On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
K. Dareiotis, M. Gerencser, Electronic Journal of Probability 25 (2020).

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.

A Feynman–Kac formula for stochastic Dirichlet problems
M. Gerencser, I. Gyöngy, Stochastic Processes and Their Applications 129 (2019) 995–1012.

A solution theory for quasilinear singular SPDEs
M. Gerencser, M. Hairer, Communications on Pure and Applied Mathematics 72 (2019) 1983–2005.

Boundary regularity of stochastic PDEs
M. Gerencser, Annals of Probability 47 (2019) 804–834.

Singular SPDEs in domains with boundaries
M. Gerencser, M. Hairer, Probability Theory and Related Fields 173 (2019) 697–758.

Entropy solutions for stochastic porous media equations
K. Dareiotis, M. Gerencser, B. Gess, Journal of Differential Equations 266 (2019) 3732–3763.

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).

Localization errors in solving stochastic partial differential equations in the whole space
M. Gerencser, I. Gyöngy, Mathematics of Computation 86 (2017) 2373–2397.