Michaela Szolgyenyi

Finance · 2015–2019

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Michaela Szolgyenyi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Thomas Muller-Gronbach
  2. Peter E. Kloeden
  3. Martin Hutzenthaler
  4. Hoang-Long Ngo
  5. Larisa Yaroslavtseva

Who trusts Michaela Szolgyenyi overall

  1. Thomas Muller-Gronbach
  2. Larisa Yaroslavtseva

Papers from Michaela Szolgyenyi's perspective

Ordered by how strongly the researchers Michaela Szolgyenyi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
  2. On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients
  3. A note on the Euler–Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient
  4. Cubature on Wiener space (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
  5. On the performance of the Euler–Maruyama scheme for SDEs with discontinuous drift coefficient (Annales De L Institut Henri Poincare-probabilites Et Statistiques)
  6. Quantitative approximation of certain stochastic integrals
  7. Multilevel Monte Carlo Path Simulation (Operational Research)
  8. Stochastic Equations in Infinite Dimensions
  9. Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Proceedings of the Royal Society A)
  10. User’s guide to viscosity solutions of second order partial differential equations

Their papers