Dr Verena Schwarz
Status
Research Fellow
Research groups
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Recent publications
Approximation of the Lévy-driven stochastic heat equation on the sphere
Lang, A Papini, A Schwarz, V (07 Jul 2025) https://arxiv.org/abs/2507.05005v2 Strong order 1 adaptive approximation of jump-diffusion SDEs with discontinuous drift
Schwarz, V (13 Apr 2025) https://arxiv.org/abs/2504.09452v2 Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)
Biswas, S Kumar, C Reisinger, C Schwarz, V (07 Jan 2025) doi:10.48550/arxiv.2411.11759 A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
Przybyłowicz, P Schwarz, V Steinicke, A Szölgyenyi, M Stochastic Analysis and Applications volume 42 issue 6 1137-1155 (08 Nov 2024) doi:10.1080/07362994.2024.2414220 A higher-order approximation method for jump-diffusion SDEs with a discontinuous drift coefficient
Przybyłowicz, P Schwarz, V Szölgyenyi, M Journal of Mathematical Analysis and Applications volume 538 issue 1 128319-128319 (Oct 2024) doi:10.1016/j.jmaa.2024.128319