Paweł Przybyłowicz
- On approximation of solutions of stochastic delay differential equations via randomized Euler scheme
2023/06/15 by Paweł Przybyłowicz, Przybyłowicz, Paweł, Yue Wu +3 · 2 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #60H10 #65C30 #68Q25 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Stochastic processes and financial applications
- Existence, uniqueness, and approximation of solutions of jump-diffusion\n SDEs with discontinuous drift
2019/12/09 by Paweł Przybyłowicz, Michaela Szölgyenyi, Przybyłowicz, Paweł +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Engineering · #60H10 #65C20 #65C30 #65L20 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- 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
- Error of randomized Milstein scheme for scalar SDEs with noisy information about coefficients and Wiener process
2026/07/31 by Paweł M. Morkisz, Paweł Przybyłowicz, Martyna Wiącek
Computer Science · Mathematics · #cs.NA #math.NA #math.PR #msc:65C30 #msc:68Q25