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A reduced fast component-by-component construction of (polynomial) lattice points
Presenter
- Peter Kritzer
September 18, 2014
ICERM
Optimal approximation of Sobolev functions in the L2 and in the supremum norm
Presenter
- Winfried Sickel
September 18, 2014
ICERM
A dynamic near-optimal algorithm for online linear programming
Presenter
- Yinyu Ye
September 17, 2014
ICERM
Tractability of multivariate integration in Hermite spaces
Presenter
- Friedrich Pillichshammer
September 17, 2014
ICERM
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