7 citations · 21 across the 5 of their papers we have counts for
5 papers
Strong convergence of parabolic rate of discretisations of stochastic Allen-Cahn-type equations
Máté Gerencsér, Harprit Singh
Consider the approximation of stochastic Allen-Cahn-type equations (i.e. -dimensional space-time white noise-driven stochastic PDEs with polynomial nonlinearities such tha…
Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
Konstantinos Dareiotis, Máté Gerencsér
Differential equations perturbed by multiplicative fractional Brownian motions are considered. Depending on the value of the Hurst parameter , the resulting equation is pathwise…
Solution theory of fractional SDEs in complete subcritical regimes
Lucio Galeati, Máté Gerencsér
We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a sca…
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér
We study the strong rate of convergence of the Euler--Maruyama scheme for a multidimensional stochastic differential equation (SDE) with irregular…
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…