Mate Gerencser

Maas Group

9 Publications

Mark all

[9]
2020 | Published | Journal Article | IST-REx-ID: 6359 | OA
On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
K. Dareiotis, M. Gerencser, Electronic Journal of Probability 25 (2020).
[Published Version] View | Files available | DOI | WoS | arXiv
 
[8]
2020 | Published | Journal Article | IST-REx-ID: 7388 | OA
Nondivergence form quasilinear heat equations driven by space-time white noise
M. Gerencser, Annales de l’Institut Henri Poincaré C, Analyse Non Linéaire 37 (2020) 663–682.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[7]
2019 | Published | Journal Article | IST-REx-ID: 301 | OA
A Feynman–Kac formula for stochastic Dirichlet problems
M. Gerencser, I. Gyöngy, Stochastic Processes and Their Applications 129 (2019) 995–1012.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[6]
2019 | Published | Journal Article | IST-REx-ID: 319 | OA
Singular SPDEs in domains with boundaries
M. Gerencser, M. Hairer, Probability Theory and Related Fields 173 (2019) 697–758.
[Published Version] View | Files available | DOI | WoS
 
[5]
2019 | Published | Journal Article | IST-REx-ID: 6028 | OA
A solution theory for quasilinear singular SPDEs
M. Gerencser, M. Hairer, Communications on Pure and Applied Mathematics 72 (2019) 1983–2005.
[Published Version] View | Files available | DOI | WoS
 
[4]
2019 | Published | Journal Article | IST-REx-ID: 6232 | OA
Boundary regularity of stochastic PDEs
M. Gerencser, Annals of Probability 47 (2019) 804–834.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[3]
2019 | Published | Journal Article | IST-REx-ID: 65 | OA
Entropy solutions for stochastic porous media equations
K. Dareiotis, M. Gerencser, B. Gess, Journal of Differential Equations 266 (2019) 3732–3763.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[2]
2017 | Published | Journal Article | IST-REx-ID: 560 | OA
On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions
M. Gerencser, A. Jentzen, D. Salimova, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 473 (2017).
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[1]
2017 | Published | Journal Article | IST-REx-ID: 642 | OA
Localization errors in solving stochastic partial differential equations in the whole space
M. Gerencser, I. Gyöngy, Mathematics of Computation 86 (2017) 2373–2397.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
Marked Publication(s)

Search

Filter Publications

Display / Sort

Export / Embed

1 Grants


Singular Stochastic PDEs

2018-10-01 – 2020-09-30
FWF

9 Publications

Mark all

[9]
2020 | Published | Journal Article | IST-REx-ID: 6359 | OA
On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
K. Dareiotis, M. Gerencser, Electronic Journal of Probability 25 (2020).
[Published Version] View | Files available | DOI | WoS | arXiv
 
[8]
2020 | Published | Journal Article | IST-REx-ID: 7388 | OA
Nondivergence form quasilinear heat equations driven by space-time white noise
M. Gerencser, Annales de l’Institut Henri Poincaré C, Analyse Non Linéaire 37 (2020) 663–682.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[7]
2019 | Published | Journal Article | IST-REx-ID: 301 | OA
A Feynman–Kac formula for stochastic Dirichlet problems
M. Gerencser, I. Gyöngy, Stochastic Processes and Their Applications 129 (2019) 995–1012.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[6]
2019 | Published | Journal Article | IST-REx-ID: 319 | OA
Singular SPDEs in domains with boundaries
M. Gerencser, M. Hairer, Probability Theory and Related Fields 173 (2019) 697–758.
[Published Version] View | Files available | DOI | WoS
 
[5]
2019 | Published | Journal Article | IST-REx-ID: 6028 | OA
A solution theory for quasilinear singular SPDEs
M. Gerencser, M. Hairer, Communications on Pure and Applied Mathematics 72 (2019) 1983–2005.
[Published Version] View | Files available | DOI | WoS
 
[4]
2019 | Published | Journal Article | IST-REx-ID: 6232 | OA
Boundary regularity of stochastic PDEs
M. Gerencser, Annals of Probability 47 (2019) 804–834.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[3]
2019 | Published | Journal Article | IST-REx-ID: 65 | OA
Entropy solutions for stochastic porous media equations
K. Dareiotis, M. Gerencser, B. Gess, Journal of Differential Equations 266 (2019) 3732–3763.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[2]
2017 | Published | Journal Article | IST-REx-ID: 560 | OA
On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions
M. Gerencser, A. Jentzen, D. Salimova, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 473 (2017).
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[1]
2017 | Published | Journal Article | IST-REx-ID: 642 | OA
Localization errors in solving stochastic partial differential equations in the whole space
M. Gerencser, I. Gyöngy, Mathematics of Computation 86 (2017) 2373–2397.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
Marked Publication(s)

Search

Filter Publications

Display / Sort

Export / Embed