41 citations · 182 across the 11 of their papers we have counts for
11 papers
Boundary renormalisation of SPDEs
Máté Gerencsér, Martin Hairer
We consider the continuum parabolic Anderson model (PAM) and the dynamical equation on the -dimensional cube with boundary conditions. While the Dirichlet solution theorie…
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…
Regularisation by regular noise
Máté Gerencsér
We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much…
Singular paths spaces and applications
Carlo Bellingeri, Peter K. Friz, Máté Gerencsér
Motivated by recent applications in rough volatility and regularity structures, notably the notion of singular modelled distribution, we study paths, rough paths and related object…
Porous media equations with multiplicative space-time white noise
Konstantinos Dareiotis, Máté Gerencsér, Benjamin Gess
The existence of martingale solutions for stochastic porous media equations driven by nonlinear multiplicative space-time white noise is established in spatial dimension one. The S…
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…