Start date cannot be after end date.
Optimal algorithms for doubly weighted approximation of smooth functions
Presenter
- Leszek Plaskota
September 17, 2014
ICERM
Optimal quasi-Monte Carlo rules on higher order digital nets for numerical integration of multivariate periodic functions
Presenter
- Aicke Hinrichs
September 17, 2014
ICERM
Preasymptotic estimates for approximation of multivariate Sobolev functions
Presenter
- Thomas Kühn
September 16, 2014
ICERM
Multilevel Monte Carlo methods for discontinuous payoffs in the Heston model
Presenter
- Andreas Neuenkirch
September 16, 2014
ICERM
On a mild Ito formula for stochastic partial differential equations (SPDEs) and on weak convergence rates for SPDEs with nonlinear diffusion coefficients
Presenter
- Arnulf Jentzen
September 16, 2014
ICERM
Regularity of SDEs with non-globally Lipschitz continuous coefficients
Presenter
- Sonja Cox
September 16, 2014
ICERM
Two topics in parametric integration applied to stochastic simulation in industrial engineering
Presenter
- Jeremy Staum
September 15, 2014
ICERM
An upper bound on complexity of optimization for Gaussian random fields
Presenter
- James Calvin
September 15, 2014
ICERM
Constructive tractability for the Helmholtz equation
Presenter
- Art Werschulz
September 15, 2014
ICERM
Tractability using periodized generalized Faure sequences
Presenter
- Christiane Lemieux
September 15, 2014
ICERM