Gerencsér, Máté

1. Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
   2022/04/27 by Butkovsky, Oleg, Dareiotis, Konstantinos, Gerencsér, Máté · 2 citations
   #60H10 #60H35 #60H50 #60J76 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
2. Higher order approximation of nonlinear SPDEs with additive space-time white noise
   2024/06/05 by Ana Djurdjevac, Máté Gerencsér, Djurdjevac, Ana +3 · 2 citations
   Economics, Econometrics and Finance · Physics and Astronomy · #Stochastic processes and financial applications #Advanced Thermodynamics and Statistical Mechanics
3. A central limit theorem for the Euler method for SDEs with irregular drifts
   2023/09/28 by Dareiotis, Konstantinos, Gerencsér, Máté, Lê, Khoa · 1 citation
   #60H10 #60H35 #60H50 #FOS: Mathematics #Probability (math.PR)
4. Regularisation by Gaussian rough path lifts of fractional Brownian motions
   2024/12/02 by Dareiotis, Konstantinos, Gerencsér, Máté, Lê, Khoa +1 · 2 citations
   #60H07 #60H50 #60L20 #60L90 #FOS: Mathematics #Probability (math.PR)
5. The Milstein scheme for singular SDEs with Hölder continuous drift
   2023/05/25 by Máté Gerencsér, Gerald Lampl, Gerencsér, Máté +3 · 1 citation
   Economics, Econometrics and Finance · Decision Sciences · #Stochastic processes and financial applications #Risk and Portfolio Optimization