Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure. - Pawel Przybylowicz; Michal Sobieraj; Lukasz T. Stepien (SIAM J. Numer. Anal., 2022)

On the randomized Euler algorithm under inexact information. - Marcin Baranek; Andrzej Kaluza; Pawel M. Morkisz; Pawel Przybylowicz; Michal Sobieraj (CoRR, 2023)

A multilevel Monte Carlo algorithm for SDEs driven by countably dimensional Wiener process and Poisson random measure. - Michal Sobieraj (CoRR, 2023)

On the randomized Euler scheme for SDEs with integral-form drift. - Pawel Przybylowicz; Michal Sobieraj (CoRR, 2024)