Stefan Geiss

Stefan Geiss is a Professor at the Department of Mathematics and Statistics within the Faculty of Mathematics and Science at the University of Jyväskylä, Finland. His research focuses on stochastic analysis, particularly backward stochastic differential equations (BSDEs) and their applications in optimization, finance, and insurance. He investigates connections between BSDEs and partial differential equations, approximation theory, and function spaces like Besov and BMO. His work spans theoretical developments and numerical methods for stochastic processes on Wiener space.

• Email: stefan.f.geiss@jyu.fi
• Office: MaD 339, University of Jyväskylä
• Research Group: Stochastic Analysis and SDEs

Key research contributions include:

• Decoupling inequalities in Banach spaces
• Rate of convergence in discrete-time BSDE approximations
• Fractional smoothness properties of diffusion processes
• Applications of bounded mean oscillation to stochastic equations
• Permutation-invariant functionals of Lévy processes
• Measure-theoretic foundations for probability and analysis