# Hannah Geiss

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Active JYU affiliations

- Department of Mathematics and Statistics, Senior Lecturer

Previous, inactive or other affiliations

- Department of Mathematics and Statistics (University of Jyväskylä), Senior Lecturer, Ended

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.