Loading...
Images of Christel Geiss
(0 from 0 )1
0
0
News
Christel Geiss : Traueranzeige : Badische Zeitung
bztrauer.de
badische-zeitung.de - die Informationsplattform für Freiburg und Südbaden mit Nachrichten, Videos, Fotos, Veranstaltungen und Anzeigenmärkten.
[FAM-news] Upcoming events in Vienna and Linz
fam.tuwien.ac.at
Organizing committee: Evelyn Buckwar (Universität Linz) Christel Geiss (Universität Innsbruck) Erika Hausenblas (Montanuniversitaet Leoben) ...
Telephone & Addresses
11880.com: com - Werner Und Christel Geiss in
Es wurden 0 Treffer zu "Werner Und Christel Geiss" in Deutschland gefunden. Vornamen zu Geiss; Nachnamen zu Werner Und Christel; weitere Namen
Geiss Christel in Wehrheim ➩ bei Das Telefonbuch finden
kontakt-2.dastelefonbuch.de
☏ Anrufen 🎁 Geschenke senden ✓ Alle Kontaktdaten von Geiss Christel in Wehrheim. Das Telefonbuch ✓ Ihre Nr. 1 für Adressen und Telefonnummern
Christel Geiß in Frankfurt am Main im Das Telefonbuch >> Jetzt finden!
www.dastelefonbuch.de
Christel Geiß in Frankfurt am Main mit ✉ Adresse ☎ Tel. und mehr bei ☎ Das Telefonbuch ✓ Ihre Nr. 1 für Adressen und Telefonnummern
Network Profiles
Christel Geiss - Research portal - Converis - University ...
converis.jyu.fi
Christel Geiss. Contact search available for JYU staff members. Active JYU affiliations. Department of Mathematics and Statistics, Senior Lecturer; Research interests. Our research concerns stochastic differential equations and backward stochastic equations appearing in Optimization as well as in Finance and Insurance, their approximation and their connection to …
Private Homepages
Céline Labart
www.lama.univ-smb.fr
Simulation of BSDEs with jumps by Wiener Chaos Expansion, with Christel Geiss. Stochastic Processes and their Applications, Vol 126, pp ,
Education
Stochastic processes and optimal control / edited by Hans J....
catalog.princeton.edu
... of One-Dimensional Continuous Markov Processes / Hans J. Engelbert -- Comparison Results for Stochastic Differential Equations / Christel Geiss and Ralf ...
BFS Poster Presentations for Thursday, June 13, 2002
web.ma.utexas.edu
Stefan Geiss (Christel Geiss). The Importance of the Loss Function in Option Pricing Kris Jacobs (Peter Christoffersen). Model Risk and ...
Heritage
Geiss - Ancestry.com
www.ancestry.com
Christel Geiss. Christel Geiss from tree Schumann Family Tree. Record information. Death, year. Record information. Spouse, Siegfried ...
Ralf Manthey - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
Name, School, Year, Descendants. Christel Geiss, Friedrich-Schiller-Universität Jena, 1991, 2. Katrin Mittmann, Friedrich-Schiller-Universität Jena,
Alexander Steinicke - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
Mathematics Subject Classification: 60—Probability theory and stochastic processes. Advisor 1: Christel Geiss Advisor 2: Stefan Geiss. No students known.
Books & Literature
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium,...
books.google.de
... Aix-Marseille Université, France Robert Gantner, ETH Zürich, Switzerland Christel Geiss, University of Innsbruck, Austria Stefan Geiss, University of Innsbruck, ...
Monte Carlo and Quasi-Monte Carlo Methods Google Books
books.google.de
... Christel Geiss University of ...
Music
Full text of "A note on Malliavin fractional smoothness for Lévy...
archive.org
1 2 CHRISTEL GEISS, STEFAN GEISS, AND EIJA LAUKKARINEN a with terminal condition /. The process (<Pt)te[o,i) is interpreted as a trading strategy.
Related Documents
[ ] Existence, Uniqueness and Comparison Results for BSDEs...
export.arxiv.org
Authors: Christel Geiss, Alexander Steinicke (Submitted on 4 Nov , last revised 18 Jan (this version, v3)) Abstract: We show existence of a unique solution and a comparison theorem for a one-dimensional backward stochastic differential equation with jumps that emerge from a L\'evy process. The considered generators obey a time ...
