Latest talks

07/2022

Existence, uniqueness, and approximation for jump-driven SDEs with discontinuous drift
15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Linz, Austria

06/2022

Stochastic differential equations with irregular coefficients: mind the gap!
IST Austria, Klosterneuburg

05/2022

Stochastic differential equations with irregular coefficients: mind the gap!
One World: Stochastic Numerics and Inverse Problems

11/2021

Stochastic differential equations with irregular coefficients: mind the gap!
Graz University of Technology, Austria

09/2021

Numerics for SDEs with Sobolev drift via reduction to quadrature problems
German Probability and Statistics Days, Mannheim, Germany (online)

09/2021

Stochastic differential equations with irregular coefficients arising from stochastic optimal control problems
University of Klagenfurt, Austria

08/2021

A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics
International Conference on Monte Carlo Methods and Applications, Mannheim, Germany

02/2021

A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics
BTU Cottbus–Senftenberg, Germany (online)

09/2020

Stochastic differential equations with irregular coefficients: mind the gap! (keynote talk)
Tag der Mathematik 2020 of the Austrian Mathematical Society, Klagenfurt, Austria

09/2020

Stochastic differential equations with irregular coefficients: mind the gap! (plenary talk)
Austrian Stochastics Days 2020, Graz, Austria

09/2019

Convergence order of Euler-type schemes for SDEs in mathematical finance
HDA2019: 8th Workshop on High-Dimensional Approximation

08/2019

Convergence order of the Euler-Maruyama scheme in dependence of the Sobolev regularity of the drift
Algorithms and Complexity for Continuous Problems, Dagstuhl, Germany

07/2019

Convergence order of the Euler-Maruyama scheme in dependence of the Sobolev regularity of the drift
International Conference on Scientific Computation and Differential Equations, Innsbruck, Austria

07/2019

Convergence order of the Euler-Maruyama scheme in dependence of the Sobolev regularity of the drift
International Conference on Monte Carlo Methods and Applications, Sydney, Australia

04/2019

Convergence order of Euler-type schemes for SDEs in dependence of the Sobolev regularity of the drift
WU Vienna, Austria

03/2019

Shall I sell, or shall I wait? Optimal liquidation under partial information with price impact (plenary talk)
Stochastic Models and Control 2019, Cottbus, Germany

03/2019

Stochastic differential equations with irregular coefficients: mind the gap!
Inaugural lecture, University of Klagenfurt, Austria

11/2018

Euler-type schemes for SDEs with discontinuous drift (plenary talk)
Multivariate Algorithms and Information-Based Complexity, Johann Radon Institute of Computational and Applied Mathematics, Austrian Academy of Sciences, Linz, Austria