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20122026
most citedOn the regularisation of the noise for the Euler-Maruyama scheme with irregular drift

41 citations · 256 across the 24 of their papers we have counts for

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Showing 2017Show all

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math.PR2017★ 4 cited

Supremum estimates for degenerate, quasilinear stochastic partial differential equations

Konstantinos Dareiotis, Benjamin Gess

We prove a priori estimates in for a class of quasilinear stochastic partial differential equations. The estimates are obtained independently of the ellipticity constant…

math.PR2017

Density symmetries for a class of 2-D diffusions with applications to finance

Konstantinos Dareiotis, Erik Ekström

We study densities of two-dimensional diffusion processes with one non-negative component. For such diffusions, the density may explode at the boundary, thus making a precise speci…