31 citations · 42 across the 8 of their papers we have counts for
9 papers
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.…
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…
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),…
Periodic homogenization for singular Lévy SDEs
Helena Kremp, Nicolas Perkowski
We generalize the theory of periodic homogenization for multidimensional SDEs with additive Brownian and stable Lévy noise for to the setting of singular periodic Beso…
Rough weak solutions for singular Lévy SDEs
Helena Kremp, Nicolas Perkowski
We introduce a weak solution concept (called "rough weak solutions") for singular SDEs with additive alpha-stable Lévy noise (including the Brownian noise case) and prove its equiv…
Fractional Kolmogorov equations with singular paracontrolled terminal conditions
Helena Kremp, Nicolas Perkowski
We consider backward fractional Kolmogorov equations with singular Besov drift of low regularity and singular terminal conditions. To treat drifts beyond the socalled Young regime,…
Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation
Ana Djurdjevac, Helena Kremp, Nicolas Perkowski
We consider a nonlinear SPDE approximation of the Dean-Kawasaki equation for independent particles. Our approximation satisfies the physical constraints of the particle system, i.e…
Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces
Ana Djurdjevac, Helena Kremp, Nicolas Perkowski
In this paper, we study different scaling rough path limit regimes in space and time for the Langevin dynamics on a quasi-planar fluctuating Helfrich surfaces. The convergence resu…
Multidimensional SDE with distributional drift and Lévy noise
Helena Kremp, Nicolas Perkowski
We solve multidimensional SDEs with distributional drift driven by symmetric, -stable Lévy processes for by studying the associated (singular) martingale problem an…