Department of Mathematics and Statistics

Geiss, Christel, Senior Lecturer

Subject:
stochastics
Room:
MaD340

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 in TUTKAsystem

Homepage: http://users.jyu.fi/~chgeiss/