KAUST CEMSE AMCS STOCHNUM Phd Dissertation Defense Pedro Vilanova Multilevel Approximations of Markovian Jump Processes
Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks By Pedro Vilanova (PhD Student of Prof. Raul Tempone, KAUST)
Pedro Andres Vilanova Guerra
Sunday, May 03, 14:00
- 15:00
Pearl Hall, Ground Level, Al Marsa Yacht Club
PhD Dissertation Defense
KAUST CEMSE AMCS STOCHNUM Seminar Ajay Jasra Sequential Monte Carlo Methods
Sequential Monte Carlo Methods By Prof. Ajay Jasra (National University of Singapore)
Prof. Ajay Jasra
Tuesday, October 14, 11:00
- 12:30
Building 1, Room 4214
Seminar
Prof. Raul Tempone and Dr. Chiheb Ben Hammouda are organizing a minisymposia "Hierarchical Methods for Variance Reduction" at the MCQMC Conference, 10-14 August 2020, University of Oxford
3 years 3 months ago
PhD student Abdul Lateef Haji Ali will give the talk: "Monte Carlo methods for Stochastic Particle Systems in the Mean-field" at University of Basel, Switzerland
8 years 3 months ago
On non-asymptotic optimal stopping criteria in Monte Carlo Simulations
9 years 6 months ago
Prof. Tempone is plenary speaker at MCQMC2014
10 years 1 month ago
Monte Carlo Euler approximations of HJM term structure financial models
10 years 10 months ago
Adaptive Monte Carlo algorithms for stopped diffusion
18 years 5 months ago
Convergence rates for adaptive weak approximation of stochastic differential equations
18 years 5 months ago
Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
18 years 7 months ago
Galerkin finite element approximations of stochastic elliptic partial differential equations
19 years 5 months ago