41 citations · 256 across the 24 of their papers we have counts for
27 papers
Itô perspective on variance renormalisation
Konstantinos Dareiotis, Máté Gerencsér
We show that the Itô solutions of the nonlinear stochastic heat equation w…
Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
Konstantinos Dareiotis, El Mehdi Haress, Khoa Lê
We study the long-time behaviour of solutions to a class of -dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)…
Regularisation by Gaussian rough path lifts of fractional Brownian motions
Konstantinos Dareiotis, Máté Gerencsér, Khoa Lê +1
The aim of the paper is to show the probabilistically strong well-posedness of rough differential equations with distributional drifts driven by the Gaussian rough path lift of fra…
Regularisation by multiplicative noise for reaction-diffusion equations
Konstantinos Dareiotis, Teodor Holland, Khoa Lê
We consider the stochastic reaction-diffusion equation in dimensions driven by multiplicative space-time white noise, with a distributional drift belonging to a Besov-Hölder…
A central limit theorem for the Euler method for SDEs with irregular drifts
Konstantinos Dareiotis, Máté Gerencsér, Khoa Lê
The goal of this article is to establish a central limit theorem for the Euler-Maruyama scheme approximating multidimensional SDEs with elliptic Brownian diffusion, under very mild…
Solutions to the stochastic thin-film equation for initial values with non-full support
Konstantinos Dareiotis, Benjamin Gess, Manuel V. Gnann +1
The stochastic thin-film equation with mobility exponent on the one-dimensional torus with multiplicative Stratonovich noise is considered. We show that mart…