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Bath Numerical Analysis Seminars
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22 Apr 2016, Christian Litterer (York), Kusuoka-Stroock gradient bounds for the solution of the filtering equation. 29 Apr 2016, Alison Ramage (Strathclyde) ...
Ausbildung
Dr. Christian Litterer - Research Database, The University of York
pure.york.ac.uk
A dual algorithm for stochastic control problems: Applications to Uncertain Volatility Models and CVA. Research output: Contribution to journal › Article ...
Dr. Christian Litterer - Publications - Research Database, The...
pure.york.ac.uk
A dual algorithm for stochastic control problems: Applications to Uncertain Volatility Models and CVA · Litterer, C., Ren, Z. & Henry-Labordère, P. 19 Apr
Bücher
The Signature in Numerical Algorithms - Christian Litterer - Google...
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The Signature in Numerical Algorithms. Front Cover. Christian Litterer. University of Oxford, Algorithms pages. 0 Reviews ...
Stochastic Analysis and Applications 2014: In Honour of Terry Lyons -...
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Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current...
European Congress of Mathematics, Amsterdam, July,
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... Some infinite dimensional rough-paths Christian Litterer Numerical analysis on Wiener space: cubature methods Singular Structures in Variational PDE's (org.
Stochastic Processes and Applications to Mathematical Finance:...
books.google.de
... Martingale Measure, Annals of Probability 24, 206–236. Cubature on Wiener Space Continued Christian Litterer and Terry Lyons Remarks References.
Musik
Full text of "Sholes' directory of Danville, Bloomsburg and Berwick,...
archive.org
... Bright 121 Wilham G Williams 124 Emanuel Sidler 128 Christian Litterer 130 John B McCoy 132 Dennis Bright 134 Amos Vastine X CHESTNUT 205 Mrs Alice ...
Dokumente zum Namen
[ ] Kusuoka-Stroock gradient bounds for the solution of the...
arxiv.org
Submission history. From: Christian Litterer [view email] [v1] Sun, 3 Nov :45:20 GMT (30kb). Which authors of this paper are endorsers?
A Dual Algorithm for Stochastic Control Problems: Applications to...
papers.ssrn.com
We derive an algorithm in the spirit of Rogers and Davis & Burstein that leads to upper bounds for stochastic control problems. Our bounds complement lower bi
Summer School 2009
page.math.tu-berlin.de
Christian Litterer and Terry Lyons, High order recombination and an application to cubature on Wiener space, manuscript to appear.
[ ] On the error estimate for cubature on Wiener space
arxiv.org
Authors:Thomas Cass, Christian Litterer. (Submitted on 19 May 2011). Abstract: It was pointed out in Crisan, Ghazali [2] that the error estimate for the cubature ...
Wissenschaftliche Veröffentlichungen
LandOfFree - Scientist - Christian Litterer
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Check out Christian Litterer. Rate and share your experience with other people.
Vorlesung Mathematische Statistik TU BERLIN SoSe 2011
www.mathematik.uni-muenchen.de
Ankuendigungen: Vorlesung. Mo HS MA 041, Do Uhr HS . Uebung Freitag Seminarraum MA 551, von Herrn Dr. Christian Litterer gehalten
HIM: Trimester Seminar
www.him.uni-bonn.de
17: :30 Christian Litterer (University of Oxford): Rough paths in geometric settings. Abstract: We develop a fundamental framework for and extend the ...
Veröffentlichungen allgemein
EconPapers: Cubature on Wiener Space Continued
econpapers.repec.org
By Christian Litterer and Terry Lyons; Abstract: AbstractHigher order particle methods can provide an accurate description of an evolving family ...
On a Chen–Fliess approximation for diffusion functionals |...
link.springer.com
On a Chen–Fliess approximation for diffusion functionals. Christian Litterer · Harald Oberhauser. Received: 4 October Accepted: 27 July ...
%0 Journal Article %T Rough Paths on Manifolds %A Thomas Cass ...
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Christian Litterer %A Terry Lyons %J Mathematics %D %I arXiv %X We
develop a ...
Sonstiges
https://www.google.com/search?q=Christian+Litterer&gws_rd=ssl
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Invited speakers - Stochastic Analysis, Rough paths, Geometry
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Josef Teichmann (ETH Zürich). Nizar Touzi (École Polytechnique). Hendrik Weber (Warwick). Organisers: Thomas Cass (Imperial). Christian Litterer (York) ...
Internet Archive Search: creator:"Christian Litterer"
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A Chen-Fliess approximation for diffusion functionals - Christian Litterer We show that an interesting class of functionals of stochastic differential equations can ...
Christian Litterer
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Search results for: Christian Litterer ... Christian Litterer, Harald Oberhauser · Monatshefte für Mathematik > > 175 > 4 > We show that the ...
Internet Archive Search: creator:"Christian Litterer" AND...
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au:Litterer_C in:math - SciRate Search
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We derive an algorithm in the spirit of Rogers and Davis & Burstein that leads to upper bounds for stochastic control problems. Our bounds complement lower ...
8th World Congress in Probability and Statistics
www.worldcong2012.org
Christian Litterer (Imperial College London) Dan Crisan (Imperial College London) IS35 - Stochastic geometry and spatial point porcesses. Organizer:
SpringerCitations - Details Page
citations.springernature.com
Thomas Cass, Bruce K. Driver and Christian Litterer. Journal: Proceedings of the London Mathematical Society, 2015, Volume 111, Number 6, Page
AMS :: Proceedings of the American Mathematical Society
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Authors: Thomas Cass and Christian Litterer Journal: Proc. Amer. Math. Soc.
Annals of Probability
ftp.math.utah.edu
Thomas Cass and Christian Litterer and Terry Lyons Integrability and tail estimates for Gaussian rough differential equations ...
Constrained rough paths – topic of research paper in Mathematics....
cyberleninka.org
Constrained rough paths. Thomas Cass, Bruce K. Driver and Christian Litterer. Abstract. We introduce a notion of rough paths on embedded submanifolds and ...
Smoothness of the density for solutions to Gaussian rough...
projecteuclid.org
The Annals of Probability
On The Error Estimate for Cubature on Wiener Space - ProQuest
www.proquest.com
S THOMAS CASS AND CHRISTIAN LITTERER.
Oberhaus Definition, Meaning & Usage | FineDictionary.com
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Definition of Oberhaus in the Fine Dictionary. Meaning of Oberhaus with il…rations and photos. Pronunciation of Oberhaus and its etymology. Related words -...
Rough Differential Equations
coropa.sourceforge.io
Greg Gyurkó played an important role in developing the linear ODE solver (which uses Padé Approximations), and Christian Litterer did the first open-gl ...
Proceedings of the American Mathematical Society , Vol. 143, Nº...
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Información de la revista Proceedings of the American Mathematical Society
Rough Paths: Theory and Applications (Speaker-list) - IPAM
www.ipam.ucla.edu
Hiroshi Kawabi (Okayama University) David Kelly (University of North Carolina) Christian Litterer (École Polytechnique) Terence Lyons (University of Oxford)
Making cubature work Terry Lyons Wonjung Lee, Wei Pan, Greg Gyurko,...
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