Hannah Geiss
Senior lecturer, member of the Probability group
at the Department of Mathematics and Statistics of the University of Jyväskylä.
Research topics:
- Stochastic Analysis
- Lévy Processes
- Backward Stochastic Differential Equations
- Approximation and Interpolation
Contact:
-
Department of Mathematics and Statistics
P.O.Box 35 (MaD)
FI-40014 University of Jyväskylä
Finland
- Email : hannah[dot]r[dot]geiss[at]jyu[dot]fi
- Office : MaD374
- Phone : +358 408053458
Short CV::
- Since 1.10.2014 Department of Mathematics and Statistics, University of Jyväskylä
- 2010 - 2014 : University of Innsbruck, Austria
- 2005 : Docentship for mathematics (Stochastics), University of Jyväskylä (Finland)
- 2001 - 2010 : University of Jyväskylä, Finland
- 1991: PhD University of Jena, Germany
- 1987-1992: University of Jena, Germany
Visiting position:
| 1988-1989 : | University of Vilnius (Lithuania) |
PhD students:
- Jani Nykänen (co-supervisor, jointly with S. Geiss): ongoing
- Nguyen Tran Thuan (co-supervisor, jointly with S. Geiss): Weighted BMO, Riemann-Liouville type operators, and Approximation of stochastic integrals in models with jumps (2020)
- Antti Luoto (jointly with A. Laitinen): Approximation of Heat Equation and Backward SDEs using Random Walk: Convergence Rates (2018)
- Alexander Steinicke (Innsbruck) (jointly with S. Geiss): BSDEs in the Lévy Model and Malliavin Calculus (2014)
- Eija Laukkarinen (Jyväskylä) (jointly with S. Geiss): Stochastic Analysis, Besov spaces and Lévy processes (2012)