Forschungsgruppe Stochastische Differentialgleichungen

Organization Name (de) Name der Organisation (de)
E101-01-4 - Forschungsgruppe Stochastische Differentialgleichungen
 
Code Kennzahl
E101-01-4
 
Type of Organization Organisationstyp
Research Group
Parent OrgUnit Übergeordnete Organisation
 
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Results 1-31 of 31 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerencser, Mate The doubly accelerated exponential Euler scheme for SPDEsPresentation Vortrag14-Oct-2026
2Gerencsér, Máté The Milstein scheme revisitedPresentation Vortrag24-Sep-2026
3Tempelmayr, Markus On the chain rule for scalar-valued singular SPDEsPresentation Vortrag22-Sep-2026
4Gerencsér, Máté Sharp rate of convergence to the KPZ equationPresentation Vortrag21-Sep-2026
5Gerencsér, Máté Overcoming the order barriers in approximating nonlinear space-time white noise driven SPDEsPresentation Vortrag15-Jul-2026
6Gerencsér, Máté Variance renormalisation of parabolic stochastic PDEsPresentation Vortrag6-Jul-2026
7Gerencsér, Máté Variance renormalisation in singular SPDEsPresentation Vortrag29-May-2026
8Gerencser, Mate Discretisation of additive functionalsPresentation Vortrag17-Mar-2026
9Hsu, Yueh-Sheng ; Labbé, Cyril Construction and spectrum of the AndersonHamiltonian with white noise potential on ℝ2 and ℝ3Article Artikel 2026
10Gerencsér, Máté Overcoming the temporal and spatial order barriers in approxi mating space-time white noise-driven SPDEsInproceedings Konferenzbeitrag2026
11Anzeletti, Lukas Tackling SDEs in Hilbert spaces with stochastic sewingPresentation Vortrag12-Dec-2025
12Anzeletti, Lukas The stochastic sewing lemma - a swiss army knife for S(P)DEsPresentation Vortrag11-Dec-2025
13Gerencser, Mate Variance renormalisation of singular SPDEsPresentation Vortrag18-Nov-2025
14Hsu, Yueh-Sheng Variance renormalisation of two dimensional gPAM with differentiated space white noisePresentation Vortrag23-Oct-2025
15Gerencser, Mate On the order barriers of approximating SPDEsPresentation Vortrag20-Oct-2025
16Anzeletti, Lukas ; Galeati, Lucio ; Richard, Alexandre ; Tanré, Etienne Properties of the solution of singular SDEs with fractional noise and well-posedness for a McKean-Vlasov equationPresentation Vortrag16-Oct-2025
17Hsu, Yueh-Sheng Variance renormalisation of two dimensional gPAM with differentiated space white noisePresentation Vortrag25-Sep-2025
18Anzeletti, Lukas The Milstein scheme revisitedPresentation Vortrag24-Sep-2025
19Gerencser-2025-IMA Journal of Numerical Analysis-am.pdf.jpgGerencsér, Máté ; Lampl, Gerald ; Ling, Chengcheng The Milstein scheme for singular SDEs with Hölder continuous driftArticle Artikel Sep-2025
20Cacace, Marco Convergence rate of finite difference scheme of Allen-Cahn-like SPDEs on the 2D torus of radius LInproceedings Konferenzbeitrag27-Aug-2025
21Anzeletti, Lukas ; Galeati, Lucio ; Richard, Alexandre ; Tanré, Etienne On the density of singular SDEs with fractional noise and applications to McKean--Vlasov equationsPresentation Vortrag20-Jul-2025
22Hsu, Yueh-Sheng Variance renormalisation of two dimensional gPAM with differentiated space white noiseInproceedings Konferenzbeitrag3-Jul-2025
23Gerencser, Mate The Milstein scheme revisitedPresentation Vortrag2-Jul-2025
24Gerencser, Mate Additive functionals of stochastic processes and their discretisationsPresentation Vortrag12-Jun-2025
25Gerencser, Mate Variance renormalisation of singular SPDEsPresentation Vortrag3-Jun-2025
26Gerencser, Mate Variance renormalisation of singular SPDEsPresentation Vortrag2-Jun-2025
27Hsu, Yueh-Sheng Continuum limit of discrete Anderson Hamiltonian in dimensions 2 and 3Presentation Vortrag11-Apr-2025
28Anzeletti, Lukas Behavior of the law of the solution for singular SDEs driven by fractional Brownian motionPresentation Vortrag19-Mar-2025
29Gerencser-2025-Electronic Communications in Probability-vor.pdf.jpgGerencsér, Máté ; Toninelli, Fabio Lucio Weak coupling limit of KPZ with rougher than white noiseArticle Artikel 2025
30Galeati, Lucio ; Gerencsér, Máté Solution theory of fractional SDEs in complete subcritical regimesArticle Artikel 2025
31Butkovsky, Oleg ; Dareiotis, Konstantinos ; Gerencsér, Máté Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Lévy noiseArticle Artikel 2025