Workshop Rough Paths and Numerical Integration Methods
Philipps-University, Marburg


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List of Talks:
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(ordered by name)
  1. "Lower bounds for tubes under a local first order Hörmander condition"
    Bally, Vlad

  2. "Applications of cubature on Wiener space in stochastic volatility modeling"
    Bayer, Christian

  3. "Splitting methods for stochastic PDEs: a semigroup perspective"
    Doersek, Philipp

  4. "Two SPDE applications using multilevel Monte Carlo"
    Giles, Mike

  5. "A mild Ito formula for SPDEs"
    Jentzen, Arnulf

  6. "Approximations for SDEs driven by Levy processes"
    Kohatsu-Higa, Arturo

  7. "Strong Approximation of SDEs under Non-Standard Assumptions"
    Neuenkirch, Andreas

  8. "Some trials on extending the higher order weak approximation algorithms for SDEs"
    Ninomiya, Syoiti

  9. "Statistical modelling through rough paths"
    Papavasiliou, Anastasia

  10. "Convergence rates for the full Gaussian rough paths"
    Riedel, Sebastian

  11. "Constructive Quantization of SDEs"
    Ritter, Klaus

  12. "Multi-level dual approach for pricing American options"
    Schoenmakers, John

  13. "Quantization-based simualtion of SDEs"
    Schottstedt, Reik

  14. "A functional analytic setting for cubature methods"
    Teichmann, Josef

  15. "Extrapolation methods for weak approximation schemes and spaces of controlled growth"
    Veluscek, Dejan

  16. "Sparse space discretization of the Euler scheme for quantization of marginals of SDEs"
    Yaroslavtseva, Larisa

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