Lauri Viitasaari

1. A Central Limit Theorem for the stochastic heat equation
   2018/10/22 by Jingyu Huang, Huang, Jingyu, David Nualart +3 · 4 citations
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #advanced mathematical theories
2. A central limit theorem for the stochastic heat equation
   2020/12/01 by Jingyu Huang, David Nualart, Lauri Viitasaari · 4 citations
3. Representation of stationary and stationary increment processes via\n Langevin equation and self-similar processes
   2014/07/24 by Lauri Viitasaari, Viitasaari, Lauri · 2 citations
   Economics, Econometrics and Finance · Mathematics · #60G07 #60G10 #60G18 #Complex Systems and Time Series Analysis #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
4. Quantitative normal approximations for the stochastic fractional heat\n equation
   2020/07/29 by Obayda Assaad, Assaad, Obayda, David Nualart +5 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #60F05 #60G15 #60H07 #60H15 #FOS: Mathematics #Financial Risk and Volatility Modeling #Nonlinear Partial Differential Equations #Probability (math.PR) #Stochastic processes and financial applications
5. On the regularity of complex multiplicative chaos
   2019/05/28 by Janne Junnila, Eero Saksman, Junnila, Janne +3 · 1 citation
   Mathematics · Economics, Econometrics and Finance · #Stochastic processes and statistical mechanics #Mathematical Dynamics and Fractals #Stochastic processes and financial applications
6. Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes
   2014/03/10 by Ehsan Azmoodeh, Tommi Sottinen, Azmoodeh, Ehsan +5 · 1 citation
   Engineering · Mathematics · Medicine · #60G15 #60G17 #60G18 #FOS: Mathematics #Field-Flow Fractionation Techniques #Probability (math.PR) #Spaceflight effects on biology #Statistical and numerical algorithms
7. Parameter estimation based on discrete observations of fractional\n Ornstein-Uhlenbeck process of the second kind
   2013/04/09 by Ehsan Azmoodeh, Lauri Viitasaari, Azmoodeh, Ehsan +1 · 1 citation
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Complex Systems and Time Series Analysis
8. Modeling temporally uncorrelated components for complex-valued\n stationary processes
   2020/03/09 by Niko Lietzén, Lietzén, Niko, Lauri Viitasaari +3 · 1 citation
   Computer Science · Mathematics · #60F05 #60G10 #60G15 #62H12 #94A08 #94A12 #Advanced Statistical Methods and Models #Bayesian Methods and Mixture Models #FOS: Mathematics #Statistics Theory (math.ST)