Michaela Szölgyenyi

Available identifiers

zbMath Open szolgyenyi.michaelaDBLP217/7697WikidataQ102430113 ScholiaQ102430113MaRDI QIDQ285275

List of research outcomes

Publication	Date of Publication	Type
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs	2025-01-22	Paper
Matthieu Dolbeault is the winner of the 2024 Joseph F. Traub information-based complexity Young researcher award	2024-12-06	Paper
Stochastic differential equations with irregular coefficients: mind the gap!	2024-10-22	Paper
Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift	2024-10-14	Paper
Numerical methods for SDEs with drift discontinuous on a set of positive reach	2024-08-14	Paper
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs	2024-04-09	Paper
Kateryna Pozharska is the winner of the 2023 Joseph F. Traub information-based complexity young researcher award	2024-02-05	Paper
Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift	2023-03-10	Paper
Information-based complexity young researcher award	2023-02-17	Paper
A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient	2022-11-16	Paper
The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem	2022-05-17	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	2021-11-12	Paper
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift	2021-11-10	Paper
Stochastic differential equations with irregular coefficients:~mind the gap!	2021-04-23	Paper
Optimal liquidation under partial information with price impact	2020-04-07	Paper
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift	2019-12-09	Paper
Approximation methods for piecewise deterministic Markov processes and their costs	2019-05-10	Paper
The Euler-Maruyama Scheme for SDEs with Irregular Drift: Convergence Rates via Reduction to a Quadrature Problem	2019-04-16	Paper
An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis	2019-02-20	Paper
Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient	2018-01-26	Paper
Utility indifference pricing of insurance catastrophe derivatives	2018-01-12	Paper
A strong order \(1/2\) method for multidimensional SDEs with discontinuous drift	2017-11-07	Paper
Numerical methods for SDEs with drift discontinuous on a set of positive reach	2017-08-21	Paper
Optimal control of an energy storage facility under a changing economic environment and partial information	2016-06-22	Paper
Dividend maximization in a hidden Markov switching model	2016-06-09	Paper
A numerical method for SDEs with discontinuous drift	2016-05-19	Paper
On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion	2015-02-03	Paper
Bayesian Dividend Optimization and Finite Time Ruin Probabilities	2014-06-25	Paper
Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift	N/A	Paper
Bicausal optimal transport for SDEs with irregular coefficients	N/A	Paper

Research outcomes over time

This page was built for person: Michaela Szölgyenyi