The Finnish Doctoral Programme in Stochastics and Statistics

Front page

Overview

Participating departments and institutions

Board and contact information

Researchers – Advisors

Doctoral students

Theses

Past events

Summer School on Probability Theory


Academy of Finland

Ph.D. Theses

  • Helena Aro (2013): Mathematical Models for Longevity Risk Management , Ph.D. thesis, Department of Mathematics and Systems Analysis, Aalto University.
  • Rainer Avikainen (2009): On Generalized Bounded Variation and Approximation of SDEs, Ph.D. thesis, Department of Mathematics and Statistics, University of Jyväskylä.
  • Ehsan Azmoodeh (2010): Riemann-Stieltjes Integrals with Respect to Fractional Brownian Motion and Applications, Ph.D. thesis, Department of Mathematics and Systems Analysis, Aalto University.
  • Paul Blomstedt (2013): On Bayesian predictive modeling. With applications on the analysis of chromatography data in forensic investigations, Ph.D. thesis, Åbo Akademi University.
  • Niclas Carlsson (2005): Markov Chains on Metric Spaces. Invariant Measures and Asymptotic Behaviour, Ph.D. thesis, Department of Mathematics, Åbo Akademi University.
  • Paul Catani (2013): Misspecification and Bootstrap Tests in Multivariate Time Series Models with Conditional Heteroskedasticity, Ph.D. thesis, Hanken School of Economics.
  • Zhe Chen (2016): On Pathwise Stochastic Integration of Processes with Unbounded Power Variation, Ph.D. thesis, Department of Mathematics and Systems Analysis, Aalto University.
  • Panu Erästö (2006): Studies in Trend Detection of Scatter Plots with Visualization, Ph.D. thesis, Department of Mathematics and Statistics, University of Helsinki.
  • Riku Hakulinen (2013): Probabilistic contact preferences in protein-ligand and protein-protein complexes, Ph.D. thesis, Åbo Akademi University.
  • Fabian Hoti (2004): Studies in Computational Statistical Methods with Applications to Pattern Recognition and Data Analysis, Ph.D. thesis, Rolf Nevanlinna Institute, Department of Mathematics and Statistics, University of Helsinki.
  • Mika Hujo (2005): On the Approximation of Stochastic Integrals, Ph.D. thesis, Department of Mathematics and Statistics, University of Jyväskylä.
  • Pauliina Ilmonen (2011): Invariant Coordinate Selection and New Approaches for Independent Component Analysis, Ph.D. thesis, University of Tampere.
  • Céline Jost (2007): Integral Transformations of Volterra Gaussian Processes, Ph.D. thesis, Department of Mathematics and Statistics, University of Helsinki.
  • Brita Jung (2014): Exit times for some processes with normally distributed noise, Ph.D. thesis, Åbo Akademi University.
  • Terhi Kaarakka (2015): Fractional Ornstein-Uhlenbeck Processes, Ph.D. thesis, Tampere University of Technology.
  • Marie-Claire Koissi-Kouassi (2006): Modeling Mortality Rates: Improvements, Uncertainties and Effects on Life Annuities, Ph.D. thesis, Department of Mathematics, Åbo Akademi University.
  • Mikko Kuusela (2004): Large Deviations of Zeroes and Fixed Points of Random Maps with Applications to Equilibrium Economics, Ph.D. thesis, Department of Mathematics and Statistics, University of Helsinki.
  • Jukka Lempa (2007): Essays on Optimal Stopping and Control of Markov Processes, Ph.D. thesis, Turku School of Economics.
  • Lasse Leskelä (2005): Comparison and Scaling Methods for Performance Analysis of Stochastic Networks, Ph.D. thesis, Department of Engineering Physics and Mathematics, Helsinki University of Technology.
  • Chijien Lin (2003): Generating Forest Stands with Spatio-temporal Dependencies, Ph.D. thesis, Department of Statistics, University of Joensuu.
  • Peter Lindberg (2012): The Knapsack Problem Approach in Solving Partial Hedging Problems of Options, Ph.D. thesis, Åbo Akademi University
  • Terhi Luoma (2011): Nonparametric Event Study Tests for Testing Cumulative Abnormal Returns, Ph.D. thesis, University of Vaasa
