The Finnish Doctoral Programme in Stochastics and Statistics

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Researchers – Advisors

Doctoral students

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Past events

Summer School on Probability Theory


Academy of Finland

Past events of the Doctoral Programme in Stochastics and Statistics

Some of the older links on this page are no longer functional.

11 March 2016 Zhe Chen's public defence of the doctoral dissertation On Pathwise Stochastic Integration of Processes with Unbounded Power Variation, at Aalto University.
20 February 2016 Jaakko Lehtomaa's Public Defence of his doctoral dissertation On Heavy-tailed Risks with Applications to Insurance and Finance, at the University of Helsinki.
19 February 2016 The seminar Portfolio Value-at-Risk for lognormal sums at the University of Helsinki. Speaker was Søren Asmussen (Aarhus University).
21–22 December 2015 A Workshop on Stochastic Analysis and Related Topics at the University of Jyväskylä.
16–17 December 2015 Stochastic Sauna Seminar at Aalto University.
October–December 2015 Two PhD courses at Aalto University, "Brownian motion and stochastic analysis" and "Multivariate location and scatter".
September–December 2015 A course on Insurance Mathematics at Åbo Akademi.
September–December 2015 A course on Brownian Motion at the University of Helsinki.
5–21 August 2015 The 25th Jyväskylä Summer School at the University of Jyväskylä. The course "A Fourier Based Approach of (Stochastic) Integration; Applications to Pathwise SPDE" was organized in cooperation with FDPSS.
9–11 June 2015 The minicourse "Mean field spin glasses" at Aalto University, with lectures by Dr. Miika Nikula (Harvard).
1–5 June 2015 The 36th Finnish Summer School on Probability Theory and Statistics at Päivölä, Valkeakoski.
23 March–28 May 2015 A course on Probabilistic Approximations at the University of Helsinki, lectures held by Ehsan Azmoodeh (University of Luxembourg).
18–19 December 2014 Stochastic Sauna Seminar, Helsinki.
21 November 2014 Henrik Nyman's Public Defence of his doctoral dissertation Context-Specific Independence in Graphical Models, at Åbo Akademi University, Turku.
4–6 November 2014 The workshop Animal Models with Applications in Ecology was held at Oulu University as a joint effort of FDPSS and the Thule Doctoral Program. The aim of the workshop was to provide Ph.D. students in statistics, ecology and other related fields with up-to-date know-how on the use of mixed model methods, as well as practical guidance for analyzing the participants' own data.
31 October 2014 Brita Jung's Public Defence of her doctoral dissertation Exit times for some processes with normally distributed noise, at Åbo Akademi University, Turku.
11–12 September 2014 Stochastic Visit Workshop of the FDPSS at the Institute of Mathematical Statistics, University of Tartu, Estonia.
6–22 August 2014 The 24th Jyväskylä Summer School at the University of Jyväskylä. The course "Five Lectures on Brownian Motion and Diffusions" was organized together with FDPSS.
2–6 June 2014 Nordstat 2014, the 25th Nordic Conference in Mathematical Statistics at the University of Turku.
27 February 2014 "The Malliavin calculus and its applications" (Finnish Mathematical Society Talk), held by Prof. David Nualart (University of Kansas, USA) at Aalto University, Otaniemi.
19–20 December 2013 Workshop on Stochastics, Harmonic Analysis and PDEs at the Department of Mathematics and Statistics, University of Jyväskylä.
14–16 December 2013 The 6th International Conference of the ERCIM WG on Computational and Methodological Statistics, University of London.
14–16 December 2013 The 7th International Conference on Computational and Financial Econometrics, University of London.
12–13 December 2013 Noon-to-Noon Sauna Seminar of the FDPSS, at the University of Helsinki.
6 September 2013 Course: Insurance Mathematics I at Åbo Akademi University.
6 September 2013 Course: Brownian motion at University of Helsiniki.
2–4 September 2013 Symposium: Randomness and order in the exact sciences
22 August 2013 Seminar in honor of Professor Göran Högnäs
3–7 June 2013 35th Finnish Summer School on Probability Theory and Statistics at Päivölä, Valkeakoski
6–8 March 2013 4th Nordic Triangular Seminar at Aalto university
19 December 2012 Stochastic Sauna Seminar
17 December 2012 Young Stochasticians Afternoon at the University of Jyväskylä
4–8 June 2012 34th Finnish Summer School on Probability Theory and Statistics at Päivölä, Valkeakoski
28 April 2012 A Saturday on Solvency in Turku.
30 March–5 May 2012 A course Solvency Analysis at Åbo Akademi, Department of Mathematics and Statistics, ASA, Fänriksgatan 3 B, 3rd floor.
