Fractional, Gaussian, self-similar, and quadratic variation processes; stochastic analysis; statistics for stochastic processes; stochastic simulation; mathematical finance; financial engineering.

- Sottinen, T. (2001)
*Fractional Brownian motion, random walks and binary market models.*Finance and Stochastics**5**, no. 3, 343-355. - Kozachenko, Yu., Sottinen, T. and Vasylyk, O. (2002)
*Weakly Self-similar processes with stationary increments in the spaces*SSub_\phi(\Omega). Theory of Probability and Mathematical Statistics**65**, 77-88 . - Kozachenko, Yu., Vasylyk, O. and Sottinen, T. (2002)
*Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic.*Queueing Systems**42**, no. 2, 113-129. - Sottinen, T. and Valkeila, E. (2003)
*On arbitrage and replication in the Fractional Black-Scholes pricing model.*Statistics & Risk Modeling**21**, 93-107. - Gilsing, H. and Sottinen, T. (2003)
*Power series expansions for fractional Brownian motions.*Theory of Stochastic Processes Vol.**9**(25), no. 3-4 (Proceedings of Seventh International School on Mathematical and Statistical Methods in Economics, Finance and Insurance), 38-49. - Sottinen, T. (2003)
*Fractional Brownian motion in finance and queueing.*Ph.D. Thesis, University of Helsinki. - Sottinen, T. (2004)
*On Gaussian processes equivalent in law to fractional Brownian motion.*Journal of Theoretical Probability**17**, no. 2, 309-325. - Kozachenko, Yu., Sottinen, T. and Vasylyk, O. (2005)
*Simulation of weakly self-similar stationary increment*Sub_\phi(\Omega)*-processes: a series expansion approach**.*Methodology and Computing in Applied Probability**7**, 379-400. - Sottinen, T. and Tudor, C.A. (2006)
*On the equivalence of multiparameter Gaussian processes.*Journal of Theoretical Probability**19**, no. 2., 461-485. - Gasbarra, D., Sottinen, T. and Valkeila, E. (2007)
*Gaussian bridges.*Stochastic Analysis and Applications. Volume 2 of the series Abel Symposia, pp. 361-382. - Bender, C., Sottinen, T. and Valkeila, E. (2007)
*Arbitrage with fractional Brownian motion?*Theory of Stochastic Processes**13**(29), 23-34. - Sottinen, T. and Tudor, C.A. (2008)
*Parameter estimation for stochastic equations with additive fractional Brownian sheet.*Statistical Inference for Stochastic Processes**11**, 221-236. - Särkkä, S. and Sottinen, T. (2008)
*Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous-Time Non-Linear Systems.*Bayesian Analysis**3**, no. 3., 555-584. - Bender, C., Sottinen, T. and Valkeila, E. (2008)
*Pricing by hedging and no-arbitrage beyond semimartingales.*Finance and Stochastics**12**, 441-468. - Morlanes, J. I., Rasila, A. and Sottinen, T. (2009)
*Empirical evidence on arbitrage by changing the stock exchange.*Advances and Applications in Statistics, no. 2, Vol. 12, 223-233. - Kozachenko, Yu., Sottinen, T. and Vasylyk, O. (2011)
*Lipschitz conditions for*Sub_\phi(\Omega)*-processes with application to weakly self-similar stationary increment processes**.*Theory Probab. Math. Stat.**82**, 57-73. - Gapeev, P., Sottinen, T. and Valkeila, E. (2011)
*Robust replication in*Statistics & Risk Modeling*H*-self-similar Gaussian market models under uncertainty.**28**, 37-50. - Gasbarra, D., Sottinen, T., and van Zanten, H. (2011)
*Conditional full support of Gaussian processes with stationary increments.*Journal of Applied Probability**48**, No. 2., 561-568. - Bender, C., Sottinen, T. and Valkeila, E. (2011)
*Fractional procesess as models in stochastic finance*. Advanced Mathematical Methods for Finance. Series in Mathematical Finance, Springer, pp.75-103. - Sottinen, T. and Yazigi, A. (2014)
*Generalized Gaussian Bridges.*Stochastic Processes and their Applications**124**, Issue 9, 3084-3105. - Azmoodeh, E., Sottinen, T., Viitasaari, L. and Yazigi, A. (2014)
*Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes.*Statistics & Probability Letters**94**, 230-235. - Azmoodeh, E., Sottinen, T. and Viitasaari, L. (2015)
*Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model.*Modern Stochastics: Theory and Applications,**2**, No. 1, 29-49. - Sottinen, T. and Viitasaari, L. (2015)
*Fredholm representation of multi-parameter Gaussian processes with applications to equivalence in law and series expansions.*Modern Stochastics: Theory and Applications,**2**, No 3 (Proceedings of PRESTO-2015 conference), 287-295. - Sottinen, T. and Viitasaari, L. (2016)
*Pathwise integrals and Ito-Tanaka Formula for Gaussian processes.*Journal of Theoretical Probability**29**, Issue 2, 590-616. - Sottinen, T. and Viitasaari, L. (2016)
*Stochastic Analysis of Gaussian Processes via Fredholm Representation.*International Journal of Stochastic Analysis, doi:10.1155/2016/8694365. - Pakkanen, M.S., Sottinen, T. and Yazigi, A. (2017)
*On the conditional small ball property of multivariate Levy-driven moving average processes*, Stochastic Processes and their Applications,**127**, Issue 3, 749-782. - Yang, X., Rasila, A. and Sottinen, T. (2017)
*Walk on Spheres Algorithm for Helmholtz and Yukawa Equations via Duffin Correspondence.*Methodology and Computing in Applied Probability,**19**, 589-602. - Sottinen, T. and Viitasaari, L. (2017)
*Prediction Law of Fractional Brownian Motion.*Statistics & Probability Letters**129**, 155-166. - Shokrollahi, F. and Sottinen, T. (2017)
*Hedging in fractional Black-Scholes model with transaction costs.*Statistics & Probability Letters**130**, 85-91. - Sottinen, T. and Viitasaari, L. (2018)
*Conditional-Mean Hedging Under Transaction Costs in Gaussian Models.*International Journal of Theoretical and Applied Finance**21**, no. 2. - Rasila, A. and Sottinen, T. (2018)
*Yukawa Potential, Panharmonic Measure and Brownian Motion.*Axioms**2018**, 7(2), 28. - Sottinen, T. and Viitasaari, L. (2018)
*Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise.*Statistical Inference for Stochastic Processes**21**(3), 569-601. - Sottinen, T. and Viitasaari, L. (2019)
*Transfer Principle for nth Order Fractional Brownian Motion with Applications to Prediction and Equivalence in Law.*Theory of Probability and Mathematical Statistics**98**, 199-216. - Yang, X., Rasila, A. and Sottinen, T. (2019)
*Efficient simulation of Schrödinger equation with piecewise constant positive potential.*Mathematics and Computers in Simulation**166**, 315-323. - Lehto, S., Ernvall-Hytönen, A.-M. and Sottinen, T. (2019)
*Divisible Skylines: Exploring Least Common Multiples and Divisibility through Visual Art.*Bridges 2019 short paper. - Sottinen, T. and Viitasaari, L. (2020)
*Prediction Law of Mixed Gaussian Volterra Processes.*Statistics & Probability Letters**156**, January 2020, 108594, https://doi.org/10.1016/j.spl.2019.108594 - Azmoodeh, E., Sottinen, T., Tudor, C.A. and Viitasaari, L. (2021)
*Integration-by-Parts Characterizations of Gaussian Processes.*Collectanea Mathematica**72**, 25-41. - Sottinen, T., Alos, E., Azmoodeh, E. and Di Nunno, G. (2021)
*Editorial: Long-Memory Models in Mathematical Finance.*Frontiers in Applied Mathematics and Statistics**7**, 28. - Merino, R., Pospisil, J., Sobotka, T., Sottinen, T. and Vives, J. (2021)
*Decomposition formula for rough Volterra stochastic volatility models.*International Journal of Theoretical and Applied Finance**24**, No. 02, 2150008 https://doi.org/10.1142/S0219024921500084 - Sottinen, T. (2021)
*The Characterization of Brownian Motion as an Isotopic i.i.d.-component Lévy Process.*In Contributions to Mathematics and Statistics: Essays in Honor of Seppo Hassi (eds. De Snoo, H.S.V. and Wietsma, H.L.), Acta Wasaensia**462**, 179-186. - Dufitinema, J., Pynnönen, S. and Sottinen, T. (2022)
*Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets.*Communications in Statistics - Simulation and Computation. https://doi.org/10.1080/03610918.2020.1764581 - Sottinen, T. (2022)
*Brownian Bridges on Polygons*. Proceedings of Bridges 2022: Mathematics, Art, Music, Architecture, Culture - Maleki Almani, H. and Sottinen, T. (2023)
*Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes*. Modern Stochastics: Theory and Applications, Vol 10, No. 4, 343-366. https://doi.org/10.15559/23-VMSTA229 - Azmoodeh, E., Ilmonen, P, Shafik, N., Sottinen, T. and Viitasaari, L. (2023)
*On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands*. Journal of Theoretical Probability. https://doi.org/10.1007/s10959-023-01272-7 - Dufitinema, J., Shokrollahi, F., Sottinen, T. and Viitasaari, L. (2024)
*Long-range dependent completely correlated mixed fractional Brownian motion.*Stochastic Processes and Their Applications, Volume 170, April 2024, 104289. https://doi.org/10.1016/j.spa.2023.104289 - Maleki Almani, H., Shokrollahi, F., and Sottinen, T. (2024)
*Prediction of Gaussian Volterra Processes with Compound Poisson Jumps.*Statistics and Probability Letters, Volume 208, May 2024, 110054. https://doi.org/10.1016/j.spl.2024.110054### Preprints

- Sottinen, T. and Valkeila, E. (2001)
*Fractional Brownian motion as a model in finance.*University of Helsinki, Department of Mathematics, Preprint**302**. - Van Bever, G., Ilmonen, P., Viitasaari, L., Shafik, N. and Sottinen, T. (2022)
*On optimal prediction of missing functional data with memory.*arXiv preprint arXiv:2208.09925 - Sottinen, T., Sönmez, E., and Viitasaari, L. (2022)
*On the existence and regularity of local times.*arXiv preprint arXiv:2211.01464 - Sottinen, T. and Viitasaari, L. (2023)
*Transfer principle for fractional Ornstein-Uhlenbeck processes.*arXiv preprint arXiv:2311.00823 - Han, Q., Rasila, A. and Sottinen, T. (2023)
*Efficient simulation of mixed boundary value problems and conformal mappings.*arXiv preprint arXiv:2312.15382 - Maleki Almani, H. and Sottinen, T. (2024)
*Parameter estimation for multi-mixed fractional Ornstein-Uhlenbeck processes by generalized method of moments.*arXiv preprint arXiv:2401.05114### Other publications (most in Finnish)

- Sottinen, T. (2004)
*Nobelin muistopalkinto taloustieteestä 2003: R. Englen ARCH-malli.*Arkhimedes 2004:2, 10-12 (in Finnish). - Sottinen, T. (2004)
*Sattuman matematiikkaa III: Kolmogorovin aksioomat ja frekvenssitulkinta.*Solmu 2004:2, 17-21 (in Finnish). - Lehto, S. and Sottinen, T. (2005)
*Sisarusongelma - paradoksi ehdollisesta todennäköisyydestä.*Solmu 2005:1, 14-15 (in Finnish). - Rasila, A., and Sottinen, T. (2005)
*Algebra, PlayStation ja älykkyys.*Solmu Erikoisnumero 1/2005-2006 (in Finnish). - Norros, I. and Sottinen, T. (2013)
*Esko Valkeila 1951-2012.*Arkhimedes 2013:1, 30-33 (in Finnish). - Sottinen, T. (2015)
*BS-kaava ja lama.*Arkhimedes 2015:1, 26-30 (in Finnish). - Sottinen, T. (2016)
*Moni sekoaa muotiin.*Professoriblogi 2.5.2016. - Sottinen, T. (2016)
*Häränpaskahommia.*Professoriblogi 12.9.2016. - Sottinen, T. (2016)
*Muotia maailmalla.*Professoriblogi 28.11.2016. - Sottinen, T. (2017)
*Yliopistojen autonomia ja universumin maksimaalisen ironian periaate.*Professoriblogi 27.2.2017. - Sottinen, T. (2017)
*Avoin tiede.*Professoriblogi 29.5.2017.### Lecture notes (some in Finnish)

- Malliavin-laskenta: Eli gaussisten prosessien derivointi., 87 pages, 2006.
- Rahoitusteoria: Eli optioiden hinnoittelun ja toistamisen taito tai oppi optioiden oikeasta hinnasta., 149 pages, 2006.
- Todennäköisyysteoria: Teoria mitasta, mitallisuudesta, mitattomuudesta ja riippumattomuudesta., 130 pages, 2006.
- Operations Research with GNU Linear Programming Kit, 201 pages, 2009.
- Päätöksenteko epävarmuuden vallitessa, 102 pages, 2010.
- Operations Research with GNU Octave, 187 pages, 2011.
- Päätöksiä ja Paatoksia, 146 pages, 2011.
