Mate Gerencser
Maas Group
9 Publications
2020 | Journal Article | IST-REx-ID: 7388 | 
Gerencser, M. (2020). Nondivergence form quasilinear heat equations driven by space-time white noise. Annales de l’Institut Henri Poincaré C, Analyse Non Linéaire. Elsevier. https://doi.org/10.1016/j.anihpc.2020.01.003
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2020 | Journal Article | IST-REx-ID: 6359 |
Dareiotis, K., & Gerencser, M. (2020). On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/20-EJP479
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2019 | Journal Article | IST-REx-ID: 301 |
Gerencser, M., & Gyöngy, I. (2019). A Feynman–Kac formula for stochastic Dirichlet problems. Stochastic Processes and Their Applications. Elsevier. https://doi.org/10.1016/j.spa.2018.04.003
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2019 | Journal Article | IST-REx-ID: 65 |
Dareiotis, K., Gerencser, M., & Gess, B. (2019). Entropy solutions for stochastic porous media equations. Journal of Differential Equations. Elsevier. https://doi.org/10.1016/j.jde.2018.09.012
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2019 | Journal Article | IST-REx-ID: 319 |
Gerencser, M., & Hairer, M. (2019). Singular SPDEs in domains with boundaries. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-018-0841-1
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2019 | Journal Article | IST-REx-ID: 6028 |
Gerencser, M., & Hairer, M. (2019). A solution theory for quasilinear singular SPDEs. Communications on Pure and Applied Mathematics. Wiley. https://doi.org/10.1002/cpa.21816
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2019 | Journal Article | IST-REx-ID: 6232 |
Gerencser, M. (2019). Boundary regularity of stochastic PDEs. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/18-AOP1272
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2017 | Journal Article | IST-REx-ID: 560 |
Gerencser, M., Jentzen, A., & Salimova, D. (2017). 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. Royal Society of London. https://doi.org/10.1098/rspa.2017.0104
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2017 | Journal Article | IST-REx-ID: 642 |
Gerencser, M., & Gyöngy, I. (2017). Localization errors in solving stochastic partial differential equations in the whole space. Mathematics of Computation. American Mathematical Society. https://doi.org/10.1090/mcom/3201
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9 Publications
2020 | Journal Article | IST-REx-ID: 7388 |
Gerencser, M. (2020). Nondivergence form quasilinear heat equations driven by space-time white noise. Annales de l’Institut Henri Poincaré C, Analyse Non Linéaire. Elsevier. https://doi.org/10.1016/j.anihpc.2020.01.003
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2020 | Journal Article | IST-REx-ID: 6359 |
Dareiotis, K., & Gerencser, M. (2020). On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/20-EJP479
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2019 | Journal Article | IST-REx-ID: 301 |
Gerencser, M., & Gyöngy, I. (2019). A Feynman–Kac formula for stochastic Dirichlet problems. Stochastic Processes and Their Applications. Elsevier. https://doi.org/10.1016/j.spa.2018.04.003
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2019 | Journal Article | IST-REx-ID: 65 |
Dareiotis, K., Gerencser, M., & Gess, B. (2019). Entropy solutions for stochastic porous media equations. Journal of Differential Equations. Elsevier. https://doi.org/10.1016/j.jde.2018.09.012
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2019 | Journal Article | IST-REx-ID: 319 |
Gerencser, M., & Hairer, M. (2019). Singular SPDEs in domains with boundaries. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-018-0841-1
[Published Version]
View
| Files available
| DOI
| WoS
2019 | Journal Article | IST-REx-ID: 6028 |
Gerencser, M., & Hairer, M. (2019). A solution theory for quasilinear singular SPDEs. Communications on Pure and Applied Mathematics. Wiley. https://doi.org/10.1002/cpa.21816
[Published Version]
View
| Files available
| DOI
| WoS
2019 | Journal Article | IST-REx-ID: 6232 |
Gerencser, M. (2019). Boundary regularity of stochastic PDEs. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/18-AOP1272
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2017 | Journal Article | IST-REx-ID: 560 |
Gerencser, M., Jentzen, A., & Salimova, D. (2017). 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. Royal Society of London. https://doi.org/10.1098/rspa.2017.0104
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)
2017 | Journal Article | IST-REx-ID: 642 |
Gerencser, M., & Gyöngy, I. (2017). Localization errors in solving stochastic partial differential equations in the whole space. Mathematics of Computation. American Mathematical Society. https://doi.org/10.1090/mcom/3201
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)