5 papers
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),…
Itô perspective on variance renormalisation
Konstantinos Dareiotis, Máté Gerencsér
We show that the Itô solutions of the nonlinear stochastic heat equation $$ \partial_t u^\varepsilon- Îu^\varepsilon =\varepsilon^{3/4} g (u^\varepsilon) \nabla ξ_\varepsilon, $…
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…