2 papers
math.PR2024
Regularisation by multiplicative noise for reaction-diffusion equations
Konstantinos Dareiotis, Teodor Holland, Khoa Lê
We consider the stochastic reaction-diffusion equation in dimensions driven by multiplicative space-time white noise, with a distributional drift belonging to a Besov-Hölder…
math.PR2022
A note on the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift
Teodor Holland
We consider SDEs with bounded and -Hölder continuous drift, with , driven by multiplicative noise. We show that under sufficient conditions on the diffusion matrix,…