The following pages link to Michaela Szölgyenyi (Q285275):
Displaying 27 items.
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- A strong order \(1/2\) method for multidimensional SDEs with discontinuous drift (Q1676445) (← links)
- Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← links)
- Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427) (← links)
- On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion (Q2514486) (← links)
- Information-based complexity young researcher award (Q2685072) (← links)
- Optimal control of an energy storage facility under a changing economic environment and partial information (Q2814673) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
- The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem (Q5077027) (← links)
- Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540) (← links)
- Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs (Q6126057) (← links)
- Kateryna Pozharska is the winner of the 2023 Joseph F. Traub information-based complexity young researcher award (Q6149163) (← links)
- The Euler-Maruyama Scheme for SDEs with Irregular Drift: Convergence Rates via Reduction to a Quadrature Problem (Q6317303) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q6330772) (← links)
- A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient (Q6417437) (← links)
- Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift (Q6508232) (← links)
- Bicausal optimal transport for SDEs with irregular coefficients (Q6526207) (← links)
- Numerical methods for SDEs with drift discontinuous on a set of positive reach (Q6587769) (← links)
- Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516) (← links)
- Stochastic differential equations with irregular coefficients: mind the gap! (Q6622553) (← links)
- Matthieu Dolbeault is the winner of the 2024 Joseph F. Traub information-based complexity Young researcher award (Q6649713) (← links)
- A Skorohod measurable universal functional representation of solutions to semimartingale SDEs (Q6668713) (← links)