- Probability and Stochastic Processes with a Twist of GNU Octave towards Queuing, 183 pages, 2019.
- Lineaarialgebraa lähinnä tasossa hipauksella GNU Octavea, 81 pages, 2022.
- Octave with Spice: Or a Gentle Introduction to GNU Octave Towards Linear Programming, 38 pages, 2022.
- Linear Programming with Spice: Or a Gentle Introduction to Linear Models, 73 pages, 2022.
- Päätöksentekoa Oliopolion aikaan, 86 pages, 2023.
- A Gentle Introduction to Stochatic Differential Equations with Brownian noise, 28 pages, 2023.

List of publications from AMS Mathematical Reviews, Zentralblatt MATH, and Google Scholar.

- Elisa Alòs, Pompeu Fabra University, Spain
- Ehsan Azmoodeh, Univerity of Liverpool, UK
- Christian Bender, Saarland University, Germany
- Germain Van Bever, University of Namur, Belgium
- Josephine Dufitinema, IQVIA, Finland
- Anne-Maria Ernvall-Hytönen, University of Helsinki, Finland
- Pavel Gapeev, London School of Economics, UK
- Dario Gasbarra, University of Helsinki, Finland
- Hagen Gilsing
- Qiansheng Han, Guangdong Technion - Israel Institute of Technology, PRC
- Pauliina Ilmonen, Aalto University, Finland
- Yuriy Kozachenko
- Hamidreza Maleki Almani, University of Vaasa, Finland
- Raúl Merino, University of Barcelona, Spain
- Igor Morlanes, Stockholm University, Sweden
- Giulia Di Nunno, University of Oslo, Norway
- Mikko S. Pakkanen, Imperial College London, UK
- Jan Pospíšil, University of West Bohemia, Czechia
- Seppo Pynnönen, University of Vaasa, Finland
- Antti Rasila, Guangdong Technion - Israel Institute of Technology, PRC
- Simo Särkkä, Aalto University, Finland
- Nourhan Shafik, Aalto University, Finland
- Foad Shokrollahi, University of Vaasa, Finland
- Tomáš Sobotka, University of West Bohemia, Czechia
- Ercan Sönmez, University of Klagenfurt, Austria
- Ciprian A. Tudor, University of Lille 1, France
- Esko Valkeila
- Olga Vasylyk, Taras Shevchenko Kyiv National University, Ukraine
- Lauri Viitasaari, Aalto University, Finland
- Xuxin Yang, Hunan First Normal University, PRC
- Josep Vives, University of Barcelona, Spain
- Adil Yazigi, University of Eastern Finland, Finland
- Harry van Zanten, University of Amsterdam, The Netherlands

*Fractional Brownian motion, random walks, and binary market models*, The 2nd Nordic-Russian Symposium on Stochastic Analysis, Beitostølen, Norway, 1-6 August 1999.*Fractional Brownian Motion as a Model in Finance*, Analysis of High Frequency Data: Annual Meeting of the Finnish Statistical Society, Vaasa, Finland, 17-18 May 2001.*Sample path large deviations of a Gaussian process with stationary increments and regularly varying variance*, 12th European Young Statisticians Meeting, Janska Dolina, Slovakia, 4-8 September 2001.*Busy periods of a fractional Brownian type Gaussian storage*, A conference dedicated to the 90th anniversary of B. V. Gnedenko, Kyiv, Ukraine, 3-7 June 2002.*On Gaussian stochastic differential equations with fractional Brownian noise*, Laugarvatn Workshop: Stochastic Analysis and its Applications, Laugarvatn, Iceland, 2-7 August 2002.*Arbitrage in the fractional Black-Scholes model*, Seminar in Mathematical Statistics, University of Stockholm, Stockholm, Sweden, 16 January 2003.*Power series series expansions of fractional Brownian motion*, The Seventh International School on Mathematical and Statistical Methods in Economics, Finance and Insurance, Laspi, Ukraine, September 2003. (Invited)*Gaussian bridges*, Groupe de travail: Processus Stochastiques, Matrices Aléatoires, University of Paris VI, Paris, France, 15 January 2004.*Representations of Gaussian bridges*, DYNSTOCH Workshop, Copenhagen, Denmark, 3-5 June 2004.*Fractional Brownian Motions and Sheets*, Porkkala Fractional Symposium, Porkkala, Finland, 25 May 2005.*Gaussian Bridges*, 35th International Probability Summer School, Saint-Flour, France, 6-23 July 2005.*Replication and Absence of Arbitrage in Non-Semimartingale Models*, The Finnish Mathematical Days and the Second Finnish-Estonian Mathematical Colloquium, Tampere, Finland, 4-5 January 2006.