The Helsinki Team consists of researchers from the Stochastics group at the Department of Mathematics, University of Helsinki, VTT Information Technology and Rolf Nevanlinna Institute.

The team is particularly active in the areas: stochastic analysis applied to statistics of processes, large deviations principles applied to economics, insurance and to the analysis of economic data, theory and inference for fractal stochastic processes and dynamical Bayesian modelling and its applications.

Currently we have several seminars at the University of Helsinki related to the teams work: seminar on stochastics, seminar on stochastic models, study group on martingale theory and seminar on insurance mathematics (more information on the seminar programs can be found here) and a seminars in RNI.

Helsinki team has organized the following events: workshop on Hellinger integrals , the annual network meeting DYNSTOCH2003 and workshop fractional Brownian days .
 
 

The scientist in charge of the team is Esko Valkeila (Department of Mathematics).
 

The other members are:

Mervi Eerola (Rolf Nevanlinna Institute)

Dario Gasbarra (Rolf Nevanlinna Institute)

Ilkka Norros (VTT)

Jussi Klemelä (Rolf Nevanlinna Institute)

Esa Nummelin (Department of Mathematics)

Harri Nyrhinen (Department of Mathematics)

Young researchers related to the project are:

Oana Ioanitescu (Department of Mathematics)

Céline Jost (Department of Mathematics)

Lasse Leskelä (Helsinki University of Technology)

Tommi Sottinen (Department of Mathematics)

Publications