Tractability of multivariate integration in Hermite spaces
Friedrich Pillichshammer
Johannes Kepler Universität Linz
September 17, 2014
Optimal algorithms for doubly weighted approximation of smooth functions
Leszek Plaskota
University of Warsaw
September 17, 2014
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