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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
Infinite-dimensional integration by the multivariate decomposition method (MDM)
Presenter
- Ian Sloan
September 15, 2014
ICERM
On Cluster Algebras of Unpunctured Surfaces with One Marked Point
Presenter
- Ralf Schifler
August 29, 2014
ICERM
Continuous limit of frieze patterns and discretization of a Virasoro orbit
Presenter
- Sergei Tabachnikov
August 29, 2014
ICERM