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Deterministic Guaranteed Automatic Numerical Algorithms for Univariate Integration
Event Topic: Computational Mathematics & Statistics
About Equations with Drift and Diffusion
SpeakerLuis SilvestreUniversity of Chicagohttp://www.math.uchicago.edu/~luis/ Description We will discuss the parabolic equation which consists on the heat equation plus a first order term. This term...
Backward Stochastic Differential Equation
Dynamic Acceptability Indices and Risk Measures Description Mariusz Neieweglowski Title: Backward Stochastic Differential Equation Dr. Neieweglowski will start give a presentation about BSDE for...
Localized bases for fitting scattered data and kernel quadrature
Event Topic: Computational Mathematics & Statistics
Dynamic Acceptability Indices and Risk Measures
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices and Risk Measures Mr. Tao Chen will investigate the dynamical consistency properties of dynamic acceptability index and dynamic...
AMPL/PATH tutorial introduction to solving complementarity problems
Event Topic: Computational Mathematics & Statistics
Variational Implicit Solvation of Biomolecules
SpeakerBo LiUCSDhttp://math.ucsd.edu/people/faculty/Bo-Li/ Description The structure and dynamics of biomolecules such as DNA and proteins determine the functions of underlying biological systems...
g-Expectation and Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: g-Expectation and Dynamic Acceptability Indices Mr. Tao Chen will present the left continuity of conditional risk measures via g-expectation and discuss the...