Verena Schwarz

Publications

Preprints

  1. Sani Biswas, Chaman Kumar, Christoph Reisinger, and Verena Schwarz, Milstein-type schemes for McKean–Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients), arXiv:2411.11759, 2024.

Submitted (under Revision)

  1. Annika Lang, Andrea Papini, and Verena Schwarz, Approximation of the Lèvy-driven stochastic heat equation on the sphere, arXiv:2507.05005, 2025.

Peer-reviewed

  1. Verena Schwarz, Strong order 1 adaptive approximation of jump-diffusion SDEs with discontinuous drift, Journal of Complexity, vol. 96, p. 102051, 2026.

  2. Paweł Przybyłowicz, Verena Schwarz, and Michaela Szölgyenyi, Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs, Journal of Computational and Applied Mathematics, vol. 440, p. 115631, 2024.

  3. Paweł Przybyłowicz, Verena Schwarz, and Michaela Szölgyenyi, Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift, BIT Numerical Mathematics, vol. 64, no. 4, pp. 1–9, 2024.

  4. Paweł Przybyłowicz, Verena Schwarz, and Michaela Szölgyenyi, A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient, Journal of Mathematical Analysis and Applications, vol. 538, no. 1, p. 128319, 2024.

  5. Paweł Przybyłowicz, Verena Schwarz, Alexander Steinicke, and Michaela Szölgyenyi, A Skorohod measurable universal functional representation of solutions to semimartingale SDEs, Stochastic Analysis and Applications, vol. 42, no. 6, pp. 1137–1155, 2024.

Academic theses

  1. Verena Schwarz, Higher-order approximation of jump-diffusion stochastic differential equations, PhD thesis, University of Klagenfurt, Austria, 2024.

  2. Verena Schwarz, Central Limit Theorems for Moving Average Random Fields, Master’s thesis, Ulm University, Germany, 2020.