A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient. - Pawel Przybylowicz; Verena Schwarz; Michaela Szölgyenyi (CoRR, 2022)

Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift. - Pawel Przybylowicz; Verena Schwarz; Michaela Szölgyenyi (CoRR, 2023)

Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs. - Pawel Przybylowicz; Verena Schwarz; Michaela Szölgyenyi (J. Comput. Appl. Math., 2024)

Stong order 1 adaptive approximation of jump-diffusion SDEs with discontinuous drift. - Verena Schwarz (CoRR, 2025)

Approximation of the Lévy-driven stochastic heat equation on the sphere. - Annika Lang; Andrea Papini; Verena Schwarz (CoRR, 2025)