Tommi Sottinen
Professor
Fabriikki F485
Reception according to agreement
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Short Bio
Born 1973 (Hyvinkää), matriculation 1992 (Kouvolan Lyseon lukio), MSc in Stochastics 1998 (University of Helsinki), PhD in Applied Mathematics 2003 (University of Helsinki), University Lecturer of Financial Mathematics 2005 (University of Helsinki), Docent in Applied Mathematics 2006 (University of Helsinki), Associate Professor of Financial Mathematics 2007 (Reykjavik University), Full Professor of Business Mathematics 2008 (University of Vaasa).
For more details, see my CV.
Research
I am an applied mathematician, probabilist, and statistician. My research interests include fractional, Gaussian, self-similar, and quadratic variation processes; stochastic analysis; statistics for stochastic processes; stochastic simulation; mathematical finance; and financial engineering.
Some details of my research can be found in my
- Google scholar research page
- Researchgate research page
- ORCID research page
- arXiv research page
Recent Publications
2025
- Han, Q., Rasila, A. and Sottinen, T. (2025) Efficient simulation of mixed boundary value problems and conformal mappings. Applied Mathematics and Computation 488, 1 March 2025, 129119 https://doi.org/10.1016/j.amc.2024.129119
2024
- Sottinen, T., Sönmez, E., and Viitasaari, L. (2024) On the existence and regularity of local times. Electron. J. Probab. 29 1-27, 2024. https://doi.org/10.1214/24-EJP1172
- Maleki Almani, H., Shokrollahi, F., and Sottinen, T. (2024) Prediction of Gaussian Volterra Processes with Compound Poisson Jumps. Statistics and Probability Letters, Volume 208, May 2024, 110054. https://doi.org/10.1016/j.spl.2024.110054
- Dufitinema, J., Shokrollahi, F., Sottinen, T. and Viitasaari, L. (2024) Long-range dependent completely correlated mixed fractional Brownian motion. Stochastic Processes and Their Applications, Volume 170, April 2024, 104289. https://doi.org/10.1016/j.spa.2023.104289
- Azmoodeh, E., Ilmonen, P, Shafik, N., Sottinen, T. and Viitasaari, L. (2024) On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands. Journal of Theoretical Probability, Volume 37, 721-743, https://doi.org/10.1007/s10959-023-01272-7
See http://lipas.uwasa.fi/~tsottine/research.html for a complete list my publications, talks, collaborators, and other research-related things.
Teaching
See http://lipas.uwasa.fi/%7Etsottine/teaching.html for details on my teaching.