Christel Geiss

Henkilökunnan yhteystiedot saatavilla yliopiston yhteystietohausta.

Aktiiviset JYU-affiliaatiot


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.



Viimeisin päivitys 2019-11-11 klo 09:19