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Michal Sobieraj
ORCID
Publication Activity (10 Years)
Years Active: 2021-2024
Publications (10 Years): 5
Top Topics
Monte Carlo
Poisson Process
Matrix Inversion
Top Venues
CoRR
SIAM J. Numer. Anal.
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Publications
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Pawel Przybylowicz
,
Michal Sobieraj
On the randomized Euler scheme for SDEs with integral-form drift.
CoRR
(2024)
Marcin Baranek
,
Andrzej Kaluza
,
Pawel M. Morkisz
,
Pawel Przybylowicz
,
Michal Sobieraj
On the randomized Euler algorithm under inexact information.
CoRR
(2023)
Michal Sobieraj
A multilevel Monte Carlo algorithm for SDEs driven by countably dimensional Wiener process and Poisson random measure.
CoRR
(2023)
Pawel Przybylowicz
,
Michal Sobieraj
,
Lukasz T. Stepien
Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure.
SIAM J. Numer. Anal.
60 (2) (2022)
Pawel Przybylowicz
,
Michal Sobieraj
,
Lukasz T. Stepien
Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure.
CoRR
(2021)