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math.PR2025
Approximation of the Lévy-driven stochastic heat equation on the sphere
Annika Lang, Andrea Papini, Verena Schwarz
The stochastic heat equation on the sphere driven by an additive square-integra\-ble Lévy process is approximated by a spectral method in space and forward and backward Euler--Maru…
math.NA2025
Strong order 1 adaptive approximation of jump-diffusion SDEs with discontinuous drift
Verena Schwarz
We present an adaptive approximation scheme for jump-diffusion SDEs with discontinuous drift and (possibly) degenerate diffusion. This transformation-based doubly-adaptive quasi-Mi…