<div class="csl-bib-body">
<div class="csl-entry">Gerencser, M. (2024, July 18). <i>Error estimates of for discretisations of stochastic equations via stochastic sewing</i> [Conference Presentation]. 9th European Congress of Mathematics (ECM 2024), Sevilla, Spain.</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/199584
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dc.description.abstract
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.
en
dc.language.iso
en
-
dc.subject
Regularisation by noise
en
dc.subject
discretisation of SDEs
en
dc.title
Error estimates of for discretisations of stochastic equations via stochastic sewing
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.type.category
Conference Presentation
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tuw.researchTopic.id
A3
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tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.value
100
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tuw.publication.orgunit
E101-01 - Forschungsbereich Analysis
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tuw.event.name
9th European Congress of Mathematics (ECM 2024)
en
tuw.event.startdate
15-07-2024
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tuw.event.enddate
19-07-2024
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tuw.event.online
On Site
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tuw.event.type
Event for scientific audience
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tuw.event.place
Sevilla
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tuw.event.country
ES
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tuw.event.institution
European Mathematical Society
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tuw.event.presenter
Gerencser, Mate
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wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
1010
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wb.sciencebranch.value
100
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item.grantfulltext
none
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item.languageiso639-1
en
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item.fulltext
no Fulltext
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item.cerifentitytype
Publications
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item.openairetype
conference paper not in proceedings
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item.openairecristype
http://purl.org/coar/resource_type/c_18cp
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crisitem.author.dept
E101-01 - Forschungsbereich Analysis
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crisitem.author.parentorg
E101 - Institut für Analysis und Scientific Computing
