stepanivna
6 Torres, Soledad
6 Zheng, Guangqu
5 Balan, Raluca M.
5 Shen, Guangjun
4 Alazemi, Fares
4 Chen, Le
4 Douissi, Soukaina
4 Li, Jingyu
4 Yu, Qian
4 Zhang, Yong
3 Bajja, Salwa
3 El Omari, Mohamed
3 Forde, Martin
3 Pacchiarotti, Barbara
3 Shevchenko, Georgiy M.
3 Shevchenko, Radomyra
3 Shklyar, Sergiĭ Volodymyrovych
3 Viens, Frederi G.
3 Voutilainen, Marko
2 Al-Foraih, Mishari
2 Balde, Maoudo Faramba
2 Dębicki, Krzysztof
2 Dhoyer, Rémi
2 Di Nunno, Giulia
2 Dufitinema, Josephine
2 Garzón, Johanna
2 Hinz, Michael
2 Jaber, Eduardo Abi
2 Kuzgun, Sefika
2 León, Jorge A.
2 Liu, Junfeng
2 Marie, Nicolas
2 Nourdin, Ivan
2 Quer-Sardanyons, Lluís
2 Shokrollahi, Foad
2 Slaoui, Meryem
2 Tang, Zheng
2 Tölle, Jonas M.
2 Yaskov, Pavel A.
2 Yuan, Wangjun
2 Yurchenko-Tytarenko, Anton
1 Alsenafi, Abdulaziz
1 Alshahrani, Fatimah
1 Araya, Héctor
1 Assaad, Obayda
1 Azmoodeh, Ehsan
1 Barrasso, Adrien
1 Belfadli, Rachid
1 Bisewski, Krzysztof
1 Bisso, Saley
1 Bolaños Guerrero, Raul
1 Cellupica, Miriana
1 Chaouch, Hicham
1 Chen, Qin
1 Chen, Zhe
1 Cheng, Panhong
1 Comte, Fabienne
1 Czechowski, Zbigniew
1 Davis, Mark Herbert Ainsworth
1 Diakarya, Barro
1 Diez, Charles-Philippe
1 Dozzi, Marco E.
1 Ehm, Werner
1 El Machkouri, Mohamed
1 El Maroufy, Hamid
1 El Onsy, Brahim
1 Es. Sebaiy, Mohammed
1 Farah, Fatima-Ezzahra
1 Fu, Pei
1 Gamain, Julie
1 Garcin, Matthieu
1 Garino, Valentin
1 Giorgi, Federico
1 Gnedin, Alexander V.
1 Gu, Yu
1 Gulisashvili, Archil
1 Han, Xiyue
1 Hashorva, Enkelejd
1 Hassane, Abba Mallam
1 Helander, Sami
1 Ichiba, Tomoyuki
1 Ievlev, Pavel
1 Iksanov, Aleksander M.
1 Jiang, Hui
1 Kerchev, George
1 Khalil, Marwa
1 Kim, Kunwoo
1 Knani, Habiba
1 Kohatsu-Higa, Arturo
1 Krüger, Fabian
1 Kuang, Nenghui
...and 57 more Authors
all top 5

Cited in 57 Serials

12 Modern Stochastics. Theory and Applications
9 Stochastic Processes and their Applications
8 Statistics & Probability Letters
8 Electronic Journal of Probability
5 Theory of Probability and Mathematical Statistics
5 Bernoulli
5 Stochastics and Dynamics
4 Stochastic Analysis and Applications
4 Journal of Theoretical Probability
4 ALEA. Latin American Journal of Probability and Mathematical Statistics
4 Stochastic and Partial Differential Equations. Analysis and Computations
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Electronic Communications in Probability
3 International Journal of Theoretical and Applied Finance
3 Statistical Inference for Stochastic Processes
3 Acta Mathematica Scientia. Series B. (English Edition)
3 Stochastics
2 Metrika
2 Journal of Statistical Planning and Inference
2 SIAM Journal on Mathematical Analysis
2 Potential Analysis
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 Fractional Calculus & Applied Analysis
2 Quantitative Finance
2 Advances in Difference Equations
2 Journal of the Korean Statistical Society
2 Electronic Journal of Statistics
1 Advances in Applied Probability
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 The Annals of Probability
1 Applied Mathematics and Optimization
1 Collectanea Mathematica
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Functional Analysis
1 Journal of Multivariate Analysis
1 Transactions of the American Mathematical Society
1 Probability Theory and Related Fields
1 Queueing Systems
1 Numerical Algorithms
1 Computational Statistics
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
1 Statistical Papers
1 Finance and Stochastics
1 Mathematical Finance
1 Chaos
1 Extremes
1 Communications in Nonlinear Science and Numerical Simulation
1 Brazilian Journal of Probability and Statistics
1 Stochastic Models
1 Statistical Methods and Applications
1 Frontiers of Mathematics in China
1 Probability Surveys
1 International Journal of Stochastic Analysis
1 Sankhyā. Series A
1 Japanese Journal of Statistics and Data Science

Citations by Year