Verena Schwarz

Publications

Submitted

  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), 2024.

Peer-reviewed

  1. 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.

  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, 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.

  4. Paweł Przybyłowicz, Verena Schwarz, Alexander Steinicke, and Michaela Szölgyenyi, A Skorohod measurable universal functional representation of solutions to semimartingale SDEs, Conditionally accepted in: Stochastic Analysis and Applications, arXiv:2211.08739, 2022.

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.