Teaching in Probability




Courses in Probability 2025/26

Register in SISU for the courses.

Bachelor program: MATA280 Stokastiikan perusteet

Master program:
    time    course    course    course
25 Autumn I   MATS280 Risk Theory MATS352 Stochastic Analysis Henkivakuutusmatematiikka (1/2)
   Stefan Geiss Hannah Geiss Eija Laukkarinen
  
25 Autumn II MATS3250 Riskiteorian jatkokurssi (web course) MATS254 Stochastic Processes Henkivakuutusmatematiikka (2/2)
   Eija Laukkarinen Stefan Geiss Eija Laukkarinen
MATS256 Advanced Markov Processes
   Hannah Geiss
  
26 Spring I MATS2300 Models in Financial Mathematics MATS260 Probability Theory 1
   Hannah Geiss Eija Laukkarinen
  
26 Spring II MATS3280 Rahoitusteorian jatkokurssi (web course) MATS262 Probability Theory 2 MATA271 Stochastic Models
   Eija Laukkarinen Amlan Banaji Hannah Geiss


Planned courses in Probability 2026/27

If you want to becaome a SHV-vakuutusmatemaatikko/Insurance Mathematician
approved by the The Actuarial Society Of Finland see here



Master program:
    time    course    course    course
26 Autumn I   MATS280 Risk Theory MATS352 Stochastic Analysis Henkivakuutusmatematiikka (1/2)
  
26 Autumn II MATS3250 Riskiteorian jatkokurssi (web course) MATS254 Stochastic Processes Henkivakuutusmatematiikka (2/2)
  
27 Spring I MATS353 Stochastic Differential Equations MATS260 Probability Theory 1 MATS2300 Models in Financial Mathematics
  
27 Spring II MATS3280 Rahoitusteorian jatkokurssi (web course) MATS262 Probability Theory 2 MATA271 Stochastic Models


Lecture Notes


Recent and ongoing master theses within the probability group

  1. On BSDEs with jumps
  2. Option Pricing and Hedging in Models with Jumps 2025
  3. On Exact Simulations of First Hitting Times of the Solutions of SDEs 2024
  4. The Cox-Ross-Rubinstein model as an approximation of the Black-Scholes model 2024
  5. Chaotic Decompositions of the Lévy-Itô space 2024
  6. Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme 2023
  7. Backward Stochastic Differential Equations in Dynamics of Life Insurance Solvency Risk 2022
  8. Markov chain backward stochastic differential equations in modeling insurance policy 2022
  9. About Mean-variance Hedging with Basis Risk, 2021
  10. Dynamics of solvency risk in life insurance liabilities, 2021
  11. Nonlinear reserving in life insurance: Aggregation and mean-field approximation, 2021
  12. Weak solutions of McKean-Vlasv SDEs, 2021

Events

    34th Jyväskylä Summer School, Jyväskylä, August 4-15, 2025
In Mathematics the following courses are given:
04.08. -- 08.08. 2025:
MA1: Machine Learning and Stochastic Control: Prof. Huyên Pham (Ecole Polytechnique, Centre de Mathématiques Appliquées, France) Detailed information
MA2: Introduction to Logarithmically Correlated Fields and Multiplicative Chaos Measures: Christian Webb (University of Helsinki, Finland)
MA3: Random Geometry and Embeddability Sasha Troscheit (Uppsala University, Sweden)

11.08 -- 15.08.2025:
MA4: Gaussian Multiplicative Chaos, Quasiconformal Techniques and Discrete Models Janne Junnila, Kalle Kytölä (Aalto University, Finland), Sylvester Eriksson-Bique (JYU) and Elefterios Soultanis (JYU)
IP1: Mathematics of X-ray Computed Tomography Tatiana Bubba (University of Ferrara, Italy)
IP2: Introduction to Uncertainty Quantification for Inverse Problems Babak Maboudi Afkham (University of Oulu)
    FDNSS 43rd Finnish Summer School on Probability and Statistics, May 26-30 2025 Lammi
Xue Mei Li (Imperial College London and EPFL Lausanne) Long range dependent noise in Stochastic Differential Equations and Stochastic Partial Differential Equations
Stefano Pagliarani (Bologna) McKean-Vlasov type SDEs and related PDEs: kinetic models and low-regularity coefficients
Liam Solus (KTH Stockholm) Graphical Models and Algebraic Statistics
    32st Jyväskylä Summer School 2023
    Course: Optimal Stopping and Free-Boundary Problem,     Goran Peskir (University of Manchester)
    Compact Course SDEs 2024, Laboratoire de Mathématiques, Université Savoie Mont-Blanc, June 10-12, 2024




Department of Mathematics and Statistics, P.O.Box 35 (MaD) FI-40014 University of Jyväskylä, Finland, Phone: +358 408053422