S. Geiss

most citedGeneralized fractional smoothness and

L_{p}

-variation of BSDEs with non-Lipschitz terminal condition

3 citations · 3 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2011★ 3 cited

Generalized fractional smoothness and $L_{p}$ -variation of BSDEs with non-Lipschitz terminal condition

Christel Geiss, Stefan Geiss, Emmanuel Gobet

We relate the $L_{p}$ -variation, $2 \leq p < \infty$ , of a solution of a backward stochastic differential equation with a path-dependent terminal condition to a generalized notion of f…

math.FA2009

Haar Type and Carleson Constants

Stefan Geiss, Paul F. X. Mueller

We determine the sub-collections of the dyadic intervals that are able to detect the Haar type of a Banach space. The underlying dichotomy is expressed in terms of the Carleson pac…

Generalized fractional smoothness and Lp​-variation of BSDEs with non-Lipschitz terminal condition

Haar Type and Carleson Constants

Generalized fractional smoothness and $L_{p}$ -variation of BSDEs with non-Lipschitz terminal condition