9 Publications

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[9]
2020 | Journal Article | IST-REx-ID: 7388 | OA
Gerencser, Mate. “Nondivergence Form Quasilinear Heat Equations Driven by Space-Time White Noise.” Annales de l’Institut Henri Poincaré C, Analyse Non Linéaire. Elsevier, 2020. https://doi.org/10.1016/j.anihpc.2020.01.003.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[8]
2020 | Journal Article | IST-REx-ID: 6359 | OA
Dareiotis, Konstantinos, and Mate Gerencser. “On the Regularisation of the Noise for the Euler-Maruyama Scheme with Irregular Drift.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2020. https://doi.org/10.1214/20-EJP479.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[7]
2019 | Journal Article | IST-REx-ID: 301 | OA
Gerencser, Mate, and István Gyöngy. “A Feynman–Kac Formula for Stochastic Dirichlet Problems.” Stochastic Processes and Their Applications. Elsevier, 2019. https://doi.org/10.1016/j.spa.2018.04.003.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[6]
2019 | Journal Article | IST-REx-ID: 65 | OA
Dareiotis, Konstantinos, Mate Gerencser, and Benjamin Gess. “Entropy Solutions for Stochastic Porous Media Equations.” Journal of Differential Equations. Elsevier, 2019. https://doi.org/10.1016/j.jde.2018.09.012.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[5]
2019 | Journal Article | IST-REx-ID: 319 | OA
Gerencser, Mate, and Martin Hairer. “Singular SPDEs in Domains with Boundaries.” Probability Theory and Related Fields. Springer, 2019. https://doi.org/10.1007/s00440-018-0841-1.
[Published Version] View | Files available | DOI | WoS
 
[4]
2019 | Journal Article | IST-REx-ID: 6028 | OA
Gerencser, Mate, and Martin Hairer. “A Solution Theory for Quasilinear Singular SPDEs.” Communications on Pure and Applied Mathematics. Wiley, 2019. https://doi.org/10.1002/cpa.21816.
[Published Version] View | Files available | DOI | WoS
 
[3]
2019 | Journal Article | IST-REx-ID: 6232 | OA
Gerencser, Mate. “Boundary Regularity of Stochastic PDEs.” Annals of Probability. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AOP1272.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[2]
2017 | Journal Article | IST-REx-ID: 560 | OA
Gerencser, Mate, Arnulf Jentzen, and Diyora Salimova. “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. Royal Society of London, 2017. https://doi.org/10.1098/rspa.2017.0104.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[1]
2017 | Journal Article | IST-REx-ID: 642 | OA
Gerencser, Mate, and István Gyöngy. “Localization Errors in Solving Stochastic Partial Differential Equations in the Whole Space.” Mathematics of Computation. American Mathematical Society, 2017. https://doi.org/10.1090/mcom/3201.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 

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9 Publications

Mark all

[9]
2020 | Journal Article | IST-REx-ID: 7388 | OA
Gerencser, Mate. “Nondivergence Form Quasilinear Heat Equations Driven by Space-Time White Noise.” Annales de l’Institut Henri Poincaré C, Analyse Non Linéaire. Elsevier, 2020. https://doi.org/10.1016/j.anihpc.2020.01.003.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[8]
2020 | Journal Article | IST-REx-ID: 6359 | OA
Dareiotis, Konstantinos, and Mate Gerencser. “On the Regularisation of the Noise for the Euler-Maruyama Scheme with Irregular Drift.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2020. https://doi.org/10.1214/20-EJP479.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[7]
2019 | Journal Article | IST-REx-ID: 301 | OA
Gerencser, Mate, and István Gyöngy. “A Feynman–Kac Formula for Stochastic Dirichlet Problems.” Stochastic Processes and Their Applications. Elsevier, 2019. https://doi.org/10.1016/j.spa.2018.04.003.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[6]
2019 | Journal Article | IST-REx-ID: 65 | OA
Dareiotis, Konstantinos, Mate Gerencser, and Benjamin Gess. “Entropy Solutions for Stochastic Porous Media Equations.” Journal of Differential Equations. Elsevier, 2019. https://doi.org/10.1016/j.jde.2018.09.012.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[5]
2019 | Journal Article | IST-REx-ID: 319 | OA
Gerencser, Mate, and Martin Hairer. “Singular SPDEs in Domains with Boundaries.” Probability Theory and Related Fields. Springer, 2019. https://doi.org/10.1007/s00440-018-0841-1.
[Published Version] View | Files available | DOI | WoS
 
[4]
2019 | Journal Article | IST-REx-ID: 6028 | OA
Gerencser, Mate, and Martin Hairer. “A Solution Theory for Quasilinear Singular SPDEs.” Communications on Pure and Applied Mathematics. Wiley, 2019. https://doi.org/10.1002/cpa.21816.
[Published Version] View | Files available | DOI | WoS
 
[3]
2019 | Journal Article | IST-REx-ID: 6232 | OA
Gerencser, Mate. “Boundary Regularity of Stochastic PDEs.” Annals of Probability. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AOP1272.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[2]
2017 | Journal Article | IST-REx-ID: 560 | OA
Gerencser, Mate, Arnulf Jentzen, and Diyora Salimova. “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. Royal Society of London, 2017. https://doi.org/10.1098/rspa.2017.0104.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[1]
2017 | Journal Article | IST-REx-ID: 642 | OA
Gerencser, Mate, and István Gyöngy. “Localization Errors in Solving Stochastic Partial Differential Equations in the Whole Space.” Mathematics of Computation. American Mathematical Society, 2017. https://doi.org/10.1090/mcom/3201.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 

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