Prati
Verena Schwarz
Verena Schwarz
Department of Statistics, University of Klagenfurt
Potvrđena adresa e-pošte na aau.at - Početna stranica
Naslov
Citirano
Citirano
Godina
A higher-order approximation method for jump-diffusion SDEs with a discontinuous drift coefficient
P Przybyłowicz, V Schwarz, M Szölgyenyi
Journal of Mathematical Analysis and Applications 538 (1), 128319, 2024
62024
Randomized Milstein algorithm for approximation of solutions of jump–diffusion SDEs
P Przybyłowicz, V Schwarz, M Szölgyenyi
Journal of Computational and Applied Mathematics 440, 115631, 2024
32024
Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift
P Przybyłowicz, V Schwarz, M Szölgyenyi
arXiv preprint arXiv:2303.05945, 2023
22023
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
P Przybyłowicz, V Schwarz, A Steinicke, M Szölgyenyi
arXiv preprint arXiv:2201.06278, 2022
22022
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