Stefan Geiss

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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!

PublicationDate of PublicationType
Decoupling on the Wiener space, related Besov spaces, and applications to BSDEs
Memoirs of the American Mathematical Society
2021-11-07Paper
Decoupling on the Wiener space, related Besov spaces, and applications to BSDEs
Memoirs of the American Mathematical Society
2021-11-07Paper
On decoupling in Banach spaces
Journal of Theoretical Probability
2021-07-26Paper
Donsker-type theorem for BSDEs: rate of convergence
Bernoulli
2021-07-09Paper
On the sharpness of embeddings of H\"older spaces into Gaussian Besov spaces2020-09-29Paper
On Riemann-Liouville type operators, BMO, gradient estimates in the L\'evy-It\^o space, and approximation2020-09-02Paper
Weighted bounded mean oscillation applied to backward stochastic differential equations
Stochastic Processes and their Applications
2020-04-29Paper
First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations
Bernoulli
2017-05-11Paper
On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space
The Annals of Probability
2015-03-27Paper
On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space
The Annals of Probability
2015-03-27Paper
Fractional smoothness of functionals of diffusion processes under a change of measure
Electronic Communications in Probability
2014-09-29Paper
A note on Malliavin fractional smoothness for Lévy processes and approximation
Potential Analysis
2013-10-21Paper
Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition
Stochastic Processes and their Applications
2012-06-01Paper
Fractional smoothness and applications in finance
Advanced Mathematical Methods for Finance
2011-08-08Paper
Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces
Bernoulli
2010-11-15Paper
On singular integral and martingale transforms
Transactions of the American Mathematical Society
2010-03-08Paper
Extrapolation of vector-valued rearrangement operators
Journal of the London Mathematical Society
2009-12-03Paper
Haar type and Carleson constants
Bulletin of the London Mathematical Society
2008-06-11Paper
Interpolation and approximation in \(L_{2}(\gamma )\)
Journal of Approximation Theory
2007-02-26Paper
On an approximation problem for stochastic integrals where random time nets do not help
Stochastic Processes and their Applications
2006-04-28Paper
A remark on extrapolation of rearrangement operators on dyadic Hs, 0< s ≤1
Studia Mathematica
2006-01-03Paper
Weighted BMO and discrete time hedging within the Black-Scholes model
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2005-05-03Paper
On approximation of a class of stochastic integrals and interpolation
Stochastics and Stochastic Reports
2004-10-21Paper
scientific article; zbMATH DE number 1790517 (Why is no real title available?)2003-08-25Paper
Quantitative approximation of certain stochastic integrals
Stochastics and Stochastic Reports
2003-06-18Paper
scientific article; zbMATH DE number 1785930 (Why is no real title available?)2002-09-09Paper
A general contraction principle for vector-valued martingales
Probability and Mathematical Statistics
2002-02-18Paper
Operators on martingales, \(\Phi\)-summing operators, and the contraction principle
Probability and Mathematical Statistics
2002-02-18Paper
Absolutely \(L_{\exp_q}\)-summing norms of diagonal operators in \(\ell_r\) and limit orders of \(L_{\exp}\)-summing operators
Mathematische Nachrichten
2001-07-22Paper
Contraction principles for vector valued martingales with respect to random variables having exponential tail with exponent \(2<\alpha <\infty\)
Journal of Theoretical Probability
2001-07-12Paper
A counterexample concerning the relation between decoupling constants and UMD-constants
Transactions of the American Mathematical Society
1999-01-27Paper
scientific article; zbMATH DE number 1188926 (Why is no real title available?)1998-10-19Paper
$BMO_ψ$-spaces and applications to extrapolation theory
Studia Mathematica
1997-11-11Paper
Type and cotype with respect to arbitrary orthonormal systems
Journal of Approximation Theory
1995-11-09Paper
scientific article; zbMATH DE number 515832 (Why is no real title available?)1995-02-16Paper
Antisymmetric tensor products of absolutely \(p\)-summing operators
Journal of Approximation Theory
1992-06-28Paper
Grothedieck Numbers of Linear and Continuous Operators on Banach Spaces
Mathematische Nachrichten
1992-06-25Paper
Grothendieck Numbers and Volume Ratios of Operators on Banach Spaces
Forum Mathematicum
1990-01-01Paper
Some relations between s-numbers of operators on Banach spaces
Monatshefte für Mathematik
1990-01-01Paper
Ein Faktorisierungssatz für multilineare Funktionale
Mathematische Nachrichten
1987-01-01Paper
Lower estimates of random unconditional constants of Walsh-Paley martingales with values in banach spaces
(available as arXiv preprint)
N/APaper


Research outcomes over time


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