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
Esa Nummelin, group leader
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>