Aalto University
Department of Mathematics and Systems Analysis
Stochastics Group

Esko Valkeila

Professor, Department of Mathematics and Systems Analysis, Aalto Unversity.
Docent, Department of Mathematics and Statistics, University of Helsinki.

Contact information:
Aalto University, Department of Mathematics and Systems Analysis, P.O. Box 11100, 00076 Aalto, Finland
tel: +358 90 470 23028
e-mail: esko.valkeila

Official Aalto photo:

CV

Here: CV.

Research

My research topic is stochastics, in particular:

• Mathematical statistics: martingale methods in statistics of stochastic processes.
• Limit theorems in stochastics.
• Stochastic analysis: martingales, fractional Brownian motion.
• Stochastic finance.

More details in the lists of publications:

• complete list of publications .
• Recent publications here .

Talks

Recent talks here.

Current activities

• Seminar on stochastics, on Mondays, 16 - 18. For more details here .
• Seminar on statistics, on Mondays, 10 - 12. For more details here .
• ESF - network Advanced Mathematical Methods in Finance AMaMeF ; member of the steering committee 2005 - 2010.
• Finnish Graduate School in Stochastics and Statistics FGSS ; member of the board 2007 - 2010. Deputy member 2010 - .

Recent activities

• 2004-2005: New Techniques in Applied Stochastics; program for the whole year. Note the program for May 2005

Opetus

Links

• Probability Surveys .
• The Probability Web .
• The homepage of Wolfgang Wefelmeyer has many links to journals, web-pages of stochastic people etc.

Previous and current post docs and PhD students

Current PhD students

1. PhD student M.Sc. Mika Sirviö (on leave).
2. PhD student M.Sc. Igor Morlanes.
3. PhD student Lic. (Tech.) Heikki Tikanmäki.
4. PhD student M.Sc. (Tech.) Lauri Viitasaari.

Current post docs:

1. PhD (Tech.) Ehsan Azmoodeh.

Previous post docs:

1. Ph.D. Canqin Tang (Wuhan, China) 2004 - 2005

Previous PhD students:

1. phil.lic. Marko Laine (1999) -> PhD in 2008 under supervision of Heikki Haario.
2. Ph.D. Tommi Sottinen (2003).
3. Dr.Tech. Iivo Vehviläinen (2005).
4. Ph.D. Céline Jost (2007).
5. Dr.Tech. Ehsan Azmoodeh (2010).

http://www.math.hut.fi/~valkeila/index.html
Esko Valkeila Last update: 15.11.2010