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



Visiting positions:

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) (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)
  9. Henri Ylinen (since 2016)
  10. Thuan Nguyen (since 2017)


Lecture Notes

Organisation of recent events:

  1. An Afternoon for Stochastic Analysis and Applications, Department of Mathematics and Statistics, Jyväskylä, December 08, 2020
  2. 30th Jyväskylä Summer School, Jyväskylä, August 2021, Course MA3: Differential Calculus on the Wasserstein Space and Mean Field Games, Pierre Cardaliaguet (Dauphine, Paris)

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