Mate Gerencser

Maas Group

9 Publications

Mark all

[9]
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
 
[8]
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
 
[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: 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
 
[5]
2019 | Published | Journal Article | IST-REx-ID: 6232 | OA
Boundary regularity of stochastic PDEs
Gerencser, Mate, Boundary regularity of stochastic PDEs. Annals of Probability 47 (2). 2019
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[4]
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
 
[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: 642 | OA
Localization errors in solving stochastic partial differential equations in the whole space
Gerencser, Mate, Localization errors in solving stochastic partial differential equations in the whole space. Mathematics of Computation 86 (307). 2017
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[1]
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
Gerencser, Mate, On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 473 (2207). 2017
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
Marked Publication(s)

Search

Filter Publications

Display / Sort

Export / Embed

Grants


9 Publications

Mark all

[9]
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
 
[8]
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
 
[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: 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
 
[5]
2019 | Published | Journal Article | IST-REx-ID: 6232 | OA
Boundary regularity of stochastic PDEs
Gerencser, Mate, Boundary regularity of stochastic PDEs. Annals of Probability 47 (2). 2019
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[4]
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
 
[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: 642 | OA
Localization errors in solving stochastic partial differential equations in the whole space
Gerencser, Mate, Localization errors in solving stochastic partial differential equations in the whole space. Mathematics of Computation 86 (307). 2017
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[1]
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
Gerencser, Mate, On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 473 (2207). 2017
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
Marked Publication(s)

Search

Filter Publications

Display / Sort

Export / Embed