SPP-JT
13
5th Annual Meeting of SPP 1324
December 04 - 06, 2013
Eisenach, Pentahotel
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(ordered by name)
"Multilevel Monte Carlo Quadrature of Discontinuous Payoffs in the Generalized Heston Model using Malliavin Integration by Parts"
Altmayer, Martin
"Hierarchical tensor approximation of output quantities of parameter-dependent PDEs"
Ballani, Jonas
"A fast matrix-free algorithm for spectral approximations to the time-dependent linear Schrödinger equation"
Brumm, Bernd
"Pricing Bermudan options via multi-level approximation methods"
Dickmann, Fabian
"Rotation invariants of 2D curves"
Diehl, Joscha
"On the Convergence of Alternating Optimisation in Tensor Format Representations"
Espig, Mike
"Reduced Basis Methods for Parabolic Variational Inequalities"
Glas, Silke
"Matrix Factorization with Binary Components"
Hein, Matthias
"Hybrid models as a strategy for tackling high dimensional Bio-Chemical reaction networks."
Jahnke, Tobias
"A class of random functions in anisotropic Besov spaces"
Kinzel, Stefan
"Sampling Rule for Tensor Reconstruction in Hierarchical Tucker Format"
Kluge, Melanie
"Non-Negativity Dimensionality Reduction in Signal Separation"
Krause-Solberg, Sara
"Comparison of truncation methods in the HT format"
Kuehn, Stefan
"Multilevel Monte Carlo for Levy driven SDEs: The Central Limit Theorem"
Li, Sangmeng
"Singular Behavior of the Solution to the Stochastic Heat Equation on a Polygonal Domain"
Lindner, Felix
"Generalized Prony method for sparse vector reconstruction"
Plonka-Hoch, Gerlind
"A Discrepancy bound of Markov chain quasi-Monte Carlo"
Rudolf, Daniel
"Convergence of gradient algorithm in hierachical tensor formats"
Schneider, Reinhold
"A primal-dual algorithm for BSDEs"
Schweizer, Nikolaus
"Bayesian Inversion for groundwater problems"
Sprungk, Björn
"Reduced Basis Method for the Hamilton-Jacobi-Bellman Equation"
Steck, Sebastian
"Approximation of multivariate functions by trigonometric polynomials based on rank-1 lattice sampling"
Volkmer, Toni
"A deterministic algorithm based on discretized Wagner-Platen steps for quadrature of marginals of SDEs"
Yaroslavtseva, Larisa
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