Michaela Szölgyenyi

1. A numerical method for SDEs with discontinuous drift
   2015/02/20 by Gunther Leobacher, Michaela Szölgyenyi · 1 citation
   Economics, Econometrics and Finance · #Climate Change Policy and Economics #Economic theories and models #Stochastic processes and financial applications
2. 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
3. Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs
   2022/12/01 by Paweł Przybyłowicz, Verena Schwarz, Przybyłowicz, Paweł +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