Stefan Geiss


Professor, coordinator of the Stochastics group
at the Department of Mathematics and Statistics of the University of Jyväskylä.

Research topics:

  • Stochastic Analysis
  • Interpolation theory
  • Backward Stochastic Differential Equations
  • Probability in Banach Spaces

Contact:


Positions:


Visiting positions:



PhD students:

  1. Mika Hujo (Jyväskylä) : Approximation of stochastic integrals (December 2005)
  2. Anni Toivola} (Jyväskylä): On fractional smoothness and approximations of stochastic integrals (2009)
  3. Rainer Avikainen (Jyväskylä): On generalized bounded variation and approximation of SDEs (2009)
  4. Heikki Seppälä (Jyväskylä): Interpolation spaces with parameter functions and L2-approximations
    of stochastic integrals (2011)
  5. Eija Laukkarinen (Jyväskylä) (jointly with C. Geiss): Stochastic Analysis, Besov spaces and Lévy processes (2012)
  6. Alexander Steinicke (Innsbruck) (jointly with C. Geiss): BSDEs in the Lévy Model and Malliavin Calculus (2014)
  7. Juha Ylinen (Jyväskylä): Decoupling on the Wiener space and variational estimates for BSDEs (2015)
  8. Florian Baumgartner (Innsbruck): Stochastic Analysis and Lévy processes (2015)

Projects:



Organisation of some recent conferences:

  1. Workshop on Stochastics, Harmonic Analysis and PDEs, Jyväskylä 19.-20.12.2013
  2. Stochastic Analysis, Lévy processes and (B)SDEs, Innsbruck 03.-07.11.2011

Department of Mathematics and Statistics, P.O.Box 35 (MaD) FI-40014 University of Jyväskylä, Finland, Phone: +358 408053422