Gerencser, M. (2024, July 18). Error estimates of for discretisations of stochastic equations via stochastic sewing [Conference Presentation]. 9th European Congress of Mathematics (ECM 2024), Sevilla, Spain.
We overview a number of recent results in strong error estimates for approximating S(P)DEs that essentially rely on leveraging oscillations to analyse additive functionals of stochastic processes. Beyond the "most natural" applications for S(P)DEs with irregular drift, we give several examples of equations with smooth coefficients where our methods allow to substantially improve previous order barriers.