*Replication and Absence of Arbitrage in Non-Semimartingale Models*, Probability Seminar, University of Barcelona, Barcelona, Spain, 15 March 2006.*Are stylized facts irrelevant in option-pricing?*International Conference Modern Stochastics: Theory and Applications, Kyiv, Ukraine, 19-23 June 2006.*On Skorohod-type stochastic differential equations with respect to fractional Brownian motion*, 31st Conference on Stochastic Processes and their Applications, Paris, France, 17-21 July 2006. (Invited)*Black-Scholes Prices with Stylized Facts*, Russian-Scandinavian Symposium: Probability Theory and Applied Probability, Petrozavodsk, Russia, 26-31 August 2006.*Black-Scholes-hinnoittelumallin robustisuus ja tyylitellyt tosiseikat*, Monthly meeting of the Actuarial Society of Finland, 10 October 2006.*Conditional Small Balls and No-Arbitrage*, Advances in Mathematical Finance, Second General AMAMEF Conference and Banach Center Conference, Bedlewo, Poland, 30 April-5 May 2007. (Invited)*What is the Price of the Future?*, The Icelandic Centre of Excellence in Theoretical Computer Science ICE-TCS Third Symposium on Theoretical Computer Science, Reykjavik, Iceland, 10 August 2007.*Local Continuity Of Stopping Times And Arbitrage*, Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, Vienna, Austria, 17-22 September 2007.*Local Continuity*, Mathematics Seminar, University of Iceland, Iceland, 25 October 2007.*Probability is irrelevant in stochastic finance: Black-Scholes model is correct despite of stylized facts*, Annual meeting of the Icelandic Mathematical Society, Borgarnes, Iceland, 29-30 November 2007. (Invited)*Local Continuity (for Stopping Times)*, the Finnish Mathematical Days, Espoo, Finland, 3-4 January 2008. (Invited)*Local Continuity*, Workshop on Limit theorems and Applications, Paris, France, 14-16 January 2008. (Invited)*What is Volatility?*, The 6th NoonToNoon Meeting: Insurance and Financial Mathematics - Theory and Practice, Jyväskylä, Finland, 2-3 October 2008.*Non-semimartingales in finance*, 1st Northern Triangular Seminar, Espoo, Finland, 9-11 March 2009. (Tutorial)*On Conditional Full Support with Applications to Mathematical Finance*, 25th Nordic and 1st British-Nordic congress of Mathematicians, Oslo, Norway, 8-11 June 2009. (Invited)*Conditional full support for Gaussian processes with stationary increments*, Modern Stochastics: Theory and Applications II, Kyiv, Ukraine, 7-11 September 2010. (Invited)*"Todellinen" veroprosentti: Kaksi ajankohtaista esimerkkiä talousmatematiikasta ja "todellisuudesta"*, MAOL ry:n syyspäivät, Vantaa, Finland, 8-10 October 2010. (Invited)*Pricing by hedging and no-arbitrage beyond semimartingales*, International symposium: Visions in stochastics (Leaders and their Pupils), Moscow, Russia, 1-3 November 2010.*No-Arbitrage with Non-Semimartingales: Continuous Simple Arbitrage Case*, Seventh Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, Switzerland, 23-27 May 2011.*Black ja Scholes ilman Gaussia*, Annual meeting of the Finnish Mathematical Society, Helsinki, Finland, 19 March 2012. (Invited)*Generalized Gaussian Bridges of Prediction-Invertible Processes*, Presentation at Hunan Normal University, Changsha, China, 22 May 2012.*Black-Scholes Prices and Hedges for Financial Derivatives in Non-Gaussian Non-Martingale Models*, International Conference on Applied Mathematics 2012, Modeling, Analysis & Computation, City University of Hong Kong, Hong Kong, China, 30 May 2012.*Yukawa Potential, Harmonic Measure and Killing Brownian Motion*, First Chinese-Finnish Seminar and Workshop on Modern Trends in Classical Analysis and Applications, Turku, Finland, 18 August 2012.*Generalized Gaussian Bridges of Prediction-Invertible Processes*, Modern Stochastics: Theory and Applications III, Kyiv, Ukraine, 10 September 2012. (Invited)*Generalized Gaussian Bridges*, Marrakesh International Conference on Probability and Statistics, Marrakesh, Morocco, 19 December 2013. (Plenary)*Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes*, Thiele Seminar, Aarhus University, Århus, Denmark, 26 March 2014.*Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes*, ICM 2014, Seoul, Republic of Korea, 19 August 2014.*Representing Gaussian Processes with Martingales with Application to MLE of Langevin Equation*, Stochastic Visit Workshop of the FDPSS, Tartu, Estonia, 12 September 2014.*Gaussian Fredholm Processes*, International Conference: Probability, Reliability and Stochastic Optimization, Kyiv, Ukraine, 8 April 2015. (Plenary)*Matematiikan täsmäopetuksella parempia insinöörejä*, Interaktiivinen tekniikka koulutuksessa, ITK2015, Hämeenlinna, 17 April 2015.*Gaussian Fredholm Processes with Applications*, Yu.V.Linnik Centennial Conference, Euler International Mathematical Institute, St. Petersburg, Russia, 16 September 2015.*Representing Gaussian Processes via Brownian Motion with Applications to Stochastic Analysis*, talk at South Central University, Changsha, PRC, 30 October 2015.*A Celebration of Dynkin's Formula*, tutorial at Hunan First Normal University, Changsha, PRC, 26 November 2015.*Walk On Spheres Algorithms for Helmholtz and Linearized Poisson-Boltzmann Equations*, The Fifth Chinese-Finnish Seminar and Workshop on Modern Trends in Classical Analysis and Applications, Aalto University, Espoo, Finland, 9 February 2016.*Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise*, Lorentz Center Workshop Fractatility and Fractionality, University of Leiden, Leiden, The Netherlands, 19 May 2016. (Invited)*Gaussian (Fredholm) Processes*, 37th Finnish Summer School on Stochastics and Statistics, Lammi, Finland, 30 May 2016.*Hedging under transaction costs in Gaussian models*, Barcelona Workshop on Mathematical Finance, Barcelona, Spain, 29 March 2017.*Transfer Principle for nth-Order Fractional Brownian Motion with Applications to Prediction and Equivalence in Law*, Modern Stochastics: Theory and Applications IV, Kyiv, Ukraine, 25 May 2018. (Plenary)*Prediction law of fractional Brownian motion*, ICM 2018, Rio de Janeiro, Brazil, 6 August 2018.*Pretty Predictable Models*, CMStatistics, London, UK, 15 December 2019. (Invited)*Integration-by-Parts Characterizations of Gaussian Processes*, Finnish Mathematical Days, Oulu, Finland, 2 January 2020.*Option-Pricing without Probability: Good News and Bad News*, IFAM Virtual Seminar, Liverpool, UK, 9 September 2020.*Integration-by-Parts Characterizations of Gaussian Processes*, Modern Trends in Probability Theory and Mathematical Statistics III, Kyiv, Ukraine, 1 December 2020. (Invited)*Long-Range Dependent Completely Correlated Mixed Fractional Brownian motion*, Modern Stochastics: Theory and Applications V, Kyiv, Ukraine, 4 June 2021. (Plenary)*Integration-by-Parts Characterizations of Gaussian Processes*, 8ECM, Portorož, Slovenia, 22 June 2021. (Invited)*Conditional-mean hedging in Gaussian long-memory models with transaction costs*, 10th General AMaMeF Conference, Padua, Italy, 25 June 2021. (Invited)*Finanssijohdannaisten gaussiset hinnat ja keskeisen raja-arvolauseen väärinymmärrys*, MAL 60 vuotta juhlaseminaari, Helsinki, Finland, 12 November 2021. (Invited)*A New characterization of Brownian motion as isotropic i.i.d.-component Lévy process*, Finnish Mathematical Days, Tampere, Finland, 4 January 2022.*Completely correlated mixed fractional Brownian motion*, Stochastic processes with statistical applications and fractional stochastic calculus: International workshop dedicated to the anniversary of Yuliya Mishura, Kyiv, Ukraine (online), 17 May 2023. (Invited)*Completely correlated mixed fractional Brownian motion*, Mathematical Finance and Stochastics: A Conference in Honor of David Nualart, Donostia, Spain, 31 May 2023. (Invited)*Integration-by-parts characterizations of Gaussian processes*, Workshop on Stochastics, Memory and Roughness 2024, Oslo, Norway, 18 January 2024. (Invited)

- Dr. Mikko S. Pakkanen (University of Helsinki, 2010)
- Dr. Lauri Viitasaari (Aalto University, 2014)
- Dr. Adil Yazigi (University of Vaasa, 2015)
- Dr. Foad Shokrollahi (University of Vaasa, 2019)