Person:265282

Available identifiers

zbMath Open geiss.christelMaRDI QIDQ265282

List of research outcomes

Publication	Date of Publication	Type
Product formulas for multiple stochastic integrals associated with L\'evy processes	2023-09-20	Paper
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver	2022-07-05	Paper
Mean square rate of convergence for random walk approximation of forward-backward SDEs	2021-08-04	Paper
Donsker-type theorem for BSDEs: rate of convergence	2021-07-09	Paper
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting	2020-02-17	Paper
Correction to: ``Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting	2020-02-17	Paper
Random walk approximation of BSDEs with Hölder continuous terminal condition	2019-12-05	Paper
On first exit times and their means for Brownian bridges	2019-10-07	Paper
Erratum to: ``Simulation of BSDEs with jumps by Wiener chaos expansion.	2017-02-14	Paper
Malliavin derivative of random functions and applications to Lévy driven BSDEs	2016-05-23	Paper
Simulation of BSDEs with jumps by Wiener chaos expansion	2016-04-20	Paper
\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions	2016-04-01	Paper
A note on Malliavin fractional smoothness for Lévy processes and approximation	2013-10-21	Paper
Denseness of certain smooth L\'evy functionals in $\DD_{1,2}$	2013-04-16	Paper
Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition	2012-06-01	Paper
On an approximation problem for stochastic integrals where random time nets do not help	2006-04-28	Paper
On approximation of a class of stochastic integrals and interpolation	2004-10-21	Paper
https://portal.mardi4nfdi.de/entity/Q4839503	1997-02-24	Paper
Comparison theorems for stochastic differential equations in finite and infinite dimensions	1994-12-07	Paper

Research outcomes over time

This page was built for person: Christel Geiss