Geiss, Stefan
- First time to exit of a continuous Itô process: general moment estimates and L1-convergence rate for discrete time approximations
2013/07/16 by Bruno Bouchard, Stefan Geiß, Bouchard, Bruno +3 · 3 citations
Economics, Econometrics and Finance · Computer Science · Mathematics · #Stochastic processes and financial applications #Advanced Mathematical Modeling in Engineering #Stochastic processes and statistical mechanics
- A note on Malliavin fractional smoothness for L 'evy processes and\n approximation
2012/01/01 by Christel Geiß, Stefan Geiß, Geiss, Christel +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #41A05 #41A25 #46E35 #60G51 #60H07 #Advanced Harmonic Analysis Research #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
2014/09/18 by Geiss, Stefan, Ylinen, Juha · 1 citation
#46E35 #60H07 #60H10 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)
- Convergence rate for random walk approximations of mean field BSDEs
2024/09/21 by Djehiche, Boualem, Geiss, Hannah, Geiss, Stefan +2 · 1 citation
#60G50 #60H10 #60H35 #65C30 #65G99 #FOS: Mathematics #Probability (math.PR)