2 citations · 5 across the 9 of their papers we have counts for
9 papers
The Sharp Rate of Probabilistically Strong Convergence to the KPZ Equation
Máté Gerencsér, Yueh-Sheng Hsu, Rhys Steele
One of the most common descriptions of solutions of singular SPDEs is their characterisation as the limit of solutions of renormalised smooth random PDEs. We quantify the speed of…
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.…
Itô perspective on variance renormalisation
Konstantinos Dareiotis, Máté Gerencsér
We show that the Itô solutions of the nonlinear stochastic heat equation w…
Variance renormalisation in regularity structures -- the case of gPAM
Máté Gerencsér, Yueh-Sheng Hsu
We consider the variance renormalisation of a singular SPDE for which a Da Prato-Debussche trick is not applicable. The example taken is the -dimensional generalised parabolic A…
Uniqueness for stochastic differential equations in Hilbert spaces with irregular drift
Lukas Anzeletti, Oleg Butkovsky, Máté Gerencsér +1
We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in…
Weak coupling limit of KPZ with rougher than white noise
Máté Gerencsér, Fabio Toninelli
We consider the KPZ equation in spatial dimension with noise that is rougher than white by an exponent . Under a weak coupling limit, formally removing the nonlinearity…
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),…
Analytically weak solutions to stochastic heat equations with spatially rough noise
Máté Gerencsér
In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and…
Quasi-generalised KPZ equation
Yvain Bruned, Máté Gerencsér, Usama Nadeem
We derive the renormalised equation for the quasi-generalised KPZ equation with space-time white noise. We complement the program initiated by Gerencsér and Hairer for solving quas…