41 citations · 256 across the 24 of their papers we have counts for
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math.PR2021★ 6 cited
Optimal rate of convergence for approximations of SPDEs with non-regular drift
Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér
A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a -dimensional white noise is studied. The optimal strong rate of convergence i…
math.PR2021★ 23 cited
Quantifying a convergence theorem of Gyöngy and Krylov
Konstantinos Dareiotis, Máté Gerencsér, Khoa Lê
We derive sharp strong convergence rates for the Euler-Maruyama scheme approximating multidimensional SDEs with multiplicative noise without imposing any regularity condition on th…