Department of Mathematics and Statistics

Geiss, Stefan, professor

Subject:
mathematics
Room:
MaD339

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 in TUTKA system

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