Lauri Viitasaari

Lauri Viitasaari is an Assistant Professor in Statistics, Mathematics, and Data Science at Aalto University School of Business, Finland, holding a position since January 2024. He also serves as an Adjunct Professor (title of docent) in Mathematics at the University of Helsinki (since September 2019) and in Applied Mathematics at the University of Vaasa (since November 2016). He earned his Doctor of Science (DSc) in Mathematics from Aalto University School of Science in February 2014.

His research focuses on stochastic processes, probability theory, and their applications in data science and mathematical analysis. Key areas include stochastic differential equations, rough path theory, fractional Brownian motion, extreme value analysis, and convex regularization methods. His work bridges theoretical foundations with practical challenges in computational statistics and mathematical finance.

Recent publications highlight contributions to stochastic pressure equations, discretization convergence rates, and latent variable models. He actively supervises bachelor's, master's, and PhD theses in these domains. His research has been published in journals like Electronic Communications in Probability, Journal of Differential Equations, and Journal of Multivariate Analysis.