Covariance Eigenproblems and their Numerical Treatment By Prof. Oliver Ernst (Technical University Bergakademie Freiberg, Germany) Prof. Oliver Ernst, Technical University Bergakademie Freiberg, Germany Sep 26, 15:00 - 16:00 B1 R4214
Sharp Complexity Bounds For Computing Quadrature Formulas for Marginal Distribution of SDEs By Prof. Thomas Mueller (University of Passau, Germany) Prof. Thomas Mueller, University of Passau, Germany Sep 17, 15:00 - 16:00 B1 R4214
The Multi-Level Monte Carlo Technique for Approximation of Distribution Functions and an Application to AF4 By Prof. Klaus Ritter (Technische Universität Kaiserslautern, Germany) Prof. Klaus Ritter, Technische Universität Kaiserslautern Sep 16, 15:00 - 16:00 B1 R4214
