27 citations · 54 across the 12 of their papers we have counts for
11 papers · 1 filter
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…
Fractional smoothness of functionals of diffusion processes under a change of measure
Stefan Geiss, Emmanuel Gobet
Let be the solution of the parabolic backward equation $ \partial_t v + (1/2) \sum_{i,l} [σσ^\perp]_{il} \partial_{x_i \partial_{x_l} v + \sum_{i} b_i \…