Mate Gerencser
Maas Group
9 Publications
2020 | Journal Article | IST-REx-ID: 7388 | 
M. Gerencser, “Nondivergence form quasilinear heat equations driven by space-time white noise,” Annales de l’Institut Henri Poincaré C, Analyse non linéaire, vol. 37, no. 3. Elsevier, pp. 663–682, 2020.
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2020 | Journal Article | IST-REx-ID: 6359 |
K. Dareiotis and M. Gerencser, “On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift,” Electronic Journal of Probability, vol. 25. Institute of Mathematical Statistics, 2020.
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| arXiv
2019 | Journal Article | IST-REx-ID: 301 |
M. Gerencser and I. Gyöngy, “A Feynman–Kac formula for stochastic Dirichlet problems,” Stochastic Processes and their Applications, vol. 129, no. 3. Elsevier, pp. 995–1012, 2019.
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2019 | Journal Article | IST-REx-ID: 65 |
K. Dareiotis, M. Gerencser, and B. Gess, “Entropy solutions for stochastic porous media equations,” Journal of Differential Equations, vol. 266, no. 6. Elsevier, pp. 3732–3763, 2019.
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| arXiv
2019 | Journal Article | IST-REx-ID: 319 |
M. Gerencser and M. Hairer, “Singular SPDEs in domains with boundaries,” Probability Theory and Related Fields, vol. 173, no. 3–4. Springer, pp. 697–758, 2019.
[Published Version]
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2019 | Journal Article | IST-REx-ID: 6028 |
M. Gerencser and M. Hairer, “A solution theory for quasilinear singular SPDEs,” Communications on Pure and Applied Mathematics, vol. 72, no. 9. Wiley, pp. 1983–2005, 2019.
[Published Version]
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2019 | Journal Article | IST-REx-ID: 6232 |
M. Gerencser, “Boundary regularity of stochastic PDEs,” Annals of Probability, vol. 47, no. 2. Institute of Mathematical Statistics, pp. 804–834, 2019.
[Preprint]
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| arXiv
2017 | Journal Article | IST-REx-ID: 560 |
M. Gerencser, A. Jentzen, and D. 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, vol. 473, no. 2207. Royal Society of London, 2017.
[Submitted Version]
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2017 | Journal Article | IST-REx-ID: 642 |
M. Gerencser and I. Gyöngy, “Localization errors in solving stochastic partial differential equations in the whole space,” Mathematics of Computation, vol. 86, no. 307. American Mathematical Society, pp. 2373–2397, 2017.
[Submitted Version]
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| DOI
| Download Submitted Version (ext.)
9 Publications
2020 | Journal Article | IST-REx-ID: 7388 |
M. Gerencser, “Nondivergence form quasilinear heat equations driven by space-time white noise,” Annales de l’Institut Henri Poincaré C, Analyse non linéaire, vol. 37, no. 3. Elsevier, pp. 663–682, 2020.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2020 | Journal Article | IST-REx-ID: 6359 |
K. Dareiotis and M. Gerencser, “On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift,” Electronic Journal of Probability, vol. 25. Institute of Mathematical Statistics, 2020.
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2019 | Journal Article | IST-REx-ID: 301 |
M. Gerencser and I. Gyöngy, “A Feynman–Kac formula for stochastic Dirichlet problems,” Stochastic Processes and their Applications, vol. 129, no. 3. Elsevier, pp. 995–1012, 2019.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2019 | Journal Article | IST-REx-ID: 65 |
K. Dareiotis, M. Gerencser, and B. Gess, “Entropy solutions for stochastic porous media equations,” Journal of Differential Equations, vol. 266, no. 6. Elsevier, pp. 3732–3763, 2019.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2019 | Journal Article | IST-REx-ID: 319 |
M. Gerencser and M. Hairer, “Singular SPDEs in domains with boundaries,” Probability Theory and Related Fields, vol. 173, no. 3–4. Springer, pp. 697–758, 2019.
[Published Version]
View
| Files available
| DOI
| WoS
2019 | Journal Article | IST-REx-ID: 6028 |
M. Gerencser and M. Hairer, “A solution theory for quasilinear singular SPDEs,” Communications on Pure and Applied Mathematics, vol. 72, no. 9. Wiley, pp. 1983–2005, 2019.
[Published Version]
View
| Files available
| DOI
| WoS
2019 | Journal Article | IST-REx-ID: 6232 |
M. Gerencser, “Boundary regularity of stochastic PDEs,” Annals of Probability, vol. 47, no. 2. Institute of Mathematical Statistics, pp. 804–834, 2019.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2017 | Journal Article | IST-REx-ID: 560 |
M. Gerencser, A. Jentzen, and D. 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, vol. 473, no. 2207. Royal Society of London, 2017.
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)
2017 | Journal Article | IST-REx-ID: 642 |
M. Gerencser and I. Gyöngy, “Localization errors in solving stochastic partial differential equations in the whole space,” Mathematics of Computation, vol. 86, no. 307. American Mathematical Society, pp. 2373–2397, 2017.
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)