8–9 December 2011 SF-180: Snapshots of Stochastics Frontiers at 180 Degrees, Symposium celebrating the 60th birthdays of Esa Nummelin, Paavo Salminen, and Esko Valkeila at University of Helsinki
26–27 August 2011 Workshop on Stochastic Methods in Financial Markets at Ljubljana, Slovenia
8–19 August 2011 The 21st Jyväskylä Summer School
26 June–1 July 2011 The 9th Tartu Conference on Multivariate Statistics and The 20th International Workshop on Matrices and Statistics
6–10 June 2011 33rd Finnish Summer School on Probability Theory and Statistics at Päivölä, Valkeakoski
30 May–1 June 2011 Minicourse: Functional change of variables formula and Ito calculus at Aalto University, Espoo
18–19 May 2011 Current doctoral research in Biostatistics, Statistics and related areas at Helsinki, House of Sciences, Kirkkokatu 6
11–13 April 2011 The 3rd Nordic Triangular Seminar at St. Petersburg
21 March–1 April 2011 Spring School Stochastic Models in Finance and Insurance at Jena, Germany
January–February 2011 A short course Martingales and related topics at Åbo Akademi
9–12 September 2010 FDPSS and University of Tartu Seminar, Tartu
22–26 June 2010 6th World Congress of the Bachelier Finance Society at Toronto, Canada.
14–23 June 2010 Crash Course on Monte Carlo methods, Tampere.
7–11 June 2010 32nd Finnish Summer School on Probability Theory, Tampere.
4–8 May 2010 The Fifth General Conference on Advanced Mathematical Methods in Finance, in Bled, Slovenia.
18–20 January 2010 9th Winter school on Mathematical Finance , with special topics numerical methods and illiquid markets, at Lunteren, The Netherlands .
4–5 January 2010 Finnish Mathematical Days 2010 at Jyväskylä.
19 December 2009 Anni Toivola's Public Defence of her doctoral dissertation ”On fractional smoothness and approximations of stochastic integrals”, at Jyväskylä.
14 December 2009 Alumnus seminar of the Finnish Graduate School in Stochastics and Statistics.
21 November 2009 Rainer Avikainen's Public Defence of his doctoral dissertation ”On generalized Bounded Variation and Approximation of SDEs”, at Jyväskylä.
7 November 2009 Mari Myllymäki's Public Defence of her doctoral dissertation ”Statistical models and inference for spatial point patterns with intensity-dependent marks”, at Jyväskylä.
23–28 August 2009 Scandinavian Actuarial Journal and the Norwegian Actuarial Society organized theThird Nordic Summer School in Actuarial Science at Klaekken, Norway.
10–14 August 2009 Swiss Association of Actuaries organized the International Summer School 2009: Monte Carlo Methods and Applications in Finance and Insurance Models at Lausanne, Switzerland.
5–21 August 2009 The 19th Jyväskylä Summer School was organized by the Faculty of Mathematics and Science and the Faculty of Information Technology at the University of Jyväskylä, Finland.
23–27 June 2009 IWMS-2009, The 18th International Workshop on Matrices and Statistics, in Smolenice Castle, Slovakia.
23–26 June 2009 A symposium Optimal Stopping with Applications 2009 was held in Turku, Finland.
10–12 June 2009 NBBC09 - The Second Nordic-Baltic Biometric Conference in Tartu, Estonia.
9–12 June 2009 A Workshop on nonparametric function estimation with applications in finance was held at the seaside spa hotel "Oulu Eden" in Oulu, Finland.
8–11 June 2009 25th Nordic and 1st British-Nordic Congress of Mathematicians was held at the University of Oslo, Norway.
1–5 June 2009 The 31st Finnish Summer School on Probability Theory was held at Ahlmanin kartano, Tampere.
1–4 June 2009 The 39th International ASTIN Colloquium was held in Helsinki.
26–27 May 2009 Statistical Days 2009: Statistical Methods and Models to Assess Global Climate Change at the Department of Mathematics and Statistics, University of Kuopio.
26–28 May 2009 The workshop Non-Semimartingale Techniques in Mathematical Finance was held at the Department of Mathematics and Systems Analysis, Helsinki University of Technology.
25–29 May 2009 Professor James Davidson, University of Exeter, UK, gave An Invited Short Course on the Foundations of Econometrics at Hanken School of Economics, Department of Finance and Statistics, Helsinki.
