Verena Schwarz

According to our database¹, Verena Schwarz authored at least 3 papers between 2022 and 2024.

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2024

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

[BibT_eX]

[DOI]

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

2023

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

[BibT_eX]

[DOI]

CoRR, 2023

2022

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

[BibT_eX]

[DOI]

CoRR, 2022