Máté Gerencsér

According to our database, Máté Gerencsér authored at least 7 papers between 2017 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift.

Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér

SIAM J. Numer. Anal., April, 2023

The Milstein scheme for singular SDEs with Hölder continuous drift.

Máté Gerencsér, Gerald Lampl, Chengcheng Ling

CoRR, 2023

2022

Strong convergence of parabolic rate 1 of discretisations of stochastic Allen-Cahn-type equations.

Máté Gerencsér, Harprit Singh

CoRR, 2022

Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise.

Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér

CoRR, 2022

2021

Optimal rate of convergence for approximations of SPDEs with non-regular drift.

Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér

CoRR, 2021

2019

Approximation of SDEs - a stochastic sewing approach.

Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér

CoRR, 2019

2017

Localization errors in solving stochastic partial differential equations in the whole space.

Máté Gerencsér, István Gyöngy

Math. Comput., 2017