Recent Developments in Applied Probability and Statistics

1. Front Matter

   Pages I-XII

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2. On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders

   • Luc Devroye

   Pages 1-35

3. A Review on Regression-based Monte Carlo Methods for Pricing American Options

   • Michael Kohler

   Pages 37-58

4. Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments

   • Ralf Korn, Stefanie Müller

   Pages 59-77

5. Uncertainty in Gaussian Process Interpolation

   • Hilke Kracker, Björn Bornkamp, Sonja Kuhnt, Ursula Gather, Katja Ickstadt

   Pages 79-102

6. On the Inversive Pseudorandom Number Generator

   • Wilfried Meidl, Alev Topuzoğlu

   Pages 103-125

7. Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments

   • Andreas Rößler

   Pages 127-153

8. On Robust Gaussian Graphical Modeling

   • Daniel Vogel, Roland Fried

   Pages 155-182

9. Strong Laws of Large Numbers and Nonparametric Estimation

   • Harro Walk

   Pages 183-214

10. Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution)

    • Bülent Karasözen

    Pages 215-221

11. Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution)

    • Ralf Korn

    Pages 223-227

12. Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution)

    • Michael Schäfer

    Pages 229-235

This book is devoted to Professor Jürgen Lehn, who passed away on September 29, 2008, at the age of 67. It contains invited papers that were presented at the Wo- shop on Recent Developments in Applied Probability and Statistics Dedicated to the Memory of Professor Jürgen Lehn, Middle East Technical University (METU), Ankara, April 23–24, 2009, which was jointly organized by the Technische Univ- sität Darmstadt (TUD) and METU. The papers present surveys on recent devel- ments in the area of applied probability and statistics. In addition, papers from the Panel Discussion: Impact of Mathematics in Science, Technology and Economics are included. Jürgen Lehn was born on the 28th of April, 1941 in Karlsruhe. From 1961 to 1968 he studied mathematics in Freiburg and Karlsruhe, and obtained a Diploma in Mathematics from the University of Karlsruhe in 1968. He obtained his Ph.D. at the University of Regensburg in 1972, and his Habilitation at the University of Karlsruhe in 1978. Later in 1978, he became a C3 level professor of Mathematical Statistics at the University of Marburg. In 1980 he was promoted to a C4 level professorship in mathematics at the TUD where he was a researcher until his death.

• , School of Computer Science, McGill University, Montreal, Canada

  Luc Devroye

• , Mathematics & Institute of Applied Mathe, Middle East Technical University, Ankara, Turkey

  Bülent Karasözen

• FB Mathematik, TU Darmstadt, Darmstadt, Germany

  Michael Kohler

• , Mathematics, University of Kaiserslautern, Kaiserslautern, Germany

  Ralf Korn

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