20 May 2009 A CMA workshop on: Insurance mathematics and longevity risk was held at the Centre of Mathematics for Applications, University of Oslo, Norway.
4–10 May 2009 The Fourth General AMaMeF Conference was held at Rica Parken Hotel in Ålesund, Norway.
16–20 March 2009 The Finnish Society of Biostatistics and the Department of Information and Computer Science, Helsinki University of Technology, co-organized a Functional Data Analysis Workshop at Helsinki University of Technology.
9–11 March 2009 The 1st Northern Triangular Seminar at the Department of Mathematics and Systems Analysis, Helsinki University of Technology.
November–December 2008 A course BMC4: Spatial analysis of area data at the Department of Mathematics and Statistics, University of Helsinki.
5 November 2008 University Alliance projects STATCORE and Allianssi-IHME, together with the Finnish Society of Biostatistics, organized a Nonparametric Afternoon where Academy professor Hannu Oja and his group presented new methodology and application areas in nonparametric statistics. Speakers: Hannu Oja, Jaakko Nevalainen, Klaus Nordhausen, Jarkko Isotalo.
2–3 Oct 2008 The 6th NoonToNoon Meeting Insurance and Financial Mathematics - Theory and Practice at the Department of Mathematics and Statistics, University of Jyväskylä.
1, 8 & 15 September 2008 A. Yu. Veretennikov gave a three-day course on Ergodic SDEs with numerical aspects at the Department of Mathematics and Systems Analysis, Helsinki University of Technology.
25–29 August 2008 Workshop on Numerics and Stochastics at the Institute of Mathematics, Helsinki University of Technology.
24–31 August 2008 The Helsinki Summer School on Mathematical Ecology and Evolution 2008, organized by the Biomathematics Group of the University of Helsinki, was held at the Linnasmäki Conference Centre in Turku, Finland.
6–22 August 2008 The 18th Jyväskylä Summer School at the University of Jyväskylä, with courses Numerical Analysis and Complexity of Stochastic Processes, Approximation of Stochastic Dynamics with Application to Molecular Dynamics, Kinetic Monte Carlo Methods and Financial Mathematics and Statistics for Spatial Point Patterns.
18 August A seminar on stochastics was held at the Department of Mathematics, Åbo Akademi University. The speakers were T. Konstantopoulos, Y. Mishura, A. Veretennikov and T. Sottinen.
3–16 August 2008 Bio-Math Summer School and Workshop 2008: Stochastic Differential Equation Models with Applications to the Insulin-Glucose System and Neuronal Modelling, at Middelfart Kursuscenter in Denmark.
16–19 June 2008 The 22nd Nordic Conference on Mathematical Statistics (NORDSTAT) in Vilnius, Lithuania.
2–6 June 2008 The 30th Finnish Summer School on Probability Theory at Ahlmanin kartano, Tampere.
1–6 June 2008 The 7th International Petrozavodsk Conference "Probabilistic Methods of Discrete Mathematics" was organized by the Institute of Applied Mathematical Research of the Karelian Research Centre of Russian Academy of Sciences in Petrozavodsk, Russia.
28 May–2 June 2008 The course Statistical Practice in Epidemiology Using R at the University of Tartu, Estonia.
14–15 May 2008 Espoo-Helsinki-Jyväskylä-Turku-Åbo Seminar on stochastic analysis at the Institute of Mathematics, Helsinki University of Technology.
5–9 May 2008 An International School Finance, Insurance, and Energy Markets Sustainable Development was held in Västerås, Sweden.
29 February–3 May 2008 A course in Solvency Analysis at the Department of Mathematics, Åbo Akademi University.
31 March–1 April 2008 The course Outranking Methods for Multicriteria Decision Aid at Helsinki University of Technology.
3–4 January 2008 Finnish Mathematical Days 2008 at Helsinki University of Technology.
10 & 17 December 2007 A two-day course Statistical demography with insurance applications was given by Professor Juha Alho (University of Joensuu) at the University of Helsinki.
5 October 2007 The Finnish Society of Biostatistics arranged a 20th Anniversary Seminar Biometria eilen, tänään ja huomenna (in Finnish) at the University of Helsinki.
27–31 August 2007 The course Analysis of Spatial and Environmental Data at Helsinki University of Technology (course announcement in Finnish).
13–17 August 2007 A statistics course State Space Methods for Time Series Analysis and Forecasting was given during The 17th Jyväskylä Summer School by Professor Siem Jan Koopman (Vrije Universiteit, Amsterdam).
