SPPJT
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 parameterdependent PDEs"
Ballani, Jonas
"A fast matrixfree algorithm for spectral approximations to the timedependent linear Schrödinger equation"
Brumm, Bernd
"Pricing Bermudan options via multilevel 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 BioChemical 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
"NonNegativity Dimensionality Reduction in Signal Separation"
KrauseSolberg, 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"
PlonkaHoch, Gerlind
"A Discrepancy bound of Markov chain quasiMonte Carlo"
Rudolf, Daniel
"Convergence of gradient algorithm in hierachical tensor formats"
Schneider, Reinhold
"A primaldual algorithm for BSDEs"
Schweizer, Nikolaus
"Bayesian Inversion for groundwater problems"
Sprungk, Björn
"Reduced Basis Method for the HamiltonJacobiBellman Equation"
Steck, Sebastian
"Approximation of multivariate functions by trigonometric polynomials based on rank1 lattice sampling"
Volkmer, Toni
"A deterministic algorithm based on discretized WagnerPlaten steps for quadrature of marginals of SDEs"
Yaroslavtseva, Larisa
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