[FAM-news] reminder for upcoming seminars and talks

Sandra Trenovatz sandra at fam.tuwien.ac.at
Fri Sep 29 16:36:18 CEST 2017


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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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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/

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WU Wien, Institute for Statistics and Mathematics
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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

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A week later ...
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FAM @ TU Wien: Lecture Series in Financial and Actuarial Mathematics
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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/

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Erwin Schrödinger Int. Institute for Mathematics and Physics (ESI)
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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 at esi.ac.at and tell which talk(s) you will attend.

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