The following pages link to Christel Geiss (Q265282):
Displayed 20 items.
- \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284) (← links)
- Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886) (← links)
- Malliavin derivative of random functions and applications to Lévy driven BSDEs (Q287696) (← links)
- A note on Malliavin fractional smoothness for Lévy processes and approximation (Q372808) (← links)
- Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition (Q424522) (← links)
- Erratum to: ``Simulation of BSDEs with jumps by Wiener chaos expansion''. (Q511142) (← links)
- (Q1338757) (redirect page) (← links)
- Comparison theorems for stochastic differential equations in finite and infinite dimensions (Q1338758) (← links)
- Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (Q2296120) (← links)
- Correction to: ``Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting'' (Q2296127) (← links)
- On an approximation problem for stochastic integrals where random time nets do not help (Q2490068) (← links)
- On approximation of a class of stochastic integrals and interpolation (Q4821628) (← links)
- (Q4839503) (← links)
- Denseness of certain smooth L\'evy functionals in $\DD_{1,2}$ (Q4915055) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver (Q5086488) (← links)
- On first exit times and their means for Brownian bridges (Q5235049) (← links)
- Product formulas for multiple stochastic integrals associated with L\'evy processes (Q6451872) (← links)