9 Publications

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[9]
2020 | Journal Article | IST-REx-ID: 6359 | OA
Dareiotis, K., & Gerencser, M. (2020). On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. Electronic Journal of Probability, 25. https://doi.org/10.1214/20-EJP479
View | Files available | DOI | arXiv
 
[8]
2020 | Journal Article | IST-REx-ID: 7388 | OA
Gerencser, M. (2020). Nondivergence form quasilinear heat equations driven by space-time white noise. Annales de l’Institut Henri Poincaré C, Analyse Non Linéaire, 37(3), 663–682. https://doi.org/10.1016/j.anihpc.2020.01.003
View | DOI | Download Preprint (ext.) | arXiv
 
[7]
2019 | Journal Article | IST-REx-ID: 6028 | OA
Gerencser, M., & Hairer, M. (2019). A solution theory for quasilinear singular SPDEs. Communications on Pure and Applied Mathematics, 72(9), 1983–2005. https://doi.org/10.1002/cpa.21816
View | Files available | DOI
 
[6]
2019 | Journal Article | IST-REx-ID: 6232 | OA
Gerencser, M. (2019). Boundary regularity of stochastic PDEs. Annals of Probability, 47(2), 804–834. https://doi.org/10.1214/18-AOP1272
View | DOI | Download Preprint (ext.) | arXiv
 
[5]
2019 | Journal Article | IST-REx-ID: 301 | OA
Gerencser, M., & Gyöngy, I. (2019). A Feynman–Kac formula for stochastic Dirichlet problems. Stochastic Processes and Their Applications, 129(3), 995–1012. https://doi.org/10.1016/j.spa.2018.04.003
View | DOI | Download Preprint (ext.) | arXiv
 
[4]
2019 | Journal Article | IST-REx-ID: 65 | OA
Dareiotis, K., Gerencser, M., & Gess, B. (2019). Entropy solutions for stochastic porous media equations. Journal of Differential Equations, 266(6), 3732–3763. https://doi.org/10.1016/j.jde.2018.09.012
View | DOI | Download Preprint (ext.) | arXiv
 
[3]
2019 | Journal Article | IST-REx-ID: 319 | OA
Gerencser, M., & Hairer, M. (2019). Singular SPDEs in domains with boundaries. Probability Theory and Related Fields, 173(3–4), 697–758. https://doi.org/10.1007/s00440-018-0841-1
View | Files available | DOI
 
[2]
2017 | Journal Article | IST-REx-ID: 560 | OA
Gerencser, M., Jentzen, A., & Salimova, D. (2017). On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 473(2207). https://doi.org/10.1098/rspa.2017.0104
View | DOI | Download Submitted Version (ext.)
 
[1]
2017 | Journal Article | IST-REx-ID: 642 | OA
Gerencser, M., & Gyöngy, I. (2017). Localization errors in solving stochastic partial differential equations in the whole space. Mathematics of Computation, 86(307), 2373–2397. https://doi.org/10.1090/mcom/3201
View | DOI | Download Submitted Version (ext.)
 

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9 Publications

Mark all

[9]
2020 | Journal Article | IST-REx-ID: 6359 | OA
Dareiotis, K., & Gerencser, M. (2020). On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. Electronic Journal of Probability, 25. https://doi.org/10.1214/20-EJP479
View | Files available | DOI | arXiv
 
[8]
2020 | Journal Article | IST-REx-ID: 7388 | OA
Gerencser, M. (2020). Nondivergence form quasilinear heat equations driven by space-time white noise. Annales de l’Institut Henri Poincaré C, Analyse Non Linéaire, 37(3), 663–682. https://doi.org/10.1016/j.anihpc.2020.01.003
View | DOI | Download Preprint (ext.) | arXiv
 
[7]
2019 | Journal Article | IST-REx-ID: 6028 | OA
Gerencser, M., & Hairer, M. (2019). A solution theory for quasilinear singular SPDEs. Communications on Pure and Applied Mathematics, 72(9), 1983–2005. https://doi.org/10.1002/cpa.21816
View | Files available | DOI
 
[6]
2019 | Journal Article | IST-REx-ID: 6232 | OA
Gerencser, M. (2019). Boundary regularity of stochastic PDEs. Annals of Probability, 47(2), 804–834. https://doi.org/10.1214/18-AOP1272
View | DOI | Download Preprint (ext.) | arXiv
 
[5]
2019 | Journal Article | IST-REx-ID: 301 | OA
Gerencser, M., & Gyöngy, I. (2019). A Feynman–Kac formula for stochastic Dirichlet problems. Stochastic Processes and Their Applications, 129(3), 995–1012. https://doi.org/10.1016/j.spa.2018.04.003
View | DOI | Download Preprint (ext.) | arXiv
 
[4]
2019 | Journal Article | IST-REx-ID: 65 | OA
Dareiotis, K., Gerencser, M., & Gess, B. (2019). Entropy solutions for stochastic porous media equations. Journal of Differential Equations, 266(6), 3732–3763. https://doi.org/10.1016/j.jde.2018.09.012
View | DOI | Download Preprint (ext.) | arXiv
 
[3]
2019 | Journal Article | IST-REx-ID: 319 | OA
Gerencser, M., & Hairer, M. (2019). Singular SPDEs in domains with boundaries. Probability Theory and Related Fields, 173(3–4), 697–758. https://doi.org/10.1007/s00440-018-0841-1
View | Files available | DOI
 
[2]
2017 | Journal Article | IST-REx-ID: 560 | OA
Gerencser, M., Jentzen, A., & Salimova, D. (2017). On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 473(2207). https://doi.org/10.1098/rspa.2017.0104
View | DOI | Download Submitted Version (ext.)
 
[1]
2017 | Journal Article | IST-REx-ID: 642 | OA
Gerencser, M., & Gyöngy, I. (2017). Localization errors in solving stochastic partial differential equations in the whole space. Mathematics of Computation, 86(307), 2373–2397. https://doi.org/10.1090/mcom/3201
View | DOI | Download Submitted Version (ext.)
 

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