Publications
Peer-reviewed
Paweł Przybyłowicz, Verena Schwarz, and Michaela Szölgyenyi, Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs, Journal of Computational and Applied Mathematics, vol. 440, p. 115631, 2024.
Paweł Przybyłowicz, Verena Schwarz, and Michaela Szölgyenyi, A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient, Journal of Mathematical Analysis and Applications, vol. 538, no. 1, p. 128319, 2024.
Accepted
Paweł Przybyłowicz, Verena Schwarz, Alexander Steinicke, and Michaela Szölgyenyi, A Skorohod measurable universal functional representation of solutions to semimartingale SDEs, To appear in: Stochastic Analysis and Applications, arXiv:2211.08739, 2022.
Submitted
Paweł Przybyłowicz, Verena Schwarz, and Michaela Szölgyenyi, Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift, arXiv:2023.05945, 2023.
Academic theses
Verena Schwarz, Central Limit Theorems for Moving Average Random Fields, Master’s thesis, Ulm University, Germany, 2020.