CiteSeerX — t
citeseerx.ist.psu.edu
BibTeX @MISC{Geiss09t, author = {Christel Geiss and Stefan Geiss and Emmanuel Gobet and Yt Ξ}, title = {t}, year = {2009}}
Activité de l'équipe EDPs2
www.lama.univ-savoie.fr
La première (voir [1]), en collaboration avec Christel Geiss et Antti Luoto, traite de l’erreur forte et du cas où la condition terminale de l'EDSR est Hölder continue. La seconde (voir [2]), toujours en collaboration avec Christel Geiss et Antti Luoto, traite de l’erreur forte et du cas des EDSR forward-backward (i.e. que la condition terminale de l'EDSR et le driver sont fonctions d ...
[ ] Denseness of certain smooth Lévy functionals in...
arxiv.org
· Title: Denseness of certain smooth Lévy functionals in $\DD_{1,2}$ Authors: Christel Geiss, Eija Laukkarinen (Submitted on 30 May 2008) Abstract: ...
Scientific Publications
Stochastic Processes and their Applications | Vol 127, Issue 3, Pages...
www.sciencedirect.com
Erratum to “Simulation of BSDEs with jumps by Wiener Chaos expansion” [ Stochastic Process. Appl (2016) 2123–2162]. Pages 1042– Christel Geiss, Céline Labart. Download PDF. Article preview ...
On approximation of a class of stochastic integrals and interpola...:...
www.ingentaconnect.com
Authors: Geiss, Christel; Geiss, Stefan ... this: publisher; In this Subject: Mathematics and Statistics; By this author: Geiss, Christel ; Geiss, Stefan ...
Archiv der AG Analysis & Stochastik — Institut für Mathematische...
tu-dresden.de
Past programme: Analysis & Stochastics Seminars Hinweis: Die aktuelle Vortragsübersicht finden Sie hier Sommer summer...
LandOfFree - Scientist - Christel Geiss
science.landoffree.com
Check out Christel Geiss. Rate and share your experience with other people.
Publications
EconPapers: On an approximation problem for stochastic integrals...
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 function such that g(ST)
A Note on Malliavin Fractional Smoothness for Lévy Processes and...
link.springer.com
A Note on Malliavin Fractional Smoothness for Lévy Processes and Approximation . Authors; Authors and affiliations; Christel Geiss Email author; Stefan Geiss;
Helsinki Stochastic Sauna Seminar December Matematiikan...
wiki.helsinki.fi
Matematiikan ja tilastotieteen laitoksen henkilökunta-alue. Pages; Blog; Child pages Christel Geiss, Antti Kupianen, Mikko Stenlund. Preliminary Schedule
Reports & Statements
Participants | ESI Program On Tractability Of High ...
esi2017.wordpress.com
Christoph Aistleitner Dmitriy Bilyk Bence Borda Johann Brauchart William Chen Sonja Cox Loretta Cristea Stephan Dahlke Mahadi Ddamulira Steffen Dereich Josef Dick Benjamin Doerr Dinh Dung Martin Ehler Hans Georg Feichtinger Christel Geiss Stefan Geiss Alexander Gilbert Mike Giles Michael Gnewuch Takashi Goda Peter Grabner Karlheinz Groechenig Erika Hausenblas Mario …
Illogisme et idée préconçue - Page 2
www.forum-metaphysique.com
agecanonix a écrit:Blork a écrit:La probabilité montre juste que l'évolution telle qu'on la connaît est peu probable, pas qu'elle est impossible... exit les mir
Workshop 2 | ESI Program On Tractability Of High ...
esi2017.wordpress.com
Workshop 2 - Tractability of high dimensional problems October 9 – 13, Monday, October 9, :00 – 10:00 Registration 10:00 – 10:30 Ian H. Sloan On the generation of random fields 10:30 – 11:00 Coffee / Tea Break 11:00 – 11:30 Christel Geiss Random-walk approximation of (backward) SDEs: L2-rate 11:30 – 12:00 Mario…
Miscellaneous
An introduction to probability theory. Christel Geiss and Stefan...
docplayer.net
A itroductio to probability theory Christel Geiss ad Stefa Geiss Departmet of Mathematics ad Statistics Uiversity of Jyväskylä October 10, Cotets 1 Probability ...
