41 citations · 256 across the 24 of their papers we have counts for
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On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
Konstantinos Dareiotis, Máté Gerencsér
The strong rate of convergence of the Euler-Maruyama scheme for nondegenerate SDEs with irregular drift coefficients is considered. In the case of -Hölder drift in the recent li…
Nonlinear diffusion equations with nonlinear gradient noise
Konstantinos Dareiotis, Benjamin Gess
We prove the existence and uniqueness of entropy solutions for nonlinear diffusion equations with nonlinear conservative gradient noise. As particular applications our results incl…
Entropy solutions for stochastic porous media equations
Konstantinos Dareiotis, Maté Gerencsér, Benjamin Gess
We provide an entropy formulation for porous medium-type equations with a stochastic, non-linear, spatially inhomogeneous forcing. Well - posedness and -contraction is obtaine…