Edit Profile (opens in new tab) Geiss, Stefan Co-Author Distance Author ID: geiss.stefan Published as: Geiss, Stefan External Links: MGP Documents Indexed: 41 Publications since 1987, including 1 Book and 3 Additional arXiv Preprints Co-Authors: 16 Co-Authors with 20 Joint Publications 427 Co-Co-Authors all top 5 Co-Authors 19 single-authored 5 Geiss, Christel 4 Gobet, Emmanuel 3 Müller, Paul F. X. 2 Toivola, Anni 2 Ylinen, Juha 1 Bouchard, Bruno 1 Briand, Philippe 1 Cox, Sonja Gisela 1 Dreizler, Andreas 1 Hujo, Mika 1 Janicka, Johannes 1 Junge, Marius 1 Labart, Céline 1 Laukkarinen, Eija 1 Montgomery-Smith, Stephen J. 1 Nguyen, Tran Thuan 1 Pillwein, Veronika 1 Sadiki, Amsini 1 Saksman, Eero all top 5 Serials 3 Journal of Approximation Theory 3 Mathematische Nachrichten 3 Transactions of the American Mathematical Society 3 Stochastic Processes and their Applications 3 Bernoulli 2 Studia Mathematica 2 Probability and Mathematical Statistics 2 Journal of Theoretical Probability 2 Stochastics and Stochastics Reports 1 The Annals of Probability 1 Bulletin of the London Mathematical Society 1 Journal of the London Mathematical Society. Second Series 1 Memoirs of the American Mathematical Society 1 Monatshefte für Mathematik 1 Probability Theory and Related Fields 1 Forum Mathematicum 1 Potential Analysis 1 Electronic Communications in Probability 1 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik all top 5 Fields 27 Probability theory and stochastic processes (60-XX) 25 Functional analysis (46-XX) 12 Operator theory (47-XX) 5 Approximations and expansions (41-XX) 3 Real functions (26-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Topological groups, Lie groups (22-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Fluid mechanics (76-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 31 Publications have been cited 263 times in 163 Documents Cited by ▼ Year ▼ On singular integral and martingale transforms. Zbl 1196.60078 Geiss, Stefan; Montgomery-Smith, Stephen; Saksman, Eero 41 2010 Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition. Zbl 1255.60096 Geiss, Christel; Geiss, Stefan; Gobet, Emmanuel 24 2012 Quantitative approximation of certain stochastic integrals. Zbl 1013.60031 Geiss, Stefan 23 2002 On approximation of a class of stochastic integrals and interpolation. Zbl 1060.60056 Geiss, Christel; Geiss, Stefan 22 2004 Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces. Zbl 1202.60078 Geiss, Stefan; Toivola, Anni 22 2009 Interpolation and approximation in \(L_{2}(\gamma )\). Zbl 1115.41003 Geiss, Stefan; Hujo, Mika 18 2007 Weighted BMO and discrete time hedging within the Black-Scholes model. Zbl 1067.60027 Geiss, Stefan 12 2005 On an approximation problem for stochastic integrals where random time nets do not help. Zbl 1088.60054 Geiss, Christel; Geiss, Stefan 11 2006 First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations. Zbl 1392.60067 Bouchard, Bruno; Geiss, Stefan; Gobet, Emmanuel 10 2017 Ein Faktorisierungssatz für multilineare Funktionale. (A factorization theorem for multilinear functionals). Zbl 0651.46070 Geiss, Stefan 9 1987 Decoupling on the Wiener space, related Besov spaces, and applications to BSDEs. Zbl 1494.60002 Geiss, Stefan; Ylinen, Juha 9 2021 Grothendieck numbers of linear and continuous operators on Banach spaces. Zbl 0735.47011 Geiss, Stefan 8 1990 A counterexample concerning the relation between decoupling constants and \(\operatorname{UMD}\)-constants. Zbl 0910.46007 Geiss, Stefan 8 1999 \(BMO_ \psi\)-spaces and applications to extrapolation theory. Zbl 0874.46011 Geiss, Stefan 6 1997 A note on Malliavin fractional smoothness for Lévy processes and approximation. Zbl 1295.60057 Geiss, Christel; Geiss, Stefan; Laukkarinen, Eija 6 2013 Donsker-type theorem for BSDEs: rate of convergence. Zbl 1480.60152 Briand, Philippe; Geiss, Christel; Geiss, Stefan; Labart, Céline 