Tractability of multivariate integration in Hermite spaces

Friedrich Pillichshammer
Johannes Kepler Universität Linz
September 17, 2014
Information-Based Complexity and Stochastic Computation
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Optimal algorithms for doubly weighted approximation of smooth functions

Leszek Plaskota
University of Warsaw
September 17, 2014
Information-Based Complexity and Stochastic Computation
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Approximation of additive random fields

Marguerite Zani
Université d'Orléans
September 17, 2014
Information-Based Complexity and Stochastic Computation
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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
Information-Based Complexity and Stochastic Computation
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Preasymptotic estimates for approximation of multivariate Sobolev functions

Thomas Kühn
Universität Leipzig
September 16, 2014
Information-Based Complexity and Stochastic Computation
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Multilevel Monte Carlo methods for discontinuous payoffs in the Heston model

Andreas Neuenkirch
Universität Mannheim
September 16, 2014
Information-Based Complexity and Stochastic Computation
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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
Information-Based Complexity and Stochastic Computation
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Regularity of SDEs with non-globally Lipschitz continuous coefficients

Sonja Cox
Eidgenössische TH Hönggerberg
September 16, 2014
Information-Based Complexity and Stochastic Computation
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Two topics in parametric integration applied to stochastic simulation in industrial engineering

Jeremy Staum
Northwestern University
September 15, 2014
Information-Based Complexity and Stochastic Computation
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