Michał Sobieraj
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Person:5072582
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A multilevel Monte Carlo algorithm for SDEs driven by countably dimensional Wiener process and Poisson random measure (available as arXiv preprint) | N/A | Paper |
| On the randomized Euler scheme for stochastic differential equations with integral-form drift Journal of Computational and Applied Mathematics | 2026-06-03 | Paper |
| On the randomized Euler algorithm under inexact information Journal of Computational and Applied Mathematics | 2025-11-25 | Paper |
| A multilevel Monte Carlo algorithm for stochastic differential equations driven by countably dimensional Wiener process and Poisson random measure Applied Numerical Mathematics | 2024-11-14 | Paper |
| On the randomized Euler algorithm under inexact information | 2023-07-10 | Paper |
| Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure SIAM Journal on Numerical Analysis | 2022-04-29 | Paper |
Research outcomes over time
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