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Máté Gerencsér
Máté Gerencsér
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Singular SPDEs in domains with boundaries
M Gerencsér, M Hairer
Probability Theory and Related Fields 173, 697-758, 2019
522019
A solution theory for quasilinear singular SPDEs
M Gerencsér, M Hairer
Communications on Pure and Applied Mathematics 72 (9), 1983-2005, 2019
502019
On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
K Dareiotis, M Gerencsér
452020
Approximation of SDEs: a stochastic sewing approach
O Butkovsky, K Dareiotis, M Gerencsér
Probability theory and related fields 181, 975-1034, 2021
422021
Entropy solutions for stochastic porous media equations
K Dareiotis, M Gerencsér, B Gess
Journal of Differential Equations 266 (6), 3732-3763, 2019
322019
Quantifying a convergence theorem of Gyöngy and Krylov
K Dareiotis, M Gerencsér, K Lê
The Annals of Applied Probability 33 (3), 2291-2323, 2023
312023
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
M Gerencsér, I Gyöngy, N Krylov
Stochastic Partial Differential Equations: Analysis and Computations 3, 52-83, 2015
312015
Regularisation by regular noise
M Gerencsér
Stochastics and Partial Differential Equations: Analysis and Computations 11 …, 2023
292023
Finite difference schemes for stochastic partial differential equations in Sobolev spaces
M Gerencsér, I Gyöngy
Applied Mathematics & Optimization 72 (1), 77-100, 2015
262015
On the boundedness of solutions of SPDEs
K Dareiotis, M Gerencsér
Stochastic Partial Differential Equations: Analysis and Computations 3 (1 …, 2015
192015
Solution theory of fractional SDEs in complete subcritical regimes
L Galeati, M Gerencsér
arXiv preprint arXiv:2207.03475, 2022
182022
Nondivergence form quasilinear heat equations driven by space-time white noise
M Gerencsér
Annales de l'Institut Henri Poincaré C, Analyse non linéaire 37 (3), 663-682, 2020
162020
On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions
M Gerencsér, A Jentzen, D Salimova
Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2017
162017
Singular paths spaces and applications
C Bellingeri, PK Friz, M Gerencsér
Stochastic Analysis and Applications 40 (6), 1126-1149, 2022
122022
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
O Butkovsky, K Dareiotis, M Gerencsér
arXiv preprint arXiv:2204.12926, 2022
102022
Localization errors in solving stochastic partial differential equations in the whole space
M Gerencsér, I Gyöngy
Mathematics of Computation 86 (307), 2373-2397, 2017
102017
Path-by-path regularisation through multiplicative noise in rough, young, and ordinary differential equations
K Dareiotis, M Gerencsér
The Annals of Probability 52 (5), 1864-1902, 2024
92024
Porous media equations with multiplicative space–time white noise
K Dareiotis, M Gerencsér, B Gess
Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 57 (4 …, 2021
92021
Optimal rate of convergence for approximations of SPDEs with nonregular drift
O Butkovsky, K Dareiotis, M Gerencsér
SIAM Journal on Numerical Analysis 61 (2), 1103-1137, 2023
82023
Local L∞-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs
K Dareiotis, M Gerencsér
Journal of Differential Equations 262 (1), 615-632, 2017
82017
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Artikelen 1–20