Lecture Notes
Course | Year | Notes |
---|---|---|
Numerical Analysis | 2025 | html, pdf |
Dynamic Optimization | 2024 | on request |
Lectures and Seminars
Course | Institution | Semester |
---|---|---|
Numerical Analysis (prospective) | Aalto University | 2026 |
Dynamic Optimization (prospective) | Aalto University | 2026 |
Differentiaali- ja integraalilaskenta 1 (SCI) (prospective) | Aalto University | 2025 |
Differentiaali- ja integraalilaskenta 2 (SCI) | Aalto University | 2025 |
Numerical Analysis | Aalto University | 2025 |
Differentiaali- ja integraalilaskenta 1 (‘kevät’) | Aalto University | 2025 |
Dynamic Optimization | Aalto University | 2025 |
Differentiaali- ja integraalilaskenta 1 (SCI) | Aalto University | 2024 |
Numerical Analysis | Aalto University | 2024 |
Dynamic Optimization | Aalto University | 2024 |
Differentiaali- ja integraalilaskenta 1 (TFM) | Aalto University | 2023 |
Numerical Analysis | Aalto University | 2023 |
Differentiaali- ja integraalilaskenta 1 (‘kevät’) | Aalto University | 2023 |
Dynamic Optimization | Aalto University | 2023 |
Differentiaali- ja integraalilaskenta 1 (CHEM) | Aalto University | 2022 |
Numerical Analysis | Aalto University | 2022 |
Dynamic Optimization (online) | Aalto University | 2022 |
Seminar on “Stochastic Differential Equations” | Augsburg University | 2019 |
Functional Analysis | Ulm University | 2018/19 |
Analysis III | Ulm University | 2018/19 |
Functional Analysis | Augsburg University | 2018 |
Seminar on “Convex Sets and Convex Functions” | Augsburg University | 2018 |
Preparatory Course “Brückenkurs” in Mathematics | Augsburg University | 2017/18 |
First course in probability and statistics | Aalto University | 2016/17 |
Stochastic Analysis | University of Hamburg | 2015/16 |
Stand-in lectures | Institution | Semester |
---|---|---|
Functional Analysis | Bielefeld University | 2015 |
Analysis II | Bielefeld University | 2014 |
Probability Theory I | Technical University of Berlin | 2011 |
Supervision of student projects
PhD projects
- Quantitative asymptotics for stochastic evolution equations, PhD project, 2023–2025, Aalto University.
Master’s projects
- Stochastic evolution equations in Hilbert spaces with applications to the Heath-Jarrow-Morton model, 2025-2026, Master’s thesis, Aalto University.
- Stochastic models for energy markets, 2025-2026, Master’s thesis, Aalto University.
- End-state valuation description of a short-term hydropower optimization problem using stochastic dual dynamic programming, 2025, Master’s thesis, Aalto University, joint supervision with Fortum Oyj.
- Regularization by noise and McKean-Vlasov SDEs, 2024, Master’s thesis, Aalto University, joint supervision with Benjamin Jourdain, École des Ponts ParisTech.
- Stochastische nichtlineare Schrödingergleichungen: Existenz und Eindeutigkeit von milden Lösungen in L2 (Stochastic nonlinear Schrödinger equations: Existence and uniqueness of mild solutions in L2),
(First supervisor: Michael Röckner), 2015, Master’s thesis, Bielefeld University. - Extrapolation stationärer stochastischer Prozesse (Extrapolation of stationary stochastic processes),
(First supervisor: Henrik Winkler), 2011, Diploma thesis, Technical University of Berlin.
Bachelor’s projects
- The mathematics of GFlowNets and beyond, 2025, Bachelor’s thesis, Aalto University.
- Fundamental theorems of asset pricing in discrete time, 2025, Bachelor’s thesis, Aalto University.
- Existence, uniqueness, and stability of nonlinear initial value problems, 2024, Bachelor’s thesis, Aalto University.
- Karakterististen käyrien metodi ja ratkaisun paikallinen olemassaolo ensimmäisen kertaluvun osittaisdierentiaaliyhtälöille (Method of characteristics and the existence of local solutions to first order partial differential equations), 2023, Bachelor’s thesis, Aalto University.
- The heat equation as an abstract Cauchy problem, 2023, Bachelor’s thesis, Aalto University.
- Pricing European options by Monte Carlo simulation, 2023, Bachelor’s thesis, Aalto University.
- Asiakasprofiilin vaikutuksen vakiointi kotihoidon palveluajasta (Standardisation of the effect of patient characteristics on care time in home care), 2022, Bachelor’s thesis, Aalto University.
Homework and exams
Homework and written exam coordinator | Institution | Semester |
---|---|---|
Functional Analysis | Augsburg University | 2018 |
Ordinary Differential Equations | Augsburg University | 2017/18 |
Measure and Integration Theory | Bielefeld University | 2014/15 |
Analysis II | Bielefeld University | 2014 |
Analysis I | Bielefeld University | 2013/14 |
Analysis III for engineers | Technical University of Berlin | 2012 |
Analysis I for engineers | Technical University of Berlin | 2011/12 |
Exercise classes / teaching assistance | Institution | Semester |
---|---|---|
Measure and Integral / Mitta ja integraali | University of Helsinki | 2020 |
Ordinary Differential Equations | Augsburg University | 2017/18 |
Measure and Integration Theory | Bielefeld University | 2014/15 |
Analysis II | Bielefeld University | 2014 |
Analysis I | Bielefeld University | 2013/14 |
Analysis III for engineers | Technical University of Berlin | 2012 |
Analysis I for engineers | Technical University of Berlin | 2011/12 |
MA 303 (Differential Equations and PDEs) | Purdue University | 2006 |
Probability Theory I | Bielefeld University | 2005/06 |
Measure Theory and Elements of Functional Analysis | Bielefeld University | 2005 |
Mathematics for Computer Scientists | Bielefeld University | 2004/05 |
Stochastics A | Bielefeld University | 2003/04 |
Analysis I | Bielefeld University | 2003 |
Linear Algebra I | Bielefeld University | 2002/03 |
First examiner in oral exams
Graduate level
- Functional Analysis
- Stochastic Analysis
Undergraduate level
- Analysis III
Second examiner in oral exams
Graduate level
- Actuarial Mathematics
- Mathematics for Finance I
- Probability Theory I-III
Undergraduate level
- Analysis I–II
- Analysis C
- Analysis I-III for engineers
- Integral Transforms and Differential Equations for engineers
- Measure and Integration Theory
- Statistics