Michaela Szölgyenyi

According to our database, Michaela Szölgyenyi authored at least 11 papers between 2018 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs.

Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi

J. Comput. Appl. Math., April, 2024

Kateryna Pozharska is the winner of the 2023 Joseph F. Traub Information-Based Complexity Young Researcher Award.

David Krieg, Erich Novak, Mathias Sonnleitner, Michaela Szölgyenyi, Henryk Wozniakowski

J. Complex., February, 2024

Bicausal optimal transport for SDEs with irregular coefficients.

Benjamin A. Robinson, Michaela Szölgyenyi

CoRR, 2024

2023

Information-based complexity young researcher award.

Alexey A. Khartov, David Krieg, Erich Novak, Michaela Szölgyenyi, Henryk Wozniakowski

J. Complex., April, 2023

Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift.

Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi

CoRR, 2023

2022

Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift.

Kathrin Spendier, Michaela Szölgyenyi

CoRR, 2022

A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient.

Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi

CoRR, 2022

2021

Stochastic differential equations with irregular coefficients: ~mind the gap!

Michaela Szölgyenyi

CoRR, 2021

Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift.

Pawel Przybylowicz, Michaela Szölgyenyi

Appl. Math. Comput., 2021

2019

An Adaptive Euler-Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis.

Andreas Neuenkirch, Michaela Szölgyenyi, Lukasz Szpruch

SIAM J. Numer. Anal., 2019

2018

Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient.

Gunther Leobacher, Michaela Szölgyenyi

Numerische Mathematik, 2018