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74 Publications

2020 | Preprint | IST-REx-ID: 10022 | OA [Preprint] View | Files available | Download Preprint (ext.) | arXiv
 
2020 | Journal Article | IST-REx-ID: 71 | OA
Scaling limits of discrete optimal transport
P. Gladbach, E. Kopfer, J. Maas, SIAM Journal on Mathematical Analysis 52 (2020) 2759–2802.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
2020 | 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
 
2020 | Journal Article | IST-REx-ID: 8973 | OA
Symmetric simple exclusion process in dynamic environment: Hydrodynamics
F. Redig, E. Saada, F. Sau, Electronic Journal of Probability 25 (2020).
[Published Version] View | Files available | DOI | WoS | arXiv
 
2019 | Journal Article | IST-REx-ID: 7550 | OA
Penalization via global functionals of optimal-control problems for dissipative evolution
L. Portinale, U. Stefanelli, Advances in Mathematical Sciences and Applications 28 (2019) 425–447.
[Preprint] View | Download Preprint (ext.) | arXiv
 
2019 | 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
 
2019 | 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
 
2019 | 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
 
2019 | 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
 
2019 | 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
 

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