27 citations · 54 across the 12 of their papers we have counts for
16 papers
On the sharpness of embeddings of Hölder spaces into Gaussian Besov spaces
Stefan Geiss
For an interpolation pair of Banach spaces with we use vectors that satisfy an extremal property with respect to the…
On Riemann-Liouville type operators, BMO, gradient estimates in the Lévy-Itô space, and approximation
Stefan Geiss, Tran-Thuan Nguyen
We discuss in a stochastic framework the interplay between Riemann-Liouville type operators applied to stochastic processes, real interpolation, bounded mean oscillation, and an ap…
Donsker-Type Theorem for BSDEs: Rate of Convergence
Philippe Briand, Christel Geiss, Stefan Geiss +1
In this paper, we study in the Markovian case the rate of convergence in the Wasserstein distance of an approximation of the solution to a BSDE given by a BSDE which is driven by a…
On decoupling in Banach spaces
Sonja Cox, Stefan Geiss
We consider decoupling inequalities for random variables taking values in a Banach space . We restrict the class of distributions that appear as conditional distributions while…
Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
Stefan Geiss, Juha Ylinen
We introduce a decoupling method on the Wiener space to define a wide class of an\-iso\-tro\-pic Besov spaces. The decoupling method is based on a general distributional approach a…
First time to exit of a continuous Itô process: general moment estimates and L1-convergence rate for discrete time approximations
Bruno Bouchard, Stefan Geiss, Emmanuel Gobet
We establish general moment estimates for the discrete and continuous exit times of a general Itô process in terms of the distance to the boundary. These estimates serve as interme…