Talks
Talks at conferences and other scientific events
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Milstein scheme for jump-diffusion McKean-Vlasov SDEs
Klagenfurt-Berlin Workshop on Multiple Perspectives in Optimization, Klagenfurt, Austria, 2024
Approximation and optimality for jump-diffusion SDEs with discontinuous driftSDEs with Low-regularity Coefficients: Theory and Numerics, Turin, Italy, 2023
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs14th International Conference on Monte Carlo Methods and Applications, Paris, France, 2023 (invited talk)
Approximation and optimality for jump-diffusion SDEs with discontinuous driftConference in Mathematics of Random Systems 2023, Edinburgh, United Kingdom, 2023
Optimal approximation of jump-diffusion SDEs using randomized schemesThird Austrian Day of Women in Mathematics, online, 2023
A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficientStochastic processes, analysis and semigroups, Winter school, Trento, Italy, 2022
A higher order scheme for jump-diffusion SDEs with discontinuous driftNumerical analysis and application of SDEs, Bedlewo, Poland, 2022 (invited talk)
A jump-adapted higher order scheme for jump-diffusion SDEs with discontinuous drift10th Austrian Stochastic Days, Vienna, Austria, 2022
Approximation of jump-diffusion SDEs with discontinuous drift31th Jyväskylä Summer School, Jyväskylä, Finland, 2022 (poster presentation)
Regular conditional distributions for semimartingale SDEs15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Linz, Austria, 2022 (invited talk)
Regular conditional distributions for semimartingale SDEsSecond Austrian Day of Women in Mathematics, online, 2022
Talks at universites and other scientific institutions
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Higher-order approximation and optimality for jump-diffusion SDEs with discontinuous drift
Computational and Applied Mathematics, Chalmers University of Technology and University of Gothenburg, Sweden, 2024
Optimal approximation of jump-diffusion SDEs with discontinuous driftInternal Seminar Stochastic Analysis, University of Oxford, United Kingdom, 2023
Optimality of the randomized Milstein algorithm for solving jump-diffusion SDEsSeminar of the Departments Mathematics and Statistics, University of Klagenfurt, Austria, 2023
Higher order approximation of jump-diffusion SDEsStatus seminar of the FWF doc.funds doctoral school M.A.O., University of Klagenfurt, Austria, 2022
Numerical methods for stochastic differential equationsStatus seminar of the FWF doc.funds doctoral school M.A.O., University of Klagenfurt, Austria, 2021
Numerical methods for stochastic differential equations and dynamical systemsSeminar of the Departments Mathematics and Statistics, University of Klagenfurt, Austria, 2021