41 citations · 182 across the 11 of their papers we have counts for
Showing 2020 · math.PRShow all
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math.PR2020★ 5 cited
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…
math.PR2020★ 15 cited
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…
math.PR2020★ 10 cited
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…