2024

 
 

2024

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    • Uncertainty as an Ingredient in Financial Modeling 

      [SNAP-2024-004-EN] Korn, Ralf (Mathematisches Forschungsinstitut Oberwolfach, 2024-12-17)
      Uncertainty - as opposed to risk - is used to describe events to which we are not able to assign a probability due to lack of information. Instead of assigning a probability to an uncertain event, we only assume that such ...

    • Voronoi Cells: Or How to Find the Nearest Bakery 

      [SNAP-2024-003-EN] Hess, Sarah; Torres, Angélica; van der Eyden, Mirte (Mathematisches Forschungsinstitut Oberwolfach, 2024-09-05)
      Deciding which mall, hospital or school is closest to us is a problem we face everyday. It even comes on holidays with us, when we optimize our plans to make sure that we have enough time to visit all the attractions we ...

    • Randomness is Natural - an Introduction to Regularisation by Noise 

      [SNAP-2024-002-EN] Djurdjevac, Ana; Elad Altman, Henri; Rosati, Tommaso (Mathematisches Forschungsinstitut Oberwolfach, 2024-05-22)
      Differential equations make predictions on the future state of a system given the present. In order to get a sensible prediction, sometimes it is necessary to include randomness in differential equations, taking microscopic ...

    • Waves and Incidences 

      [SNAP-2024-001-EN] Yung, Po-Lam (Mathematisches Forschungsinstitut Oberwolfach, 2024-04-09)
      The wave equation in Euclidean spaces describes many natural phenomena such as sound, light, or water waves. We explore how its solutions are related to the geometric problem of how long thin cylinders can intersect each ...