Non-Life Insurance Mathematics. Christel Geiss and Stefan Geiss...
docplayer.net
Non-Life Insurance Mathematics Christel Geiss and Stefan Geiss Department of Mathematics and Statistics University of Jyväskylä July 29, Contents 1 Introduction Some facts about probability
Christel Geiss - Personal Web Page
users.jyu.fi
Christel Geiss Senior lecturer, member of the Stochastics group at the Department of Mathematics and Statistics of the University of Jyväskylä. Research topics: Stochastic Analysis ; Lévy Processes ; Backward Stochastic Differential Equations
Christel Geiss - Research - Jyväskylän yliopisto
users.jyu.fi
Christel Geiss - Research PAPERS. Product and Moment Formulas for Iterated Stochastic Integrals (associated with Lévy Processes). With P. Di Tella. Stochastics, arXiv ; Existence, Uniqueness and Malliavin Differentiability of Lévy-driven BSDEs with locally Lipschitz Driver. With A. Steinicke. Stochastics, arXiv
Profil de Christel Geiss (bibiche19) | Pinterest
www.pinterest.fr
Découvrez tout ce que Christel Geiss (bibiche19) a découvert sur Pinterest, la plus grande collection d'idées au monde.
NUKAT | Prosto do informacji - katalog zbiorów polskich bibliotek...
katalog.nukat.edu.pl
An introduction to probability theory / Christel Geiss and Stefan Geiss. Geiss, Christel. Adres wydawniczy. Jyväskylä : Jyväskylän yliopisto, Zawartość serii.
AMS :: Transactions of the American Mathematical Society
www.ams.org
Christel Geiss and Eija Laukkarinen, Denseness of certain smooth Lévy functionals in 픻_{1,2}, Probab. Math. Statist. 31 (2011), no. 1, 1–15. MR ; C. Geiss and A. Steinicke, -variation of Lévy driven BSDEs with non-smooth terminal conditions, ArXiv v3.
6th International Conference on Stochastic Analysis and Its...
bcc.impan.pl
Banach Center Conferences
Activity of the EDPs 2 team - univ-smb.fr
www.lama.univ-savoie.fr
[5] Simulation of BSDEs with jumps by Wiener Chaos Expansion, Christel Geiss and Céline Labart. Stochastic Processes and their Applications, Vol 126, pp , [6] Simulation of McKean-Vlasov BSDEs by Wiener Chaos Expansion, Celine Acary-Robert, Philippe Briand and Abir Ghannoum and Céline Labart , submitted.
Donsker-Type Theorem for BSDEs: Rate of Convergence ...
hal.archives-ouvertes.fr
Philippe Briand, Christel Geiss, Stefan Geiss, Celine Labart. Donsker-Type Theorem for BSDEs: Rate of Convergence hal
MATS260 Todennäköisyysteoria 1 - Linkkejä
math.aalto.fi
MATS260 Todennäköisyysteoria 1 (5 op) Kurssin tiedot; ... Christel Geiss & Stefan Geiss. An Introduction to Probability Theory. Jyväskylän yliopisto
Participants | ESI Program On Tractability Of High Dimensional...
esi2017.jku.at
Christoph Aistleitner Dmitriy Bilyk Bence Borda Johann Brauchart William Chen Sonja Cox Loretta Cristea Stephan Dahlke Mahadi Ddamulira Steffen Dereich Josef...
Philippe Briand
www.lama.univ-savoie.fr
· with Christel Geiss, Stefan Geiss and Céline Labart, Donsker-Type Theorem for BSDEs: Rate of Convergence. arXiv: ; with Pierre Cardaliaguet, Paul-Éric Chaudru de Raynal and Ying Hu, Forward and Backward Stochastic Differential Equations with normal constraint in law.
Existence, uniqueness and Malliavin differentiability of Lévy ...
pure.unileoben.ac.at
... quadratic BSDEs, Malliavin differentiability of BSDEs, Existence and uniqueness of solutions to BSDEs",. author = "Christel Geiss and Alexander Steinicke",.
Generalized fractional smoothness and Lp-variation of ...
dumas.ccsd.cnrs.fr
Christel Geiss 1 Stefan Geiss 1 Emmanuel Gobet 2 Détails 1 Department of Mathematics [Innsbruck] 2 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique
Related search requests for Christel Geiss
| Emmanuel Gobet Alexander Steinicke Philippe Briand | Antti Luoto Céline Labart Evelyn Buckwar | Stefan Geiss |
Person "Geiss" (1) Forename "Christel" (3517) Name "Geiss" (368) |
sorted by relevance / date