RTG 2131 - Mini-Workshop 2018
Mini-Workshop on high-dimensional BSDEs and PDEs
| Thursday, May 24th | ||
|---|---|---|
| 12:30 | Registration and coffee | |
| 13:00-14:30 | Arnulf Jentzen (ETH Zürich) | Minicourse: An introduction to machine learning approximation methods: Algorithms, Error Analyses, Curse of Dimensionality, and Partial Differential Equations (PDEs) |
| 14:30-15:00 | Coffeebreak | |
| 15:00-16:30 | Arnulf Jentzen (ETH Zürich) | Minicourse: An introduction to machine learning approximation methods: Algorithms, Error Analyses, Curse of Dimensionality, and Partial Differential Equations (PDEs) |
| 16:30-17:00 | Coffeebreak | |
| 17:00-17:30 | Arnulf Jentzen (ETH Zürich) | Minicourse: An introduction to machine learning approximation methods: Algorithms, Error Analyses, Curse of Dimensionality, and Partial Differential Equations (PDEs) |
| 17:30-18:15 | Christa Cuchiero (University of Vienna) | Markovian representations of affine stochastic Volterra processes |
| 19:00 | Workshop-Diner | |
| Friday, May 25th | ||
|---|---|---|
| 9:00-9:45 | Nizar Touzi (Ecole Polytechnique) |
Random horizon second order backward SDE and Principal- |
| 9:45-10:30 | Nadia Oudjane (EDF R & D, France) |
McKean Feynman-Kac representations of nonlinear PDEs and |
| 10:30-11:00 | Coffee break | |
| 11:00-11:45 |
Thomas Kruse (University of Duisburg-Essen) |
Multilevel Picard approximations for high-dimensional nonlinear |
| 11:45-12:30 | Lukasz Szpruch (University of Edinburgh) | Weak Error Expansion for Mean-Field SDEs |