Michaela Szölgyenyi

14 papers Journal 14

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Matthieu Dolbeault is the winner of the 2024 Joseph F. Traub Information-Based Complexity Young Researcher Award. J. Complex. Erich Novak, Kateryna Pozharska, Mathias Sonnleitner, Michaela Szölgyenyi, Henryk Wozniakowski
2024	J	`jnl`	Bicausal optimal transport for SDEs with irregular coefficients. CoRR Benjamin A. Robinson, Michaela Szölgyenyi
2024	J	`jnl`	Kateryna Pozharska is the winner of the 2023 Joseph F. Traub Information-Based Complexity Young Researcher Award. J. Complex. David Krieg, Erich Novak, Mathias Sonnleitner, Michaela Szölgyenyi, Henryk Wozniakowski
2024	J	`jnl`	Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs. J. Comput. Appl. Math. Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi
2023	J	`jnl`	Information-based complexity young researcher award. J. Complex. Alexey A. Khartov, David Krieg, Erich Novak, Michaela Szölgyenyi, Henryk Wozniakowski
2023	J	`jnl`	Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift. CoRR Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi
2022	J	`jnl`	A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient. CoRR Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi
2022	J	`jnl`	Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift. CoRR Kathrin Spendier, Michaela Szölgyenyi
2022	J	`jnl`	Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs. CoRR Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi
2021	J	`jnl`	Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift. Appl. Math. Comput. Pawel Przybylowicz, Michaela Szölgyenyi
2021	J	`jnl`	Stochastic differential equations with irregular coefficients: ~mind the gap! CoRR Michaela Szölgyenyi
2019	J	`jnl`	An Adaptive Euler-Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis. SIAM J. Numer. Anal. Andreas Neuenkirch, Michaela Szölgyenyi, Lukasz Szpruch
2019	J	`jnl`	Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift. CoRR Pawel Przybylowicz, Michaela Szölgyenyi
2018	J	`jnl`	Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient. Numerische Mathematik Gunther Leobacher, Michaela Szölgyenyi