| Publication | Date of Publication | Type |
|---|
On the randomized Euler algorithm under inexact information
Journal of Computational and Applied Mathematics | 2025-11-25 | Paper |
Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs
Applied Mathematics and Computation | 2025-04-24 | Paper |
Convergence and stability of randomized implicit two-stage Runge-Kutta schemes
BIT | 2025-01-31 | Paper |
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
Stochastic Analysis and Applications | 2025-01-22 | Paper |
Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift
BIT | 2024-10-14 | Paper |
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs
Journal of Computational and Applied Mathematics | 2024-04-09 | Paper |
Euler scheme for approximation of solution of nonlinear ODEs under inexact information
Applied Numerical Mathematics | 2023-11-10 | Paper |
| On the randomized Euler algorithm under inexact information | 2023-07-10 | Paper |
Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis
BIT | 2023-06-05 | Paper |
| Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift | 2023-03-10 | Paper |
Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme
Numerical Algorithms | 2022-11-22 | Paper |
| A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient | 2022-11-16 | Paper |
On the randomized Euler schemes for ODEs under inexact information
Numerical Algorithms | 2022-10-18 | Paper |
Optimal sampling design for global approximation of jump diffusion stochastic differential equations
Stochastics | 2022-07-05 | Paper |
Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure
SIAM Journal on Numerical Analysis | 2022-04-29 | Paper |
| A Skorohod measurable universal functional representation of solutions to semimartingale SDEs | 2022-01-17 | Paper |
Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps
Statistics & Probability Letters | 2021-11-12 | Paper |
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift
Applied Mathematics and Computation | 2021-11-10 | Paper |
Randomized Runge-Kutta method -- stability and convergence under inexact information
Journal of Complexity | 2021-07-15 | Paper |
Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme
(available as arXiv preprint) | 2021-06-07 | Paper |
| On mathematical aspects of evolution of dislocation density in metallic materials | 2020-11-17 | Paper |
Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information
Journal of Computational and Applied Mathematics | 2020-09-14 | Paper |
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift
(available as arXiv preprint) | 2019-12-09 | Paper |
Optimal approximation of stochastic integrals in analytic noise model
Applied Mathematics and Computation | 2019-11-29 | Paper |
Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting
Applied Mathematics and Computation | 2019-03-20 | Paper |
Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control
Journal of Computational and Applied Mathematics | 2019-01-24 | Paper |
Efficient finite-dimensional solution of initial value problems in infinite-dimensional Banach spaces
Journal of Mathematical Analysis and Applications | 2018-12-20 | Paper |
Optimal global approximation of jump-diffusion SDEs via path-independent step-size control
Applied Numerical Mathematics | 2018-04-13 | Paper |
Efficient finite-dimensional solution of initial value problems in infinite-dimensional Banach spaces
(available as arXiv preprint) | 2017-12-18 | Paper |
Optimal pointwise approximation of SDE's from inexact information
Journal of Computational and Applied Mathematics | 2017-07-04 | Paper |
Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface
Applied Mathematics and Computation | 2017-06-09 | Paper |
Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process
Mediterranean Journal of Mathematics | 2016-12-07 | Paper |
Optimal global approximation of stochastic differential equations with additive Poisson noise
Numerical Algorithms | 2016-10-21 | Paper |
On the optimal robust solution of IVPs with noisy information
Numerical Algorithms | 2016-03-24 | Paper |
Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients
Journal of Computational and Applied Mathematics | 2015-02-18 | Paper |
Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients
International Journal of Computer Mathematics | 2014-12-29 | Paper |
Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface
Journal of Complexity | 2014-12-05 | Paper |
Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm
Applied Numerical Mathematics | 2014-03-03 | Paper |
Optimal solution of a class of non-autonomous initial-value problems with unknown singularities
Journal of Computational and Applied Mathematics | 2014-01-08 | Paper |
Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration
Journal of Computational and Applied Mathematics | 2013-04-22 | Paper |
Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions
Journal of Computational and Applied Mathematics | 2010-10-25 | Paper |
Linear information for approximation of the Itô integrals
Numerical Algorithms | 2010-01-04 | Paper |
Optimal adaptive solution of initial-value problems with unknown singularities
Journal of Complexity | 2008-09-19 | Paper |
Foundations of Monte Carlo methods and stochastic simulations -- From Monte Carlo Lebesgue integration to weak approximation of SDEs
(available as arXiv preprint) | N/A | Paper |
A Randomized Runge-Kutta Method for time-irregular delay differential equations
(available as arXiv preprint) | N/A | Paper |
Convergence and stability of randomized implicit two-stage Runge-Kutta schemes
(available as arXiv preprint) | N/A | Paper |
