Stefan Geiss


Professor, coordinator of the Probability 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


Research Seminars

  1. International Seminar on SDEs and Related Topics
  2. Seminar on Stochastics and PDEs, Department of Mathematics and Statistics, Jyväskylä,

Editorial work

  • Associate Editor for Journal of Mathematical Analysis and Applications
  • Associate Editor for the journal Stochastic Analysis and Applications

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) (with C. Geiss): Stochastic Analysis, Besov spaces and Lévy processes (2012)
  6. Alexander Steinicke (Innsbruck) (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)
  9. Thuan Nguyen: Weighted BMO, Riemann-Liouville Type Operators, and Approximation of Stochastic Integrals in Models with Jumps (2020)
  10. Jani Nykänen (with C. Geiss, since 2021)
  11. Xilin Zhou (with P. Koskela, since 2021)

Projects


Organisation of recent events

  1. 32th Jyväskylä Summer School, Jyväskylä, August 2023, Course MA3: MA3: Optimal Stopping and Free-Boundary Problems, Goran Peskir (University of Manchester)
  2. 31th Jyväskylä Summer School, Jyväskylä, August 2022, Course MA3: Stochastic Modelling and Numerical Tools around the Physics of Complex Flows, Mireille Bossy (Centre Inria Sophia Antipolis- Méditerranée, France)
  3. 30th Jyväskylä Summer School, Jyväskylä, August 2021, Course MA3: Differential Calculus on the Wasserstein Space and Mean Field Games, Pierre Cardaliaguet (Dauphine, Paris)
  4. An Afternoon for Stochastic Analysis and Applications, Department of Mathematics and Statistics, Jyväskylä, December 08, 2020

Organisation of some past conferences

  1. Workshop on Stochastic Analysis and Related Topics, Jyväskylä 21.-22.12.2015
  2. Workshop on Stochastics, Harmonic Analysis and PDEs, Jyväskylä 19.-20.12.2013
  3. 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