Christel Geiss  Research
 Product and Moment Formulas for Iterated Stochastic Integrals (associated with Lévy Processes).
With P. Di Tella.
Stochastics, 2019
arXiv

Existence, Uniqueness and Malliavin Differentiability of Lévydriven BSDEs with locally Lipschitz Driver.
With A. Steinicke.
Stochastics, 2019
arXiv

On first exit times and their means for Brownian bridges.
With A. Luoto and P. Salminen.
Journal of Applied Probability 2019
arXiv

Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting.
With A. Steinicke.
Probability, Uncertainty and Quantitative Risk 2018

Random walk approximation of BSDEs with Hölder continuous terminal condition.
With C. Labart and A. Luoto.
Bernoulli
arXiv
 Simulation of BSDEs with jumps by Wiener Chaos Expansion.
With C. Labart.
Stoch. Proc. Appl. 126, pp.21232162, 2016.
arXiv
Erratum to “Simulation of BSDEs with jumps by Wiener Chaos expansion”
[Stochastic Process. Appl. 126 (2016) 2123–2162].
With Céline Labart.
Stoch. Proc. Appl.
 Malliavin derivative of random functions and applications to Lévy driven BSDEs.
With A. Steinicke.
Electron. J. Probab. 21 pp. 28, 2016. arXiv
 L_{2}variation of Lévy driven BSDEs with nonsmooth terminal conditions.
With A. Steinicke.
Bernoulli 22, Number 2, pp.9951025, 2016.
 A note on Malliavin fractional smoothness for Lévy processes and approximation.
With S. Geiss and E. Laukkarinen.
Potential Analysis 39, pp.203230, 2013.
 Generalized fractional smoothness and L_{p}variation of BSDEs with nonLipschitz terminal conditions.
With S. Geiss and E. Gobet.
Stoch. Proc. Appl. 122, pp.20782116, 2012.
 Denseness of certain smooth Lévy functionals in D_{1,2} .
With E. Laukkarinen.
Probab. Math. Statist 31,
pp. 115, 2011.
 On an approximation
problem for stochastic integrals where
random time nets do not help.
With S. Geiss.
Stoch. Proc. Appl. 116, pp.407422, 2006.
 On approximation of a class of stochastic integrals and interpolation.
With S. Geiss.
Stochastics and Stochastics Reports 76, pp.339362, 2004.
 Comparison theorems for stochastic differential equations in finite and infinite dimensions.
With R. Manthey.
Stoch. Processes Appl. 53, 1994.
 Comparison theorems for stochastic differential equations.
With R. Manthey.
Stochastic Processes
and Optimal Control. Stochastics Monographs. Gordon & Breach, 1993.
 Existence and uniqueness of solutions to Volterra’s population equation
with diffusion and noise.
With R. Manthey.
Stochastics and Stochastics Reports 41, pp. 135161, 1992.
 On the central limit theorem in D [0;1] and
D([0;1];H).
With V. Paulauskas.
Liet. mat. rink. XXX (3), 1990.
 Transition probability and invariant distribution of a nonlinear stochastic
partial differential equation.
With G. Jetschke.
Forschungsergebnisse N/89/13, 1989.
 Nonlinear reactiondiffusion equations with white noise
disturbance generate strong Markov processes.
With G. Jetschke and R. Manthey.
Forschungsergebnisse N/87/7, 1987.
 An ergodic theorem for intermittency of piecewise linear iterated maps.
With G. Jetschke.
J. Phys. A: Math. Gen 20, pp.31853197, 1987.

L2Approximation rate of forwardbackward SDEs using random walk.
With C. Labart and A. Luoto.
arXiv
 DonskerType Theorem for BSDEs: Rate of Convergence.
With P. Briand, S. Geiss and C. Labart.
arXiv
Department of Mathematics and Statistics, P.O.Box 35 (MaD) FI40014 University of Jyväskylä, Finland,
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