1. The 29th Finnish Summer School on Probability Theory, In Nagu/Nauvo, 4-8 June, 2007

2. 5th International Conference on Levy Processes: Theory and Applications and Satellite Sum- mer School, Copenhagen, 13-17 August 2007 and Sandbjerg 9-12 August 2007


3. An estimator for the quadratic variation of mixed Brownian fractional Brownian motion, Aalto Stochastics Seminar, Spring 2008

4. The 30th Finnish Summer School on Probability Theory, Tampere, 2-6 June, 2008

5. An estimator of the quadratic variation of a process with nite energy, In European Summer School in Financial Mathematics, Paris 7-14 September 2008


6. On hedging problem of a path-dependent option in fractional Black-Scholes market, Aalto Stochastics Seminar

7. On hedging European options in fractional market, 1st Northern Triangular Seminar, Espoo 9-11 March 2009, Helsinki University of Technology

8. On hedging of European options in fractional Black-Scholes model, Fourth General Conference on Advances Mathematical Methods in Finance, Alesund 4-10 May 2009

9. European call option and fractional frictionless/friction Market, Non-Semimartingale Techniques in Mathematical Finance, Espoo 26-28,May 2009, Helsinki University of Technology


10. 2nd Northern Triangular Seminar, Stockholm 15-17 March 2010, Royal Institute of Technology (KTH)

11. Riemann-Stieltjes integrals and applications in mathematical nance, The 32nd Finnish Summer School on Probability Theory, Tampere 7-11 June 2010

12. Approximate hedging of contingent claims under transaction costs in GFBM, International Symposium, Visions in Stochastics, Moscow 1-4 November 2010, Steklov Mathematical Institute


13. On a non-semimartingale market with transaction costs, Seventh Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, Switzerland, 23-27 May 2011, Poster session

14. The 35th Conference on Stochastic Processes and their Applications, Oaxaca, Mexico 19-24 June 2011


15. Parameter estimation in a fractional Ornstein-Uhlenbeck model, Stochastic Sauna Seminar, on wednesday 19.12.2012, University of Helsinki


16. Parameter estimation in a fractional Ornstein-Uhlenbeck model, PL2US Workshop, February 21-22, 2013, Universitt des Saarlandes, Germany

17. New look to fourth moment theorem. Aalto Stochastics Seminar, Aalto University

18. Stein's method and the law of the iterated logarithm, Noon-to-Noon Sauna Seminar of the FDPSS, December 12-13 2013, University of Helsinki


19. Generalization of the Nualart-Peccati criterion, NORDSTAT2014, 2-6 June, Turku, Finland

20. Generalization of the Nualart-Peccati criterion, 11th International Vilnius Conference on Probability Theory and Mathematical Statistics, 30 June - 4 July, 2014, Vilnius, Lithuania

21. How many cumulants are needed for convergence towards N1× N2 ?, Helsinki Stochastics Sauna Seminar, December 2014, Helsinki University, Finland.


22. Convergence towards elements in the second Wiener chaos: a Malliavin-based approach, International Conference in Probability, Reliability and Stochastic Optimization, Kyiv, Ukraine, April 7-10, 2015

23. Inference of realized volatility in fractional market models, 7th General AMaMeF conference, Advanced Mathematical Methods in Finance, (EPFL) Lausanne, Switzerland, September 7-10, 2015, Invited speaker in the Long--memory models section.

24. Optimal Berry--Esseen bounds on the Poisson space, STOKASTISTEN MALLIEN SEMINAARI, Thursday, 22.10. 2015, Helsinki, Finland.


25. On the optimality of Malliavin-Stein bound for normal approximation on the Poisson space, 12th German Probability and Statistics Days, 1 - 4 March, 2016, Bochum, Germany.

26. Fourth moment theorems: revisit, generalization, applications and open problems, Oberseminar zur Stochastik, 31 March, 2016, Otto-von-Guericke-Universität Magdeburg, Germany.

27. Stein's method on the second Wiener chaos, Fractality and Fractionality, 17-20 May 2016, Lorentz Center, Leiden, The Netherlands.

28. An attempt to small deviations. Invited speaker at RTG Research Seminar, Monday, 20 June 2016, Essen, Germany.

29. Convergence towards the second Wiener chaos. Stochastic seminar at Technische Universität Dortmund, Thursday, 10 November, Dortmund, Germany.


30. The Malliavin--Stein method on the second Wiener chaos. Workshop on Fractional Brownian Motion and Rough Models, June 8-9, Balcelona, Spain.

31. The Malliavin--Stein approach in probabilistic approximations. The 5th annual conference of Frontiers in Mathematical Sciences, 11-13 July, Tehran, IPM.

32. Higher moment phenomenon for normal product/tetilla law. Summer school on probability and mathematical physics (X), September, Ghiffa, Italy.