4 2021 Permutation invariant functionals of Lévy processes. Zbl 1379.60051 Baumgartner, F.; Geiss, S. 4 2017 On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space. Zbl 1343.60068 Geiss, Stefan; Toivola, Anni 4 2015 A remark on extrapolation of rearrangement operators on dyadic \(H^s\), \(0 < s \leq 1\). Zbl 1092.46014 Geiss, Stefan; Müller, Paul F. X.; Pillwein, Veronika 3 2005 Grothendieck numbers and volume ratios of operators on Banach spaces. Zbl 0707.47016 Geiss, Stefan 3 1990 Fractional smoothness and applications in finance. Zbl 1236.91132 Geiss, Stefan; Gobet, Emmanuel 3 2011 On decoupling in Banach spaces. Zbl 1472.60035 Cox, Sonja; Geiss, Stefan 3 2021 Type and cotype with respect to arbitrary orthonormal systems. Zbl 0832.46006 Geiss, Stefan; Junge, Marius 2 1995 Weighted bounded mean oscillation applied to backward stochastic differential equations. Zbl 1444.60053 Geiss, Stefan; Ylinen, Juha 2 2020 Absolutely \(L_{\exp_q}\)-summing norms of diagonal operators in \(\ell_r\) and limit orders of \(L_{\exp}\)-summing operators. Zbl 0984.47015 Geiss, Stefan 2 2001 Operators on martingales, \(\Phi\)-summing operators, and the contraction principle. Zbl 0986.60015 Geiss, Stefan 2 1998 Fractional smoothness of functionals of diffusion processes under a change of measure. Zbl 1386.60238 Geiss, Stefan; Gobet, Emmanuel 2 2014 Antisymmetric tensor products of absolutely \(p\)-summing operators. Zbl 0756.47023 Geiss, Stefan 1 1992 Haar type and Carleson constants. Zbl 1153.46005 Geiss, Stefan; Müller, Paul F. X. 1 2008 Extrapolation of vector-valued rearrangement operators. Zbl 1190.46016 Geiss, Stefan; Müller, Paul F. X. 1 2009 Some relations between s-numbers of operators on Banach spaces. Zbl 0727.47009 Geiss, Stefan 1 1990 Decoupling on the Wiener space, related Besov spaces, and applications to BSDEs. Zbl 1494.60002 Geiss, Stefan; Ylinen, Juha 9 2021 Donsker-type theorem for BSDEs: rate of convergence. Zbl 1480.60152 Briand, Philippe; Geiss, Christel; Geiss, Stefan; Labart, Céline 4 2021 On decoupling in Banach spaces. Zbl 1472.60035 Cox, Sonja; Geiss, Stefan 3 2021 Weighted bounded mean oscillation applied to backward stochastic differential equations. Zbl 1444.60053 Geiss, Stefan; Ylinen, Juha 2 2020 First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations. Zbl 1392.60067 Bouchard, Bruno; Geiss, Stefan; Gobet, Emmanuel 10 2017 Permutation invariant functionals of Lévy processes. Zbl 1379.60051 Baumgartner, F.; Geiss, S. 4 2017 On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space. Zbl 1343.60068 Geiss, Stefan; Toivola, Anni 4 2015 Fractional smoothness of functionals of diffusion processes under a change of measure. Zbl 1386.60238 Geiss, Stefan; Gobet, Emmanuel 2 2014 A note on Malliavin fractional smoothness for Lévy processes and approximation. Zbl 1295.60057 Geiss, Christel; Geiss, Stefan; Laukkarinen, Eija 6 2013 Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition. Zbl 1255.60096 Geiss, Christel; Geiss, Stefan; Gobet, Emmanuel 24 2012 Fractional smoothness and applications in finance. Zbl 1236.91132 Geiss, Stefan; Gobet, Emmanuel 3 2011 On singular integral and martingale transforms. Zbl 1196.60078 Geiss, Stefan; Montgomery-Smith, Stephen; Saksman, Eero 41 2010 Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces. Zbl 1202.60078 Geiss, Stefan; Toivola, Anni 22 2009 Extrapolation of vector-valued rearrangement operators. Zbl 1190.46016 Geiss, Stefan; Müller, Paul F. X. 1 2009 Haar type and Carleson constants. Zbl 1153.46005 Geiss, Stefan; Müller, Paul F. X. 1 2008 Interpolation and approximation in \(L_{2}(\gamma )\). Zbl 1115.41003 Geiss, Stefan; Hujo, Mika 18 2007 On an approximation problem for stochastic integrals where random time nets do not help. Zbl 1088.60054 Geiss, Christel; Geiss, Stefan 11 2006 Weighted BMO and discrete time hedging within the