Stefan Geiss

MaRDI QIDQ189097zbMATH OpenORCIDWikidataFDO

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
Decoupling on the Wiener space, related Besov spaces, and applications to BSDEs Memoirs of the American Mathematical Society	2021-11-07	Paper
Decoupling on the Wiener space, related Besov spaces, and applications to BSDEs Memoirs of the American Mathematical Society	2021-11-07	Paper
On decoupling in Banach spaces Journal of Theoretical Probability	2021-07-26	Paper
Donsker-type theorem for BSDEs: rate of convergence Bernoulli	2021-07-09	Paper
On the sharpness of embeddings of H\"older spaces into Gaussian Besov spaces	2020-09-29	Paper
On Riemann-Liouville type operators, BMO, gradient estimates in the L\'evy-It\^o space, and approximation	2020-09-02	Paper
Weighted bounded mean oscillation applied to backward stochastic differential equations Stochastic Processes and their Applications	2020-04-29	Paper
First time to exit of a continuous Itô process: general moment estimates and ${\mathbf{L}}_{1}$-convergence rate for discrete time approximations Bernoulli	2017-05-11	Paper
On fractional smoothness and $L_{p}$-approximation on the Gaussian space The Annals of Probability	2015-03-27	Paper
On fractional smoothness and $L_{p}$-approximation on the Gaussian space The Annals of Probability	2015-03-27	Paper
Fractional smoothness of functionals of diffusion processes under a change of measure Electronic Communications in Probability	2014-09-29	Paper
A note on Malliavin fractional smoothness for Lévy processes and approximation Potential Analysis	2013-10-21	Paper
Generalized fractional smoothness and $L_p$-variation of BSDEs with non-Lipschitz terminal condition Stochastic Processes and their Applications	2012-06-01	Paper
Fractional smoothness and applications in finance Advanced Mathematical Methods for Finance	2011-08-08	Paper
Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces Bernoulli	2010-11-15	Paper
On singular integral and martingale transforms Transactions of the American Mathematical Society	2010-03-08	Paper
Extrapolation of vector-valued rearrangement operators Journal of the London Mathematical Society	2009-12-03	Paper
Haar type and Carleson constants Bulletin of the London Mathematical Society	2008-06-11	Paper
Interpolation and approximation in $L_{2}(\gamma )$ Journal of Approximation Theory	2007-02-26	Paper
On an approximation problem for stochastic integrals where random time nets do not help Stochastic Processes and their Applications	2006-04-28	Paper
A remark on extrapolation of rearrangement operators on dyadic H^s, 0< s ≤1 Studia Mathematica	2006-01-03	Paper
Weighted BMO and discrete time hedging within the Black-Scholes model Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2005-05-03	Paper
On approximation of a class of stochastic integrals and interpolation Stochastics and Stochastic Reports	2004-10-21	Paper
scientific article; zbMATH DE number 1790517 (Why is no real title available?)	2003-08-25	Paper
Quantitative approximation of certain stochastic integrals Stochastics and Stochastic Reports	2003-06-18	Paper
scientific article; zbMATH DE number 1785930 (Why is no real title available?)	2002-09-09	Paper
A general contraction principle for vector-valued martingales Probability and Mathematical Statistics	2002-02-18	Paper
Operators on martingales, $\Phi$-summing operators, and the contraction principle Probability and Mathematical Statistics	2002-02-18	Paper
Absolutely $L_{\exp_q}$-summing norms of diagonal operators in $\ell_r$ and limit orders of $L_{\exp}$-summing operators Mathematische Nachrichten	2001-07-22	Paper
Contraction principles for vector valued martingales with respect to random variables having exponential tail with exponent $2<\alpha <\infty$ Journal of Theoretical Probability	2001-07-12	Paper
A counterexample concerning the relation between decoupling constants and UMD-constants Transactions of the American Mathematical Society	1999-01-27	Paper
scientific article; zbMATH DE number 1188926 (Why is no real title available?)	1998-10-19	Paper
$BMO_ψ$-spaces and applications to extrapolation theory Studia Mathematica	1997-11-11	Paper
Type and cotype with respect to arbitrary orthonormal systems Journal of Approximation Theory	1995-11-09	Paper
scientific article; zbMATH DE number 515832 (Why is no real title available?)	1995-02-16	Paper
Antisymmetric tensor products of absolutely $p$-summing operators Journal of Approximation Theory	1992-06-28	Paper
Grothedieck Numbers of Linear and Continuous Operators on Banach Spaces Mathematische Nachrichten	1992-06-25	Paper
Grothendieck Numbers and Volume Ratios of Operators on Banach Spaces Forum Mathematicum	1990-01-01	Paper
Some relations between s-numbers of operators on Banach spaces Monatshefte für Mathematik	1990-01-01	Paper
Ein Faktorisierungssatz für multilineare Funktionale Mathematische Nachrichten	1987-01-01	Paper
Lower estimates of random unconditional constants of Walsh-Paley martingales with values in banach spaces (available as arXiv preprint)	N/A	Paper

Research outcomes over time

This page was built for person: Stefan Geiss