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
-
Department of Mathematics and Statistics
P.O.Box 35 (MaD)
FI-40014 University of Jyväskylä
Finland
- Email : stefan[dot]geiss[at]jyu[dot]fi
- Office : MaD339
- Phone : +358 408053422
Positions
-
Since 1.1.2000 (with an interruption due to the position at Innsbruck University):
Professor, Department of Mathematics and Statistics, University of Jyväskylä - 2009 - 2014 : Professor, Department of Mathematics, University of Innsbruck, Austria
- 1995 - 1999 : Assistant Professor, Mathematical Institute, Jena, Germany
- 1987 - 1995: Assistant, Mathematical Institute, University Jena, Germany
Visiting positions
Research Seminars
- International Seminar on SDEs and Related Topics
- 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
- Mika Hujo (Jyväskylä) : Approximation of stochastic integrals (December 2005)
- Anni Toivola (Jyväskylä): On fractional smoothness and approximations of stochastic integrals (2009)
- Rainer Avikainen (Jyväskylä): On generalized bounded variation and approximation of SDEs (2009)
- Heikki Seppälä (Jyväskylä): Interpolation spaces with parameter functions and
L2-approximations
of stochastic integrals (2011) - Eija Laukkarinen (Jyväskylä) (with C. Geiss): Stochastic Analysis, Besov spaces and Lévy processes (2012)
- Alexander Steinicke (Innsbruck) (with C. Geiss): BSDEs in the Lévy Model and Malliavin Calculus (2014)
- Juha Ylinen (Jyväskylä): Decoupling on the Wiener space and variational estimates for BSDEs (2015)
- Florian Baumgartner (Innsbruck): Stochastic Analysis and Lévy processes (2015)
- Thuan Nguyen: Weighted BMO, Riemann-Liouville Type Operators, and Approximation of Stochastic Integrals in Models with Jumps (2020)
- Jani Nykänen (with C. Geiss, since 2021)
- Xilin Zhou (with P. Koskela, since 2021)
Projects
Organisation of recent events
- 32th Jyväskylä Summer School, Jyväskylä, August 2023, Course MA3: MA3: Optimal Stopping and Free-Boundary Problems, Goran Peskir (University of Manchester)
- 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)
- 30th Jyväskylä Summer School, Jyväskylä, August 2021, Course MA3: Differential Calculus on the Wasserstein Space and Mean Field Games, Pierre Cardaliaguet (Dauphine, Paris)
- An Afternoon for Stochastic Analysis and Applications, Department of Mathematics and Statistics, Jyväskylä, December 08, 2020
Organisation of some past conferences
- Workshop on Stochastic Analysis and Related Topics, Jyväskylä 21.-22.12.2015
- Workshop on Stochastics, Harmonic Analysis and PDEs, Jyväskylä 19.-20.12.2013
- Stochastic Analysis, Lévy processes and (B)SDEs, Innsbruck 03.-07.11.2011