Stochastics Research Group

Stochastics is one of the main research areas at the Department of Mathematics and Statistics of the University of Helsinki. The areas studied are Markov processes, Gaussian processes (especially fractional Brownian motion), self-similar processes, martingales, stochastic analysis, large deviations and mathematical statistics. Stochastic models are studied in connection to actuarial and financial mathematics, economics, queueing and telecommunications theory.

Post graduate studies are supported by the Finnish Graduate School in Stochastics

Members

Esa Nummelin, group leader

Dario Gasbarra
Harri Nyrhinen
Tommi Sottinen

Ph.D. students

Kalle Böss
Yongming Hou
Jaakko Lehtomaa
Oana Matei
Mikko Pakkanen
Matti Rantanen
Tanja Toivanen

Publications Publications of the group may be found from members' home pages, from the JULKI.

Seminars New research is presented in a weekly seminar organized together with the Stochastics group  at Aalto university.

Workshop 4th Nordic Triangular Seminar in Applied Stochastics , 6-8.3.2013, at  Aalto and Helsinki Universities.

                         Ph.D. students are welcome to submit a talk to <lauri.viitasaari (at) aalto.fi>