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Christel Geiss

Identifiers

  • name variant Christel Geiss 0.60 · backfill

Papers (10)

  1. Product and Moment Formulas for Iterated Stochastic Integrals (associated with L\'evy Processes) math.PR · 2018 · author #2
  2. Random walk approximation of BSDEs with H{\"o}lder continuous terminal condition math.PR · 2018 · author #1
  3. Existence, Uniqueness and Malliavin Differentiability of L\'evy-driven BSDEs with locally Lipschitz Driver math.PR · 2018 · author #1
  4. Existence, Uniqueness and Comparison Results for BSDEs with L\'evy Jumps in an Extended Monotonic Generator Setting math.PR · 2017 · author #1
  5. Simulation of BSDEs with jumps by Wiener Chaos Expansion math.PR · 2015 · author #1
  6. Malliavin derivative of random functions and applications to L\'evy driven BSDEs math.PR · 2014 · author #1
  7. $L_2$-variation of L\'{e}vy driven BSDEs with non-smooth terminal conditions math.PR · 2012 · author #1
  8. A note on Malliavin fractional smoothness for L\'evy processes and approximation math.PR · 2012 · author #1
  9. Generalized fractional smoothness and $L_p$-variation of BSDEs with non-Lipschitz terminal condition math.PR · 2011 · author #1
  10. Denseness of certain smooth L\'evy functionals in $\DD_{1,2}$ math.PR · 2008 · author #1

Mentions

  • 1502.05649 #1 · backfill · confidence 0.70 Christel Geiss
  • 1404.4477 #1 · backfill · confidence 0.70 Christel Geiss
  • 1212.3420 #1 · backfill · confidence 0.70 Christel Geiss
  • 1201.0389 #1 · backfill · confidence 0.70 Christel Geiss
  • 1103.0371 #1 · backfill · confidence 0.70 Christel Geiss
  • 0805.4704 #1 · backfill · confidence 0.70 Christel Geiss

Frequent Coauthors