Optimal quasi-Monte Carlo rules on higher order digital nets for numerical integration of multivariate periodic functions
Aicke Hinrichs
Johannes Kepler Universität Linz
September 17, 2014
Preasymptotic estimates for approximation of multivariate Sobolev functions
Thomas Kühn
Universität Leipzig
September 16, 2014
Multilevel Monte Carlo methods for discontinuous payoffs in the Heston model
Andreas Neuenkirch
Universität Mannheim
September 16, 2014
On a mild Ito formula for stochastic partial differential equations (SPDEs) and on weak convergence rates for SPDEs with nonlinear diffusion coefficients
Arnulf Jentzen
Eidgenössische TH Hönggerberg
September 16, 2014
Regularity of SDEs with non-globally Lipschitz continuous coefficients
Sonja Cox
Eidgenössische TH Hönggerberg
September 16, 2014
Two topics in parametric integration applied to stochastic simulation in industrial engineering
Jeremy Staum
Northwestern University
September 15, 2014
An upper bound on complexity of optimization for Gaussian random fields
James Calvin
New Jersey Institute of Technology
September 15, 2014
Constructive tractability for the Helmholtz equation
Arthur Werschulz
Fordham University
September 15, 2014