# T:A:L:K:S

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 title: Multi-level Monte Carlo Smoothing for Approximation of Densities name: Ritter first name: Klaus location/conference: RDSN14 abstract: We discuss how to employ the multi-level technique for approximation of distribution function or density on a compact interval, and we sketch an application to asymmetric flow field flow fractionation ($\mathrm{AF}^4$), which is a process engineering technique for the separation of nano particles. Mathematically, this leads to the study of exit times of reflected diffusions. Joint work with Mike Giles (Oxford Univ.) and Tigran Nagapetyan (Fraunhofer ITWM, Kaiserslautern).