3 papers
math.NA2026
Overcoming the spatial order barrier for nonlinear SPDEs with additive space-time white noise
Lukas Anzeletti, Máté Gerencsér, Helena Kremp
We introduce a fully discrete numerical scheme for semilinear SPDEs with additive space-time white noise that overcomes the previous order barrier for the spatial convergence rate.…
math.PR2026
Talagrand-type transport inequalities for path spaces over Carnot groups
Peter K. Friz, Helena Kremp, Vaios Laschos +2
We consider Talagrand-type transportation inequalities for the law of Brownian motion on Carnot groups. An important example is the lift of standard Brownian motion to the Brownian…
math.PR2024
Higher order approximation of nonlinear SPDEs with additive space-time white noise
Ana Djurdjevac, Máté Gerencsér, Helena Kremp
We consider strong approximations of -dimensional stochastic PDEs driven by additive space-time white noise. It has been long proposed (Davie-Gaines '01, Jentzen-Kloeden '08),…