Edit Profile (opens in new tab) Viitasaari, Lauri Co-Author Distance Author ID: viitasaari.lauri Published as: Viitasaari, Lauri; Viitasaari, L. Documents Indexed: 69 Publications since 2012, including 25 Additional arXiv Preprints Co-Authors: 52 Co-Authors with 63 Joint Publications 934 Co-Co-Authors all top 5 Co-Authors 6 single-authored 18 Ilmonen, Pauliina 16 Sottinen, Tommi 7 Azmoodeh, Ehsan 7 Voutilainen, Marko 6 Torres, Soledad 5 Tudor, Ciprian A. 4 Avelin, Benny 3 Bajja, Salwa 3 Chen, Zhe 3 Es-Sebaiy, Khalifa 3 Lietzén, Niko 3 Nualart, David 3 Saksman, Eero 3 Shafik, Nourhan 3 Tölle, Jonas M. 3 Van Bever, Germain 2 Garino, Valentin 2 Helander, Sami 2 Hinz, Michael 2 Huang, Jingyu 2 Nagy, Stanislav 2 Nummi, Patrik 2 Shevchenko, Georgiy M. 2 Talponen, Jarno 1 Aalto, Atte 1 Assaad, Obayda 1 Bender, Christian 1 Bertin, Karine 1 Dufitinema, Josephine 1 Forde, Martin 1 Gonçalves, Jorge M. 1 Heinävaara, Sirpa 1 Julin, Vesa 1 Junnila, Janne 1 Kerchev, George 1 Kuusi, Tuomo 1 Laketa, Petra N. 1 Leskelä, Lasse 1 Malo, Pekka 1 Mombaerts, Laurent 1 Nourdin, Ivan 1 Parkatti, Vesa-Pekka 1 Pere, Jaakko 1 Sarkeala, Tytti 1 Shokrollahi, Foad 1 Sönmez, Ercan 1 Suominen, Antti 1 Tahvonen, Olli 1 Virta, Joni 1 Yazigi, Adil 1 Zeng, Caibin 1 Zheng, Guangqu all top 5 Serials 5 Statistics & Probability Letters 5 Modern Stochastics. Theory and Applications 4 Stochastic Processes and their Applications 3 Theory of Probability and Mathematical Statistics 2 Journal of Theoretical Probability 2 Bernoulli 2 Statistical Inference for Stochastic Processes 2 Stochastic and Partial Differential Equations. Analysis and Computations 1 Communications in Mathematical Physics 1 Metrika 1 Scandinavian Journal of Statistics 1 Collectanea Mathematica 1 Journal of Multivariate Analysis 1 Stochastic Analysis and Applications 1 Statistics 1 Journal of Economic Dynamics & Control 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Electronic Journal of Probability 1 International Journal of Theoretical and Applied Finance 1 Quantitative Finance 1 Stochastic Models 1 Journal of the Korean Statistical Society 1 Mathematics and Financial Economics 1 Probability Surveys 1 International Journal of Stochastic Analysis all top 5 Fields 53 Probability theory and stochastic processes (60-XX) 19 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Real functions (26-XX) 3 Partial differential equations (35-XX) 2 Potential theory (31-XX) 2 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 2 Computer science (68-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 19 Fields 129 Probability theory and stochastic processes (60-XX) 42 Statistics (62-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Partial differential equations (35-XX) 5 Numerical analysis (65-XX) 4 Ordinary differential equations (34-XX) 3 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Potential theory (31-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year