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:



Short CV::


Visiting positions:



PhD students:

  1. Onni Hinkkanen (co-supervisor, jointly with S. Geiss):
  2. Jani Nykänen (co-supervisor, jointly with S. Geiss): Analysis of mean-field SDEs and BSDEs: irregular coefficients and approximation (2025)
  3. 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)
  4. Antti Luoto (jointly with A. Laitinen): Approximation of Heat Equation and Backward SDEs using Random Walk: Convergence Rates (2018)
  5. Alexander Steinicke (Innsbruck) (jointly with S. Geiss): BSDEs in the Lévy Model and Malliavin Calculus (2014)
  6. Eija Laukkarinen (Jyväskylä) (jointly with S. Geiss): Stochastic Analysis, Besov spaces and Lévy processes (2012)

Department of Mathematics and Statistics, Ahlmaninkatu 2, Mattilanniemi (MaD), FI-40100 University of Jyväskylä, Finland, Phone: +358 408053458