35 citations · 41 across the 2 of their papers we have counts for
5 papers
Approximation of SDEs -- a stochastic sewing approach
Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér
We give a new take on the error analysis of approximations of stochastic differential equations (SDEs), utilizing and developing the stochastic sewing lemma of Lê (2020). This appr…
Boundary regularity of stochastic PDEs
Máté Gerencsér
The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any …
Singular SPDEs in domains with boundaries
Máté Gerencsér, Martin Hairer
We study spaces of modelled distributions with singular behaviour near the boundary of a domain that, in the context of the theory of regularity structures, allow one to give robus…
On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions
Máté Gerencsér, Arnulf Jentzen, Diyora Salimova
In the recent article [Jentzen, A., Müller-Gronbach, T., and Yaroslavtseva, L., Commun. Math. Sci., 14(6), 1477--1500, 2016] it has been established that for every arbitrarily slow…
Localization errors in solving stochastic partial differential equations in the whole space
Máté Gerencsér, István Gyöngy
Cauchy problems with SPDEs on the whole space are localized to Cauchy problems on a ball of radius . This localization reduces various kinds of spatial approximation schemes to…