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Author ID: geiss.stefan Recent zbMATH articles by "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

Publications by Year

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 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

Citations by Year