Black-Scholes model. Zbl 1067.60027 Geiss, Stefan 12 2005 A remark on extrapolation of rearrangement operators on dyadic \(H^s\), \(0 < s \leq 1\). Zbl 1092.46014 Geiss, Stefan; Müller, Paul F. X.; Pillwein, Veronika 3 2005 On approximation of a class of stochastic integrals and interpolation. Zbl 1060.60056 Geiss, Christel; Geiss, Stefan 22 2004 Quantitative approximation of certain stochastic integrals. Zbl 1013.60031 Geiss, Stefan 23 2002 Absolutely \(L_{\exp_q}\)-summing norms of diagonal operators in \(\ell_r\) and limit orders of \(L_{\exp}\)-summing operators. Zbl 0984.47015 Geiss, Stefan 2 2001 A counterexample concerning the relation between decoupling constants and \(\operatorname{UMD}\)-constants. Zbl 0910.46007 Geiss, Stefan 8 1999 Operators on martingales, \(\Phi\)-summing operators, and the contraction principle. Zbl 0986.60015 Geiss, Stefan 2 1998 \(BMO_ \psi\)-spaces and applications to extrapolation theory. Zbl 0874.46011 Geiss, Stefan 6 1997 Type and cotype with respect to arbitrary orthonormal systems. Zbl 0832.46006 Geiss, Stefan; Junge, Marius 2 1995 Antisymmetric tensor products of absolutely \(p\)-summing operators. Zbl 0756.47023 Geiss, Stefan 1 1992 Grothendieck numbers of linear and continuous operators on Banach spaces. Zbl 0735.47011 Geiss, Stefan 8 1990 Grothendieck numbers and volume ratios of operators on Banach spaces. Zbl 0707.47016 Geiss, Stefan 3 1990 Some relations between s-numbers of operators on Banach spaces. Zbl 0727.47009 Geiss, Stefan 1 1990 Ein Faktorisierungssatz für multilineare Funktionale. (A factorization theorem for multilinear functionals). Zbl 0651.46070 Geiss, Stefan 9 1987 all cited Publications top 5 cited Publications all top 5 Cited by 196 Authors 15 Geiss, Stefan 15 Osękowski, Adam 11 Gobet, Emmanuel 9 Geiss, Christel 7 Yaroslavtsev, Ivan S. 5 Bañuelos, Rodrigo 5 Volberg, Alexander Lvovich 4 Fukasawa, Masaaki 4 Hytönen, Tuomas P. 4 Janakiraman, Prabhu 4 Jentzen, Arnulf 4 Kruse, Thomas 3 Amaba, Takafumi 3 Botelho, Geraldo 3 Braunß, Hans-Andreas 3 Domelevo, Komla 3 Junge, Marius 3 Labart, Céline 3 Makhlouf, Azmi 3 Müller, Paul F. X. 3 Petermichl, Stefanie 3 Pietsch, Albrecht 3 Steinicke, Alexander 3 Tankov, Peter 3 Wang, Wensheng 2 Baudoin, Fabrice 2 Bogachev, Vladimir Igorevich 2 Boros, Nicholas 2 Cox, Sonja Gisela 2 Defant, Martin 2 di Plinio, Francesco 2 Dolinsky, Yan 2 E, Weinan 2 Giles, Michael B. 2 Hujo, Mika 2 Hutzenthaler, Martin 2 Junek, Heinz J. 2 Laukkarinen, Eija 2 Li, Kangwei 2 Luoto, Antti 2 Martikainen, Henri 2 Mastyło, Mieczysław 2 Montgomery-Smith, Stephen J. 2 Müller-Gronbach, Thomas 2 Pellegrino, Daniel Marinho 2 Popier, Alexandre 2 Ritter, Klaus 2 Saksman, Eero 2 Sánchez-Pérez, Enrique Alfonso 2 Stazhynski, Uladzislau 2 Sukochev, Fedor Anatol’evich 2 Toivola, Anni 2 Turkedjiev, Plamen 2 Veraar, Mark C. 2 Vuorinen, Emil 2 Ylinen, Juha 1 Abeille, Marc 1 Achour, Dahmane 1 Agarwal, Ankush 1 Akahori, Jirô 1 Arcozzi, Nicola 1 Arendt, Wolfgang 1 Aristoff, David 1 Astala, Kari 1 Avikainen, Rainer 1 Bank, Peter 1 Barrera, Gerardo 1 Beck, Christian 1 Bello-Rivas, Juan M. 1 Bender, Christian 1 Bernal, Francisco 1 Bernhard, Manuel 1 Bishwal, Jaya P. N. 1 Bombal, Fernando 1 Borichev, Aleksandr Aleksandrovich 1 Bouchard, Bruno 1 Bourgey, Florian 1 Briand, Philippe 1 Brodén, Mats 1 Cai, Jiatu 1 Carl, Bernd 1 Caspers, Martijn 1 Castro, Alejandro J. 1 Chassagneux, Jean-François 1 Chaudhry, Jehanzeb Hameed 1 Chen, Li 1 Chessari, Jared 1 Cioica-Licht, Petru A. 1 Claisse, Julien 1 Clement, Emmanuelle 1 Cobos, Fernando 1 Cohen, Asaf 1 Crisan, Dan O. 1 Croissant, Lorenzo 1 Delattre, Sylvain 1 Denis, Emmanuel 1 Dragičević, Oliver 1 Elber, Ron 1 Estep, Donald J. 1 Gloter, Arnaud ...and 96 more Authors all top 5 Cited in 79 Serials 11 Stochastic Processes and their Applications 8 Journal of Functional Analysis 6 Bernoulli 5 Journal of Approximation Theory 5 Journal of