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Citations of Lp solutions of backward stochastic differential...
ideas.repec.org
Antonis Papapantoleon & Dylan Possama\"i & Alexandros Saplaouras, "Existence and ... Geiss, Christel & Geiss, Stefan & Gobet, Emmanuel,
Generalized fractional smoothness and Lp-variation of BSDEs with...
www.econbiz.de
We relate the Lp-variation, 2≤p<∞, of a solution of a backward stochastic differential equation with a path-dependent terminal condition to a generalized...
Search | arXiv e-print repository
128.84.21.199
Authors: Christel Geiss, Alexander Steinicke. Abstract: We investigate conditions for solvability and Malliavin differentiability of backward stochastic differential ...
On an approximation problem for stochastic integrals where random...
www.econbiz.de
On an approximation problem for stochastic integrals where random time nets do not help
[ ] Product and Moment Formulas for Iterated Stochastic...
arxiv.org
Authors:Paolo Di Tella, Christel Geiss. (Submitted on 31 Aug 2018). Abstract: In this paper, we obtain explicit product and moment formulas for products of ...
Missing: SAP AG"
BFS Abstracts: Geiss_Stefan-94
www.bacheliercongress.com
On the relation between approximation rates of stochastic integrals and properties of its integrands. Stefan Geiss, Christel Geiss. The approximation of stochastic ...
www.iro.umontreal.ca
www.iro.umontreal.ca
Stefan Geiss and Christel Geiss (University of JyvΣskylΣ, Finland) ``On approximations of stochastic backwards equations'' 3. Tatiana A. Averina (Novosibirsk State
Archiv der AG Analysis & Stochastik — Institut für Mathematische...
tu-dresden.de
Past programme: Analysis & Stochastics Seminars
Hinweis: Die aktuelle Vortragsübersicht finden Sie hier • zum...
EconPapers: Generalized fractional smoothness and Lp-variation of...
econpapers.repec.org
By Christel Geiss, Stefan Geiss and Emmanuel Gobet; Abstract: We relate the Lp-variation, 2≤p<∞, of a solution of a backward stochastic ...
On an approximation problem for stochastic integrals where random ...econpapers.repec.org › RePEc:eee:spapps:v:116:y:2...
econpapers.repec.org
· By Christel Geiss and Stefan Geiss; Abstract: Given a geometric Brownian motion S=(St)t[set membership, variant][0,T] and a Borel measurable ...
Christel Geiss - Research
users.jyu.fi
Christel Geiss - Research. PAPERS. Product and Moment Formulas for Iterated Stochastic Integrals (associated with Lévy Processes). With P. Di Tella.
Missing: SAP"
2nd Austrian Stochastics Day - Österreichische Mathematische ...www.oemg.ac.at › math-oemg-dmv uibk.ac.at › cms › index.php
www.oemg.ac.at
Evelyn Buckwar, Erika Hausenblas, Christel Geiss . former events: The 1st Austrian Stochastics Day took place on Sep. 24.
6th International Conference on Stochastic Analysis and Its...
bcc.impan.pl
Banach Center Conferences
Erratum to “Simulation of BSDEs with jumps by Wiener Chaos ...www.infona.pl › resource
www.infona.pl
Erratum. Erratum to “Simulation of BSDEs with jumps by Wiener Chaos expansion” [Stochastic Process. Appl (2016) 2123–2162]. Christel Geiss, ...
6th International Conference on Stochastic Analysis and Its...
www.impan.pl
Christel Geiss (University of Innsbruck, Austria) Lévy driven BSDEs: L2-regularity and fractional smoothness. abstract. slides. Nicola Gigli (Université de Nice, ...
Simulation of BSDEs with jumps by Wiener Chaos Expansionhal.archives-ouvertes.fr › hal
hal.archives-ouvertes.fr
Christel Geiss, Céline Labart. Simulation of BSDEs with jumps by Wiener Chaos Expansion. Stochastic Processes and their Applications, Elsevier, 2016, ...
MATS255 Markov processes 2011
math.aalto.fi
Christel Geiss. Stochastic Modeling. University of Jyväskylä Frank P. Kelly. Reversibility and Stochastic Networks. Wiley David A. Levin, Yuval Peres ...
MATS255 Markov processes
math.aalto.fi
Christel Geiss. Stochastic Modeling. University of Jyväskylä Frank P. Kelly. Reversibility and Stochastic Networks. Wiley David Aldous, James Allen ...
Supervisors | FDNSS
fdnss.fi
Christel Geiss (stochastic analysis, Lévy processes, backward stochastic differential equations, approximation); Stefan Geiss (stochastic analysis, backward ...
Scientific program - IMACS Seminar on Monte Carlo Methods, August
parallel.bas.bg
Christel Geiss : Approximation of Backward Stochastic Differential Equations Driven by Levy Noise slides: Thomas Daun
felix.unife.it
felix.unife.it
Christel Geiss: Stochastic modeling. Internet 2009, 80p Robin Hankin: Multivariate polynomials in R. R News 8/1 (2008), Huihui Ma/.../Markus
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| Erika Hausenblas Alexander Steinicke Evelyn Buckwar | Robert Gantner Stefan Geiss Erich Geiss |
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