Women of Mathematics: Michaela Szölgyenyi

Country: Austria

Affiliation: Universität Klagenfurt, Austria

Field of Research: computational stochastics, stochastic differential equations, stochastic optimal control, mathematical finance, insurance mathematics



1.) Why did you choose this formula?

The “Itō” formula applied to a certain transformation G is used in my work to overcome issues caused by certain discontinuities in stochastic evolution equations caused by, for example, the optimal operation of energy storages.


2.) What made you decide to study Mathematics?

I considered several fields of study and, to be honest, studying mathematics was a spontaneous decision.


3.) What do you like so much about Mathematics?

The fact it is pure logic, but still surprises me from time to time.


4.) How does Mathematics influence our lives on a daily basis?

Mathematics is everywhere – we encounter it in our phones, when buying something in the supermarket, when receiving medical treatment, when there are changes in energy prices… the list goes on.


5.) Have you experienced a special Mathematics moment?

When I explained to my then 10-year-old second cousin what prime numbers are and asked him how many even prime numbers there are. Ten minutes later he came up with the correct answer and an explanation.


6.) What advice would you give future mathematicians to help them on their way?

Believe in yourself!