Michaela Szölgyenyi

Orcid: 0000-0003-2987-2251

Affiliations:
  • University of Klagenfurt, Department of Statistics, Austria


According to our database1, Michaela Szölgyenyi authored at least 12 papers between 2018 and 2025.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2025
Matthieu Dolbeault is the winner of the 2024 Joseph F. Traub Information-Based Complexity Young Researcher Award.
J. Complex., 2025

2024
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs.
J. Comput. Appl. Math., April, 2024

Kateryna Pozharska is the winner of the 2023 Joseph F. Traub Information-Based Complexity Young Researcher Award.
J. Complex., February, 2024

Bicausal optimal transport for SDEs with irregular coefficients.
CoRR, 2024

2023
Information-based complexity young researcher award.
J. Complex., April, 2023

Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift.
CoRR, 2023

2022
Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift.
CoRR, 2022

A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient.
CoRR, 2022

2021
Stochastic differential equations with irregular coefficients: ~mind the gap!
CoRR, 2021

Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift.
Appl. Math. Comput., 2021

2019
An Adaptive Euler-Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis.
SIAM J. Numer. Anal., 2019

2018
Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient.
Numerische Mathematik, 2018


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