Mate Gerencser
Maas Group
9 Publications
2020 |Published| Journal Article | IST-REx-ID: 7388 |
Gerencser, Mate. “Nondivergence Form Quasilinear Heat Equations Driven by Space-Time White Noise.” Annales de l’Institut Henri Poincaré C, Analyse Non Linéaire. Elsevier, 2020. https://doi.org/10.1016/j.anihpc.2020.01.003.
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2020 |Published| Journal Article | IST-REx-ID: 6359 |
Dareiotis, Konstantinos, and Mate Gerencser. “On the Regularisation of the Noise for the Euler-Maruyama Scheme with Irregular Drift.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2020. https://doi.org/10.1214/20-EJP479.
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2019 |Published| Journal Article | IST-REx-ID: 301 |
Gerencser, Mate, and István Gyöngy. “A Feynman–Kac Formula for Stochastic Dirichlet Problems.” Stochastic Processes and Their Applications. Elsevier, 2019. https://doi.org/10.1016/j.spa.2018.04.003.
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2019 |Published| Journal Article | IST-REx-ID: 65 |
Dareiotis, Konstantinos, Mate Gerencser, and Benjamin Gess. “Entropy Solutions for Stochastic Porous Media Equations.” Journal of Differential Equations. Elsevier, 2019. https://doi.org/10.1016/j.jde.2018.09.012.
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2019 |Published| Journal Article | IST-REx-ID: 319 |
Gerencser, Mate, and Martin Hairer. “Singular SPDEs in Domains with Boundaries.” Probability Theory and Related Fields. Springer, 2019. https://doi.org/10.1007/s00440-018-0841-1.
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2019 |Published| Journal Article | IST-REx-ID: 6028 |
Gerencser, Mate, and Martin Hairer. “A Solution Theory for Quasilinear Singular SPDEs.” Communications on Pure and Applied Mathematics. Wiley, 2019. https://doi.org/10.1002/cpa.21816.
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2019 |Published| Journal Article | IST-REx-ID: 6232 |
Gerencser, Mate. “Boundary Regularity of Stochastic PDEs.” Annals of Probability. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AOP1272.
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| arXiv
2017 |Published| Journal Article | IST-REx-ID: 560 |
Gerencser, Mate, Arnulf Jentzen, and Diyora Salimova. “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, 2017. https://doi.org/10.1098/rspa.2017.0104.
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2017 |Published| Journal Article | IST-REx-ID: 642 |
Gerencser, Mate, and István Gyöngy. “Localization Errors in Solving Stochastic Partial Differential Equations in the Whole Space.” Mathematics of Computation. American Mathematical Society, 2017. https://doi.org/10.1090/mcom/3201.
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9 Publications
2020 |Published| Journal Article | IST-REx-ID: 7388 |
Gerencser, Mate. “Nondivergence Form Quasilinear Heat Equations Driven by Space-Time White Noise.” Annales de l’Institut Henri Poincaré C, Analyse Non Linéaire. Elsevier, 2020. https://doi.org/10.1016/j.anihpc.2020.01.003.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2020 |Published| Journal Article | IST-REx-ID: 6359 |
Dareiotis, Konstantinos, and Mate Gerencser. “On the Regularisation of the Noise for the Euler-Maruyama Scheme with Irregular Drift.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2020. https://doi.org/10.1214/20-EJP479.
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2019 |Published| Journal Article | IST-REx-ID: 301 |
Gerencser, Mate, and István Gyöngy. “A Feynman–Kac Formula for Stochastic Dirichlet Problems.” Stochastic Processes and Their Applications. Elsevier, 2019. https://doi.org/10.1016/j.spa.2018.04.003.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2019 |Published| Journal Article | IST-REx-ID: 65 |
Dareiotis, Konstantinos, Mate Gerencser, and Benjamin Gess. “Entropy Solutions for Stochastic Porous Media Equations.” Journal of Differential Equations. Elsevier, 2019. https://doi.org/10.1016/j.jde.2018.09.012.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2019 |Published| Journal Article | IST-REx-ID: 319 |
Gerencser, Mate, and Martin Hairer. “Singular SPDEs in Domains with Boundaries.” Probability Theory and Related Fields. Springer, 2019. https://doi.org/10.1007/s00440-018-0841-1.
[Published Version]
View
| Files available
| DOI
| WoS
2019 |Published| Journal Article | IST-REx-ID: 6028 |
Gerencser, Mate, and Martin Hairer. “A Solution Theory for Quasilinear Singular SPDEs.” Communications on Pure and Applied Mathematics. Wiley, 2019. https://doi.org/10.1002/cpa.21816.
[Published Version]
View
| Files available
| DOI
| WoS
2019 |Published| Journal Article | IST-REx-ID: 6232 |
Gerencser, Mate. “Boundary Regularity of Stochastic PDEs.” Annals of Probability. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AOP1272.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2017 |Published| Journal Article | IST-REx-ID: 560 |
Gerencser, Mate, Arnulf Jentzen, and Diyora Salimova. “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, 2017. https://doi.org/10.1098/rspa.2017.0104.
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)
2017 |Published| Journal Article | IST-REx-ID: 642 |
Gerencser, Mate, and István Gyöngy. “Localization Errors in Solving Stochastic Partial Differential Equations in the Whole Space.” Mathematics of Computation. American Mathematical Society, 2017. https://doi.org/10.1090/mcom/3201.
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)