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math.PR2021★ 1 cited
Law of the SLE tip
Oleg Butkovsky, Vlad Margarint, Yizheng Yuan
We analyze the law of the SLE tip at a fixed time in capacity parametrization. We describe it as the stationary law of a suitable diffusion process, and show that it has a density…
math.PR2021★ 6 cited
Optimal rate of convergence for approximations of SPDEs with non-regular drift
Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér
A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a -dimensional white noise is studied. The optimal strong rate of convergence i…