Kritzer, Peter; Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan Approximation methods for piecewise deterministic Markov processes and their costs. (English) Zbl 1411.91294 Scand. Actuar. J. 2019, No. 4, 308-335 (2019). MSC: 91B30 60J25 91G60 65C05 PDF BibTeX XML Cite \textit{P. Kritzer} et al., Scand. Actuar. J. 2019, No. 4, 308--335 (2019; Zbl 1411.91294) Full Text: DOI
Preischl, Michael; Thonhauser, Stefan; Tichy, Robert F. Integral equations, quasi-Monte Carlo methods and risk modeling. (English) Zbl 1405.65177 Dick, Josef (ed.) et al., Contemporary computational mathematics – a celebration of the 80th birthday of Ian Sloan. In 2 volumes. Cham: Springer (ISBN 978-3-319-72455-3/hbk; 978-3-319-72456-0/ebook). 1051-1074 (2018). MSC: 65R20 65C30 65C05 45B05 65C40 65D30 91B30 PDF BibTeX XML Cite \textit{M. Preischl} et al., in: Contemporary computational mathematics -- a celebration of the 80th birthday of Ian Sloan. In 2 volumes. Cham: Springer. 1051--1074 (2018; Zbl 1405.65177) Full Text: DOI
Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion. (English) Zbl 1308.65013 Electron. Commun. Probab. 20, Paper No. 6, 14 p. (2015). MSC: 65C30 60H10 PDF BibTeX XML Cite \textit{G. Leobacher} et al., Electron. Commun. Probab. 20, Paper No. 6, 14 p. (2015; Zbl 1308.65013) Full Text: DOI arXiv