pith. sign in

Lauri Viitasaari

Identifiers

  • name variant Lauri Viitasaari 0.60 · backfill

Papers (39)

  1. Lower path regularity in all dimensions math.PR · 2026 · author #3
  2. Error analysis for learning fractional stochastic differential equations with applications in neural approximations math.PR · 2026 · author #3
  3. Smoothness of martingale observables and generalized Feynman-Kac formulas math.PR · 2026 · author #2
  4. Oscillating Gaussian Processes math.PR · 2019 · author #3
  5. On the regularity of complex multiplicative chaos math.PR · 2019 · author #3
  6. Prediction Law of Mixed Gaussian Volterra Processes math.PR · 2019 · author #2
  7. Integration-by-Parts Characterizations of Gaussian Processes math.PR · 2019 · author #4
  8. Gaussian fluctuations for the stochastic heat equation with colored noise math.PR · 2019 · author #3
  9. A Central Limit Theorem for the stochastic heat equation math.PR · 2018 · author #3
  10. On generalized ARCH model with stationary liquidity math.PR · 2018 · author #4
  11. Non-parametric Structural Change Detection in Multivariate Systems stat.ME · 2018 · author #2
  12. Volatility estimation in fractional Ornstein-Uhlenbeck models math.PR · 2018 · author #3
  13. Transfer Principle for nth Order Fractional Brownian Motion with Applications to Prediction and Equivalence in Law math.PR · 2018 · author #2
  14. On model fitting and estimation of strictly stationary processes math.ST · 2017 · author #2
  15. Conditional-Mean Hedging Under Transaction Costs in Gaussian Models q-fin.MF · 2017 · author #2
  16. Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes math.PR · 2016 · author #3
  17. Prediction Law of fractional Brownian Motion math.PR · 2016 · author #2
  18. Least squares estimator of fractional Ornstein Uhlenbeck processes with periodic mean math.PR · 2016 · author #3
  19. Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise math.PR · 2016 · author #2
  20. A general non-existence result for linear BSDEs driven by Gaussian processes math.PR · 2015 · author #2
  21. Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions math.PR · 2015 · author #2
  22. Sufficient and Necessary Conditions for Limit Theorems for Quadratic Variations of Gaussian Sequences math.PR · 2015 · author #1
  23. Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian--fractional Brownian model math.PR · 2014 · author #3
  24. Stochastic Analysis of Gaussian Processes via Fredholm Representation math.PR · 2014 · author #2
  25. Representation of stationary and stationary increment processes via Langevin equation and self-similar processes math.PR · 2014 · author #1
  26. Aspects of Stochastic Integration with Respect to Processes of Unbounded p-variation math.PR · 2014 · author #2
  27. A general approach to small deviation via concentration of measures math.PR · 2014 · author #2
  28. Adapted integral representations of random variables math.PR · 2014 · author #2
  29. Necessary and Sufficient Conditions for H\"older Continuity of Gaussian Processes math.PR · 2014 · author #3
  30. Integral representation with adapted continuous integrand with respect to fractional Brownian motion math.PR · 2014 · author #2
  31. Multidimensional Breeden-Litzenberger representation for state price densities and static hedging math.PR · 2014 · author #2
  32. Pathwise stochastic integrals and It\^o formula for multidimensional Gaussian processes math.PR · 2014 · author #2
  33. Integral representation of random variables with respect to Gaussian processes math.PR · 2013 · author #1
  34. Pathwise integrals and Ito-Tanaka Formula for Gaussian processes math.PR · 2013 · author #2
  35. Note on multidimensional Breeden-Litzenberger representation for state price densities math.PR · 2013 · author #2
  36. Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind math.PR · 2013 · author #2
  37. Rate of convergence for discrete approximation of option prices math.PR · 2012 · author #1
  38. Option prices with call prices q-fin.PR · 2012 · author #1
  39. Rate of convergence for discretization of integrals with respect to Fractional Brownian motion math.PR · 2012 · author #1

Mentions

  • 1401.6383 #2 · backfill · confidence 0.70 Lauri Viitasaari
  • 1401.4722 #2 · backfill · confidence 0.70 Lauri Viitasaari
  • 2605.27713 #3 · arxiv_oai · confidence 0.70 Lauri Viitasaari
  • 1307.7559 #1 · backfill · confidence 0.70 Lauri Viitasaari
  • 1307.3578 #2 · backfill · confidence 0.70 Lauri Viitasaari
  • 1305.5963 #2 · backfill · confidence 0.70 Lauri Viitasaari
  • 1304.2466 #2 · backfill · confidence 0.70 Lauri Viitasaari
  • 1207.6756 #1 · backfill · confidence 0.70 Lauri Viitasaari
  • 1207.6205 #1 · backfill · confidence 0.70 Lauri Viitasaari
  • 1205.4562 #1 · backfill · confidence 0.70 Lauri Viitasaari

Frequent Coauthors