Talks

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Talks at conferences and other scientific events

Approximation and optimality for jump-diffusion SDEs with discontinuous drift

SDEs with Low-regularity Coefficients: Theory and Numerics, Turin, Italy, 2023

Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs

14th International Conference on Monte Carlo Methods and Applications, Paris, France, 2023 (invited talk)

Approximation and optimality for jump-diffusion SDEs with discontinuous drift

Conference in Mathematics of Random Systems 2023, Edinburgh, United Kingdom, 2023

Optimal approximation of jump-diffusion SDEs using randomized schemes

Third Austrian Day of Women in Mathematics, online, 2023

A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient

Stochastic processes, analysis and semigroups, Winter school, Trento, Italy, 2022

A higher order scheme for jump-diffusion SDEs with discontinuous drift

Numerical analysis and application of SDEs, Bedlewo, Poland, 2022 (invited talk)

A jump-adapted higher order scheme for jump-diffusion SDEs with discontinuous drift

10th Austrian Stochastic Days, Vienna, Austria, 2022

Approximation of jump-diffusion SDEs with discontinuous drift

31th Jyväskylä Summer School, Jyväskylä, Finland, 2022 (poster presentation)

Regular conditional distributions for semimartingale SDEs

15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Linz, Austria, 2022 (invited talk)

Regular conditional distributions for semimartingale SDEs

Second Austrian Day of Women in Mathematics, online, 2022

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Talks at universites and other scientific institutions

Higher-order approximation and optimality for jump-diffusion SDEs with discontinuous drift

Computational and applied mathematics, Chalmers University of Technology & University of Gothenburg, Sweden, 2024

Optimal approximation of jump-diffusion SDEs with discontinuous drift

Internal Seminar Stochastic Analysis, University of Oxford, United Kingdom, 2023

Optimality of the randomized Milstein algorithm for solving jump-diffusion SDEs

Seminar of the Departments Mathematics and Statistics, University of Klagenfurt, Austria, 2023

Higher order approximation of jump-diffusion SDEs

Status seminar of the FWF doc.funds doctoral school M.A.O., University of Klagenfurt, Austria, 2022

Numerical methods for stochastic differential equations

Status seminar of the FWF doc.funds doctoral school M.A.O., University of Klagenfurt, Austria, 2021

Numerical methods for stochastic differential equations and dynamical systems

Seminar of the Departments Mathematics and Statistics, University of Klagenfurt, Austria, 2021