Schwarz, Verena

1. Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)
   2024/11/18 by Biswas, Sani, Kumar, Chaman, Reisinger, Christoph +1 · 3 citations
   #60H35 #65C05 #65C30 #65C35 #FOS: Mathematics #Probability (math.PR)
2. Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs
   2022/12/01 by Paweł Przybyłowicz, Przybyłowicz, Paweł, Verena Schwarz +3 · 1 citation
   Computer Science · Economics, Econometrics and Finance · Engineering · #60H10 #65C30 #68Q25 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Numerical Analysis (math.NA) #Stochastic processes and financial applications
3. A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
   2022/01/17 by Przybyłowicz, Paweł, Schwarz, Verena, Steinicke, Alexander +1 · 1 citation
   #60G51 #60H07 #60H10 #FOS: Mathematics #Probability (math.PR)