Michaela Szölgyenyi
Orcid: 0000-0003-2987-2251Affiliations:
- University of Klagenfurt, Department of Statistics, Austria
According to our database1,
Michaela Szölgyenyi
authored at least 12 papers
between 2018 and 2025.
Collaborative distances:
Collaborative distances:
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Online presence:
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on stat.aau.at
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on orcid.org
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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
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
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
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