3 papers
math.PR2019
Nondivergence form quasilinear heat equations driven by space-time white noise
Máté Gerencsér
We give a Wong-Zakai type characterisation of the solutions of quasilinear heat equations driven by space-time white noise in dimensions. In order to show that the renormalis…
math.PR2018
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…
math.PR2018
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…