Stefan Geiss

Professor
Unit
Faculty of Mathematics and Science
Department / Division
Department of Mathematics and Statistics
Room number
MaD 339
Email
stefan.f.geiss@jyu.fi
Mobile
+358408053422
Postal address
Ahlmaninkatu 2
Fields of science
111 Mathematics

Research interests

Our research concerns Stochastic Analysis and its interactions with Interpolation- and Approximation Theory. One focus is the investigation of Backward Stochastic Differential Equations under specifications that are relevant in nowadays applications (for example in Optimization, Finance, and Insurance), in particular their approximation and their connection to Partial Differential Equations.

Publications

More publications from this author

Research groups

Brownian motions
Research group

Stochastic Analysis and SDEs

Research group in Stochastic Analysis and SDEs