------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 05.10.2017, 16:30, seminar room SR11 University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Oleg I. Klesov and Elena Timoshenko (National Technical University of Ukraine) http://matan.kpi.ua/en/people/klesov/ "Generalized renewal processes with applications to stochastic differential equations" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 6.10.2017, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Efstathia Bura (TU Wien) http://astat.tuwien.ac.at/bura/ "Near-equivalence in Forecasting Accuracy of Linear Dimension Reduction Methods in Large Panels of Macro-variables" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see https://www.wu.ac.at/en/statmath/research/resseminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ======================================================================== A week later ... ======================================================================== FAM @ TU Wien: Lecture Series in Financial and Actuarial Mathematics ------------------------------------------------------------------------ Tu., 10.10.2017, 16:30, Seminarraum DB gelb 03 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 3rd floor, yellow section Sabrina Mulinacci (University of Bologna, IT) https://www.unibo.it/sitoweb/sabrina.mulinacci/ "Generalizations of the Marshall-Olkin distribution and applications" (Vortragsreihe in Finanz- und Versicherungsmathematik) Due to limited space we ask for registration! For further details (including abstracts) see: https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ Erwin Schrödinger Int. Institute for Mathematics and Physics (ESI) ------------------------------------------------------------------------ Mo.-Fr., October 9-13, 2017, ESI, Boltzmanngasse 9, 1090 Wien Workshop 2 - Tractability of high dimensional problems A few of the talks might be interesting for people in the area of financial mathematics, e.g., David Krieg "Optimal Monte Carlo Methods for L2-Approximation" (10.10.2017, 16:00-16:30) Michaela Szölgyenyi "Strong convergence of the Euler-Maruyama scheme for SDEs with discontinuous drift" (11.10.2017, 10:30-11:00) Andreas Neuenkirch "An adaptive Euler scheme for SDEs with discontinuous drift coefficients" (11.10.2017, 11:00-11:30) Arnulf Jentzen "Stochastic approximation algorithms for second-order parabolic partial differential equations" (12.10.2017, 11:30-12:00) Paweł Przybyłowicz "Recent developments in optimal global approximation of solutions of jump-diffusion SDEs" (12.10.2017, 16:00-16:30) For program (all talks) please see: https://esi2017.wordpress.com/participants-workshop-2/ There is no official registration, but due to limited space we suggest to write an email to secr(a)esi.ac.at and tell which talk(s) you will attend. ------------------------------------------------------------------------