13–17 August 2007 The 5th International Conference on Lévy Processes: Theory and Applications at the Department of Applied Mathematics and Statistics at University of Copenhagen, Denmark.
9–12 August 2007 Satellite Summerschool on Lévy Processes: Theory and Applications at Sandbjerg Manor, Denmark.
8–24 August 2007 The 17th Jyväskylä Summer School at the University of Jyväskylä.
26–29 June 2007 The 8th Tartu Conference on Multivariate Statistics and The 6th Conference on Multivariate Distributions with Fixed Marginals were held in Tartu, Estonia.
25–28 June 2007 Det 24:e Nordiska Statistikermötet was held in Reykjavik, Iceland.
12–16 June 2007 The 21th Summer School of the Swedish Statistical Association on Data Mining at the Department of Mathematics at University of Linköping, Sweden.
6–8 June 2007 NBBC07 First Nordic-Baltic Biometric Conference in Research Centre Foulum, Denmark.
4–8 June 2007 The 29th Finnish Summer School on Probability Theory in Nagu Gammelgård, Finland.
2–7 June 2007 Second Baltic-Nordic Conference on Survey Sampling in Kuusamo, Finland.
25–30 May 2007 The course Statistical Practice in Epidemiology using R at the Department of Mathematical Statistics, University of Tartu, Estonia.
25 May & 30 May 2007 A two-part Seminar on Stochastic Finance at University of Helsinki (Part I) and at Helsinki University of Technology (Part II).
24–26 May 2007 The 4th Nordic Econometric Meeting in Tallinn, Estonia. The keynote speaker was Professor Badi Baltagi (Syracuse University).
21–25 May 2007 Brownian Motion and Stochastic Differential Equations, the fourth course in the cycle Basic Graduate Courses in Probability Theory and Stochastic Processes, was held at the Department of Mathematics at Tampere University of Technology. The lectures were given by Professor Stefan Geiss.
10–11 May 2007 The annual conference of Finnish statisticians, Statistical Days 2007, were held at the University of Tampere.
18–19 December 2006 A noon to noon meeting Stochastic analysis with applications at the Department of Mathematics at Åbo Akademi University.
14 Nov–13 Dec 2006 A course Stochastic Simulation was given by Professor Karl Sigman (Columbia University) at the Department of Mathematics at Helsinki University of Technology.
21–24 September 2006 The 2nd Estonian-Finnish Graduate School Seminar in Stochastics in Tartu, Estonia.
4–8 September 2006 Point processes, the third course in the cycle Basic Graduate Courses in Probability Theory and Stochastic Processes, was held at the Department of Mathematics at Tampere University of Technology. The lectures were given by Professor Esko Valkeila.
26–31 August 2006 The Russian-Scandinavian Symposium Probability Theory and Applied Probability was held in Petrozavodsk, Russia.
7–18 August 2006 A TISE graduate school course on Nonlinear filtering was given at Tampere University of Technology. The lecturer was Professor Miroslav Simandl, University of West Bohemia in Pilsen.
5–9 June 2006 The 28th Finnish Summer School on Probability Theory was held at Nagu Gammelgård. Speakers were François Baccelli (INRIA and ENS), Piet de Jong (Macquarie University), Kalev Pärna (University of Tartu) and Anton Thalmaier (Université de Poitiers).
22 Mar–17 May 2006 The course Introduction to Derivatives Markets was given at the Department of Mathematics, Åbo Akademi University. The instructor was David Goldenberg.
8–9 December 2005 The Fifth NoonToNoon Meeting in Statistical and Mathematical Applications in Finance was held at the University of Vaasa. The aim of the conference was to bring together researchers and practitioners interested in statistical and mathematical applications in financial markets. In this meeting the major focus was on the modern time series tools applied in financial data. The main speaker in the symposium was Professor Terence C. Mills.
28 Nov–2 Dec 2005 Martingales in Discrete Time and Characteristic Functions, the second course in the cycle Basic Graduate Courses in Probability Theory and Stochastic Processes, was held at the Department of Mathematics at Tampere University of Technology. The lectures were given by Professor Paavo Salminen (Åbo Akademi University).
29 Aug–2 Sept 2005 Measure Theory, the first course in the cycle Basic Graduate Courses in Probability Theory and Stochastic Processes, was held at the Department of Mathematics of Åbo Akademi University. The lectures were given by Professor Göran Högnäs.
