70 Infos zu Christian Litterer

1 Aktuelle Nachrichten

1 Profile in Sozialen Netzwerken

22 Apr 2016, Christian Litterer (York), Kusuoka-Stroock gradient bounds for the solution of the filtering equation. 29 Apr 2016, Alison Ramage (Strathclyde) ...

3 Infos zur Ausbildung

A dual algorithm for stochastic control problems: Applications to Uncertain Volatility Models and CVA. Research output: Contribution to journal › Article ...

A dual algorithm for stochastic control problems: Applications to Uncertain Volatility Models and CVA · Litterer, C., Ren, Z. & Henry-Labordère, P. 19 Apr

Christian Litterer

5 Bücher zum Namen

The Signature in Numerical Algorithms. Front Cover. Christian Litterer. University of Oxford, Algorithms pages. 0 Reviews ...

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...

... Some infinite dimensional rough-paths Christian Litterer Numerical analysis on Wiener space: cubature methods Singular Structures in Variational PDE's (org.

... Martingale Measure, Annals of Probability 24, 206–236. Cubature on Wiener Space Continued Christian Litterer and Terry Lyons Remarks References.

1 Songs & Musik

... 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 ...

11 Dokumente

Submission history. From: Christian Litterer [view email] [v1] Sun, 3 Nov :45:20 GMT (30kb). Which authors of this paper are endorsers?

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

Christian Litterer and Terry Lyons, High order recombination and an application to cubature on Wiener space, manuscript to appear.

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 ...

5 Wissenschaftliche Publikationen

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List of computer science publications by Christian Litterer.

Ankuendigungen: Vorlesung. Mo HS MA 041, Do Uhr HS . Uebung Freitag Seminarraum MA 551, von Herrn Dr. Christian Litterer gehalten

17: :30 Christian Litterer (University of Oxford): Rough paths in geometric settings. Abstract: We develop a fundamental framework for and extend the ...

3 Allgemeine Veröffentlichungen

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. Christian Litterer · Harald Oberhauser. Received: 4 October Accepted: 27 July ...

Christian Litterer %A Terry Lyons %J Mathematics %D %I arXiv %X We develop a ...

38 Webfunde aus dem Netz

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Josef Teichmann (ETH Zürich). Nizar Touzi (École Polytechnique). Hendrik Weber (Warwick). Organisers: Thomas Cass (Imperial). Christian Litterer (York) ...

A Chen-Fliess approximation for diffusion functionals - Christian Litterer We show that an interesting class of functionals of stochastic differential equations can ...

Search results for: Christian Litterer ... Christian Litterer, Harald Oberhauser · Monatshefte für Mathematik > > 175 > 4 > We show that the ...

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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 ...

Christian Litterer (Imperial College London) Dan Crisan (Imperial College London) IS35 - Stochastic geometry and spatial point porcesses. Organizer:

Thomas Cass, Bruce K. Driver and Christian Litterer. Journal: Proceedings of the London Mathematical Society, 2015, Volume 111, Number 6, Page

Authors: Thomas Cass and Christian Litterer Journal: Proc. Amer. Math. Soc.

Thomas Cass and Christian Litterer and Terry Lyons Integrability and tail estimates for Gaussian rough differential equations ...

Constrained rough paths. Thomas Cass, Bruce K. Driver and Christian Litterer. Abstract. We introduce a notion of rough paths on embedded submanifolds and ...

The Annals of Probability

S THOMAS CASS AND CHRISTIAN LITTERER.

Definition of Oberhaus in the Fine Dictionary. Meaning of Oberhaus with il…rations and photos. Pronunciation of Oberhaus and its etymology. Related words -...

Greg Gyurkó played an important role in developing the linear ODE solver (which uses Padé Approximations), and Christian Litterer did the first open-gl ...

Información de la revista Proceedings of the American Mathematical Society

Hiroshi Kawabi (Okayama University) David Kelly (University of North Carolina) Christian Litterer (École Polytechnique) Terence Lyons (University of Oxford)

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