3 papers
math.PR2026
Itô perspective on variance renormalisation
Konstantinos Dareiotis, Máté Gerencsér
We show that the Itô solutions of the nonlinear stochastic heat equation w…
math.PR2026
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…
math.PR2025
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…