Hannah Geiss

Senior Lecturer
Unit
Faculty of Mathematics and Science
Department / Division
Department of Mathematics and Statistics
Room number
MaD 374
Mobile
+358408053458
Postal address
Ahlmaninkatu 2
Fields of science
111 Mathematics

Research interests

Our research concerns stochastic differential equations and backward stochastic equations appearing in Optimization as well as in Finance and Insurance, their approximation and their connection to partial differential equations. Especially I have been working on the further development of Malliavin calculus as a tool to investigate stochastic equations with jumps. The results are important to get fast computer simulations and enable to solve certain partial differential equations numerically.

Publications