  • Marjo Pyy-Martikainen (2013): Statistical Analysis of Survey-based Event History Data, Ph.D. thesis, Åbo Akademi University.
  • Pekka Matomäki (2013): On two sided controls of a linear diffusion, Ph.D. thesis, Turku School of Economics, University of Turku.
  • Rossana Moroni (2011): Application of Bayesian Inference in Forencic Statistics, Ph.D. thesis, Åbo Akademi University
  • Mari Myllymäki (2009): Statistical Models and Inference for Spatial Point Patterns with Intensity-Dependent Marks, Ph.D. thesis, Department of Mathematics and Statistics, University of Jyväskylä.
  • Tatiana Mylläri (2004): Studies in the Theory of Random Forests, Ph.D. thesis, Department of Mathematics, Åbo Akademi University.
  • Jaakko Nevalainen (2007): Nonparametric Methods for Multivariate Location Problems with Independent and Cluster Correlated Observations, Ph.D. thesis, Department of Mathematics, Statistics and Philosophy, University of Tampere.
  • Henrik Nyman (2014): Context-Specific Independence in Graphical Models, Ph.D. thesis, Åbo Akademi University.
  • Mikko Pakkanen (2010): Mathematical Aspects of Financial Markets with Frictions, Ph.D. thesis, Department of Mathematics and Statistics, University of Helsinki.
  • Bernd Pape (2007): Asset Allocation, Multivariate Position Based Trading, and the Stylized Facts, Ph.D. thesis, Department of Mathematics and Statistics, University of Vaasa.
  • Ari-Pekka Perkkiö (2013): Duality in stochastic and dynamic optimization , Ph.D. thesis, Department of Mathematics and Systems Analysis, Aalto University.
  • Teppo Rakkolainen (2009): Essays on Optimal Control of Spectrally Negative Levy Diffusions in Financial Applications, Ph.D. thesis, Turku School of Economics.
  • Vesa Ronkainen (2012): Stochastic modeling of financing longevity risk in pension insurance, Ph.D. thesis, University of Eastern Finland.
  • Heikki Seppälä (2011): Interpolation spaces with parameter functions and L2-approximations of stochastic integrals , Ph.D. thesis, University of Jyväskylä.
  • Seija Sirkiä (2007): Spatial Sign and Rank Based Scatter Matrices with Applications, Ph.D. thesis, Department of Mathematics and Statistics, University of Jyväskylä.
  • Marina Sirviö (2007): Aspects of Stationary Processes: Occupation Times and Queueing Applications, Ph.D. thesis, Åbo Akademi University.
  • Tommi Sottinen (2003): Fractional Brownian Motion in Finance and Queuing, Ph.D. thesis, Department of Mathematics, University of Helsinki.
  • Bao Quoc Ta (2014): Excessive Functions, Appell Polynomials and Optimal Stopping , Ph.D. thesis, Åbo Akademi University.
  • Heikki Tikanmäki (2012): Fractional processes, pathwise stochastic analysis and finance, Ph.D. thesis, Department of Mathematics and Systems Analysis, Aalto University.
  • Anni Toivola (2009): On Fractional Smoothness and Approximations of Stochastic Integrals, Ph.D. thesis, Department of Mathematics and Statistics, University of Jyväskylä.
  • Asko Tolvanen (2007): Latent Growth Mixture Modeling: A Simulation Study, Ph.D. thesis, Department of Mathematics and Statistics, University of Jyväskylä.
  • Matti Vihola (2010): On the convergence of unconstrained adaptive Markov chain Monte Carlo algorithms, Ph.D. thesis, Department of Mathematics and Statistics, University of Jyväskylä.
  • Lauri Viitasaari (2014): Integration in a Normal World: Fractional Brownian Motion and Beyond, Ph.D. thesis, Department of Mathematics and Systems Analysis, Aalto University School of Science.
  • Min Wang (2016): Economic Capital Allocation, Ph.D. thesis, Åbo Akademi University.
  • Adil Yazigi (2015): Representations and regularity of Gaussian Processes, Ph.D. thesis, Department of Mathematics and Statistics, University of Vaasa.
  • Juha Ylinen (2015): Decoupling on the Wiener space and variational estimates for BSDEs, Ph.D. thesis, Department of Mathematics and Statistics, University of Jyväskylä.