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math.PR2022★ 7 cited
Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
Konstantinos Dareiotis, Máté Gerencsér
Differential equations perturbed by multiplicative fractional Brownian motions are considered. Depending on the value of the Hurst parameter , the resulting equation is pathwise…
math.PR2022★ 2 cited
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér
We study the strong rate of convergence of the Euler--Maruyama scheme for a multidimensional stochastic differential equation (SDE) with irregular…