Michaela Szölgyenyi

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Person:285275

Available identifiers

zbMath Open szolgyenyi.michaelaDBLP217/7697WikidataQ102430113 ScholiaQ102430113MaRDI QIDQ285275

List of research outcomes





PublicationDate of PublicationType
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs2025-01-22Paper
Matthieu Dolbeault is the winner of the 2024 Joseph F. Traub information-based complexity Young researcher award2024-12-06Paper
Stochastic differential equations with irregular coefficients: mind the gap!2024-10-22Paper
Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift2024-10-14Paper
Numerical methods for SDEs with drift discontinuous on a set of positive reach2024-08-14Paper
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs2024-04-09Paper
Kateryna Pozharska is the winner of the 2023 Joseph F. Traub information-based complexity young researcher award2024-02-05Paper
Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift2023-03-10Paper
Information-based complexity young researcher award2023-02-17Paper
A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient2022-11-16Paper
The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem2022-05-17Paper
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs2022-01-17Paper
Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps2021-11-12Paper
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift2021-11-10Paper
Stochastic differential equations with irregular coefficients:~mind the gap!2021-04-23Paper
Optimal liquidation under partial information with price impact2020-04-07Paper
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift2019-12-09Paper
Approximation methods for piecewise deterministic Markov processes and their costs2019-05-10Paper
The Euler-Maruyama Scheme for SDEs with Irregular Drift: Convergence Rates via Reduction to a Quadrature Problem2019-04-16Paper
An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis2019-02-20Paper
Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient2018-01-26Paper
Utility indifference pricing of insurance catastrophe derivatives2018-01-12Paper
A strong order \(1/2\) method for multidimensional SDEs with discontinuous drift2017-11-07Paper
Numerical methods for SDEs with drift discontinuous on a set of positive reach2017-08-21Paper
Optimal control of an energy storage facility under a changing economic environment and partial information2016-06-22Paper
Dividend maximization in a hidden Markov switching model2016-06-09Paper
A numerical method for SDEs with discontinuous drift2016-05-19Paper
On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion2015-02-03Paper
Bayesian Dividend Optimization and Finite Time Ruin Probabilities2014-06-25Paper
Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing driftN/APaper
Bicausal optimal transport for SDEs with irregular coefficientsN/APaper

Research outcomes over time

This page was built for person: Michaela Szölgyenyi