41 citations · 182 across the 11 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
math.PR2018★ 41 cited
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★ 32 cited
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…