Teodor Holland

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math.PR2024

Regularisation by multiplicative noise for reaction-diffusion equations

Konstantinos Dareiotis, Teodor Holland, Khoa Lê

We consider the stochastic reaction-diffusion equation in $1 + 1$ 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 $α$ -Hölder continuous drift, with $α \in (0, 1)$ , driven by multiplicative noise. We show that under sufficient conditions on the diffusion matrix,…