Stefan Geiss

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Our research concerns Stochastic Analysis and its interactions with Interpolation- and Approximation Theory. One focus is the investigation of Backward Stochastic Differential Equations under specifications that are relevant in nowadays applications (for example in Optimization, Finance, and Insurance), in particular their approximation and their connection to Partial Differential Equations.

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• Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (2021) Geiss, Stefan; et al.; A1; OA
• Donsker-type theorem for BSDEs : Rate of convergence (2021) Briand, Philippe; et al.; A1; OA
• On Decoupling in Banach Spaces (2021) Cox, Sonja; et al.; A1; OA
• Weighted bounded mean oscillation applied to backward stochastic differential equations (2020) Geiss, Stefan; et al.; A1; OA
• First time to exit of a continuous Itô process : general moment estimates and L1-convergence rate for discrete time approximations (2017) Bouchard, Bruno; et al.; A1; OA
• Permutation invariant functionals of Lévy processes (2017) Baumgartner, Florian; et al.; A1; OA
• On fractional smoothness and Lp-approximation on the Wiener space (2015) Geiss, Stefan; et al.; A1; OA
• Fractional smoothness of functionals of diffusion processes under a change of measure (2014) Geiss, Stefan; et al.; A1; OA
• A note on Malliavin fractional smoothness for Lévy processes and approximation (2013) Geiss, Christel; et al.; A1; OA
• Generalized fractional smoothness and $L_p$-variation of BSDEs with non-Lipschitz terminal condition (2012) Geiss, Christel; et al.; A1; OA
• Fractional smoothness and applications in finance (2011) Geiss, Stefan; et al.; A3; OA
• On singular integral and martingale transforms (2010) Geiss, Stefan; et al.; A1
• Extrapolation of vector-valued rerrangement operators (2009) Geiss, Stefan; et al.; A1; OA
• Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (2009) Geiss, Stefan; et al.; A1
• Haar type and Carleson constants (2008) Geiss, Stefan; et al.; A1