6–10 June 2005 The 27th Finnish summer school in probability theory. Speakers were Pierre Brémaud (Lausanne), Patrick Cattiaux (Palaiseau), Anders Lindquist (KTH, Stockholm) and Martin Schweizer (ETH, Zürich).
31 May–June 2005 The Hailuoto Workshop on Statistics and Computing at the Bothnian Bay Research Station, University of Oulu, Oulu, Finland.
26–28 May 2005 The 3rd Nordic Econometric Meeting, at the Swedish School of Economics and Business Administration, Helsinki, Finland.
14–16 March 2005 The Winter School of the Visitors Program, at Mekrijärvi Research Station.
13–15 December 2004 Stochastics in Finland, University of Helsinki, Department of Mathematics and Statistics. This was part of the national visitors program 2004-2005 (see below).
16–18 August 2004 The workshop New Techniques in Applied Stochastics in the National Visitors Program 2004-2005. Main themes of the workshop were teletraffic theory, stochastic finance and other aspects of applied stochastics.
6–10 June 2004 NORDSTAT 2004 - the 20th Nordic Conference on Mathematical Statistics took place in Jyväskylä, Finland, June 6-10, 2004.
31 May–4 June 2004 The 26th Finnish summer school in probability theory. Speakers were Vladimir Mazalov (Petrozavodsk, Russia), Jeff Steif (Chalmers University of Technology, Sweden), Gabor Szekely (Bowling Green State University, USA) and Zhan Shi (Université Pierre et Marie Curie, France).
26–30 April 2004 A 2-credit course on Basic Non-Life Insurance Mathematics, at the Department of Mathematics and Statistics, University of Jyväskylä. Lecturer was Thomas Mikosch (University of Copenhagen).
19–22 April 2004 StatNet arranged a 3-credit course on MCMC methods. The course was held at the Oulanka Research Station at University of Oulu. Lecturers were professor Christian Robert (University of Paris IX Dauphine) and professor Jean-Michel Marin (University of Paris IX Dauphine).
16 January 2004 The Finnish Graduate School in Stochastics held a Graduate School Seminar in Helsinki. A visit to the Networking Laboratory of the Helsinki University of Technology.
25–27 September 2003 Fractional Brownian Days in Helsinki.
8–12 September 2003 The first Nordic summer school in insurance mathematics in Stockholm.
18–22 August 2003 Brownian Motion and Stochastic Differential Equations, the fourth course in the cycle Basic Graduate Courses in Probability Theory and Stochastic Processes, was held in Helsinki, by Prof. Paavo Salminen (Åbo Akademi University).
14–15 August 2003 The course Random Difference Equations with Applications at Åbo Akademi University. The main lecturer was Professor Arunava Mukherjea (University of South Florida, Tampa).
2–6 June 2003 The 25th Finnish summer school in probability theory.
22–24 May 2003 The fourth DYNSTOCH workshop in Helsinki, Finland.
16–20 December 2002 Point Processes and Martingales, the third course in the cycle Basic Graduate Courses in Probability Theory and Stochastic Processes, was held by Prof. Esko Valkeila (University of Helsinki). More information.
10–11 October 2002 The 4th NoonToNoon Meeting on insurance and financial mathematics was held at Åbo Akademi University. The main speaker was Thomas Mikosch (Laboratory of Actuarial Mathematics at University of Copenhagen).
19–22 September 2002 A graduate school seminar in Tartu, Estonia. Some preliminary information and some updated information.
2–7 August 2002 The Laugarvatn workshop on stochastic analysis and its applications, in Laugarvatn, Iceland.
9–13 June 2002 The 19th Nordic Conference on Mathematical Statistics in Stockholm, Sweden.
3–7 June 2002 The 24th Finnish summer school in probability theory. Speakers were Pierre Del Moral (Université Paul Sabatier, Toulouse), Sid Resnick (Cornell), Ed Wegman (George Mason University) and Gerhard Winkler (GSF).
27–28 May 2002 A Mini-Workshop on Stochastic Analysis and Finance at the University of Jyväskylä.
4–15 February 2002 A special course in queueing theory, mainly aimed at graduate students, was held by Prof. E. Morozov at the University of Helsinki.
14–17 January 2002 An intensive course on fractional Brownian motion, held by Professor Esko Valkeila at the University of Helsinki.
14 January 2002 An afternoon with large deviations at the department of mathematics at University of Helsinki.
10–11 January 2002 A workshop with the title Stochastics in Finland was held at the department of mathematics at University of Helsinki. The purpose of the workshop was to give an overview of recent research in stochastics and closely related areas in Finland and to get the various groups and persons to better know each other and their work.