Christel Geiss

zbMath Opengeiss.christelMaRDI QIDQ265282

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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 Stochastics	2022-07-05	Paper
Mean square rate of convergence for random walk approximation of forward-backward SDEs Advances in Applied Probability	2021-08-04	Paper
Donsker-type theorem for BSDEs: rate of convergence Bernoulli	2021-07-09	Paper
Correction to: ``Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting Probability, Uncertainty and Quantitative Risk	2020-02-17	Paper
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting Probability, Uncertainty and Quantitative Risk	2020-02-17	Paper
Random walk approximation of BSDEs with Hölder continuous terminal condition Bernoulli	2019-12-05	Paper
On first exit times and their means for Brownian bridges Journal of Applied Probability	2019-10-07	Paper
Erratum to: ``Simulation of BSDEs with jumps by Wiener chaos expansion. Stochastic Processes and their Applications	2017-02-14	Paper
Malliavin derivative of random functions and applications to Lévy driven BSDEs Electronic Journal of Probability	2016-05-23	Paper
Simulation of BSDEs with jumps by Wiener chaos expansion Stochastic Processes and their Applications	2016-04-20	Paper
\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions Bernoulli	2016-04-01	Paper
A note on Malliavin fractional smoothness for Lévy processes and approximation Potential Analysis	2013-10-21	Paper
Denseness of certain smooth Lévy functionals in \(\mathbb D_{1,2} \)	2013-04-16	Paper
Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition Stochastic Processes and their Applications	2012-06-01	Paper
On an approximation problem for stochastic integrals where random time nets do not help Stochastic Processes and their Applications	2006-04-28	Paper
On approximation of a class of stochastic integrals and interpolation Stochastics and Stochastic Reports	2004-10-21	Paper
scientific article; zbMATH DE number 775002 (Why is no real title available?)	1997-02-24	Paper
Comparison theorems for stochastic differential equations in finite and infinite dimensions Stochastic Processes and their Applications	1994-12-07	Paper

Research outcomes over time

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