41 citations · 182 across the 11 of their papers we have counts for
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math.PR2021★ 5 cited
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…
math.PR2021★ 23 cited
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…