Theoretical Probability 5 The Annals of Applied Probability 5 Potential Analysis 5 Finance and Stochastics 5 Stochastics 4 Archiv der Mathematik 4 Proceedings of the American Mathematical Society 4 Statistics & Probability Letters 3 Studia Mathematica 3 Advances in Mathematics 3 Mathematische Zeitschrift 3 Memoirs of the American Mathematical Society 3 Transactions of the American Mathematical Society 3 Electronic Journal of Probability 3 Probability Surveys 3 SIAM/ASA Journal on Uncertainty Quantification 2 Journal of Mathematical Analysis and Applications 2 Illinois Journal of Mathematics 2 Mathematische Annalen 2 Mathematische Nachrichten 2 Rendiconti del Circolo Matemàtico di Palermo. Serie II 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 The Journal of Fourier Analysis and Applications 2 Mathematical Finance 2 Positivity 2 Stochastics and Dynamics 1 Advances in Applied Probability 1 Communications in Mathematical Physics 1 Israel Journal of Mathematics 1 Russian Mathematical Surveys 1 Mathematics of Computation 1 The Annals of Probability 1 BIT 1 Czechoslovak Mathematical Journal 1 Duke Mathematical Journal 1 Integral Equations and Operator Theory 1 Journal of Computational and Applied Mathematics 1 Journal of Optimization Theory and Applications 1 Mathematics and Computers in Simulation 1 Monatshefte für Mathematik 1 Osaka Journal of Mathematics 1 Proceedings of the Japan Academy. Series A 1 Probability and Mathematical Statistics 1 Applied Numerical Mathematics 1 Probability Theory and Related Fields 1 Journal of the American Mathematical Society 1 Journal of Scientific Computing 1 IMRN. International Mathematics Research Notices 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 Indagationes Mathematicae. New Series 1 Journal of Nonlinear Science 1 Applied Mathematics. Series B (English Edition) 1 Journal of Mathematical Sciences (New York) 1 St. Petersburg Mathematical Journal 1 Monte Carlo Methods and Applications 1 Electronic Communications in Probability 1 Revista Matemática Complutense 1 International Journal of Theoretical and Applied Finance 1 Foundations of Computational Mathematics 1 Discrete and Continuous Dynamical Systems. Series B 1 Journal of the Australian Mathematical Society 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Journal of Numerical Mathematics 1 Central European Journal of Mathematics 1 Multiscale Modeling & Simulation 1 Asia-Pacific Financial Markets 1 Journal of Function Spaces and Applications 1 Proceedings of the Steklov Institute of Mathematics 1 Banach Journal of Mathematical Analysis 1 SIAM Journal on Financial Mathematics 1 Advances in Mathematical Physics 1 Science China. Mathematics 1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 1 Discrete Analysis 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 29 Fields 114 Probability theory and stochastic processes (60-XX) 47 Functional analysis (46-XX) 28 Harmonic analysis on Euclidean spaces (42-XX) 27 Operator theory (47-XX) 24 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Numerical analysis (65-XX) 12 Approximations and expansions (41-XX) 8 Partial differential equations (35-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Ordinary differential equations (34-XX) 4 Statistics (62-XX) 4 Systems theory; control (93-XX) 3 Real functions (26-XX) 3 Functions of a complex variable (30-XX) 2 Topological groups, Lie groups (22-XX) 2 Potential theory (31-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Abstract harmonic analysis (43-XX) 2 Convex and discrete geometry (52-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Operations research, mathematical programming (90-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Sequences, series, summability (40-XX) 1 Integral transforms, operational calculus (44-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Quantum theory (81-XX) Citations by Year