Welcome to my website. I am a tenure track Assistant Professor (Laufbahnstelle) at TU Wien in the Institute of Analysis and Scientific Computing (ASC). You can reach me at mate.gerencser*at*tuwien.ac.at

My research interest lies in stochastic analysis: stochastic PDEs, regularity structures, rough paths, regularisation by noise, and numerical aspects of stochastic equations.


  1. Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
    with K. Dareiotis
  2. Solution theory of fractional SDEs in complete subcritical regimes
    with L. Galeati
  3. Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
    with O. Butkovsky and K. Dareiotis
  4. Optimal rate of convergence for approximations of SPDEs with non-regular drift
    with O. Butkovsky and K. Dareiotis
    SIAM J. Numer. Anal., in revision arXiv:2110.06148
  5. Boundary renormalisation of SPDEs
    with M. Hairer
    Comm. Partial Differential Equations, accepted, arXiv:2110.03656
  6. Quantifying a convergence theorem of Gyöngy and Krylov
    with K. Dareiotis and K. Lê
    Annals of Applied Probability, accepted, arXiv:2101.12185
  7. Regularisation by regular noise
    Stoch. PDE: Anal. Comp. (2022),
    doi:10.1007/s40072-022-00242-0, arXiv:2009.08418
  8. Singular paths spaces and applications
    with C. Bellingeri and P. K. Friz
    Stoch. Anal. Appl. (2021), doi:10.1080/07362994.2021.1988641, arXiv:2003.03352
  9. Porous media equations with multiplicative space-time white noise
    with K. Dareiotis and B. Gess
    Ann. Inst. H. Poincarée Probab. Statist (2021), doi:10.1214/20-AIHP1139, arXiv:2002.12924
  10. Approximation of SDEs - a stochastic sewing approach
    with O. Butkovsky and K. Dareiotis
    Probab. Theory Related Fields (2021), doi:10.1007/s00440-021-01080-2, arXiv:1909.07961
  11. Nondivergence form quasilinear heat equations driven by space-time white noise
    Ann. Inst. H. Poincaré Anal. Non Linéaire (2020), doi:10.1016/j.anihpc.2020.01.003, arXiv:1902.07635
  12. On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
    with K. Dareiotis
    Electron. J. Probab. (2020), doi:10.1214/20-EJP479, arXiv:1812.04583
  13. Entropy solutions for stochastic porous medium equations
    with K. Dareiotis and B. Gess
    J. Differential Equations (2019), doi:10.1016/j.jde.2018.09.012, arXiv:1803.06953
  14. A solution theory for quasilinear singular SPDEs
    with M. Hairer
    Comm. Pure Appl. Math. (2019), doi:10.1002/cpa.21816, arXiv:1712.01881
  15. Boundary regularity of stochastic PDEs
    Ann. Probab. (2019), doi:10.1214/18-AOP1272, arXiv:1705.05364
  16. Singular SPDEs in domains with boundaries
    with M. Hairer
    Probab. Theory Related Fields (2019), doi:10.1007/s00440-018-0841-1, arXiv:1702.06522
  17. On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions
    with A. Jentzen and D. Salimova
    Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. (2017) doi:10.1098/rspa.2017.0104, arXiv:1702.03229
  18. A Feynman-Kac formula for stochastic Dirichlet problems
    with I. Gyöngy
    Stochastic Process. Appl. (2019) doi:10.1016/j.spa.2018.04.003, arXiv:1611.04177
  19. Localization errors in solving stochastic partial differential equations in the whole space
    with I. Gyöngy
    Math. Comp. (2017), doi:10.1090/mcom/3201, arXiv:1508.05535
  20. Local L-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs
    with K. Dareiotis
    J. Differential Equations (2016), doi:10.1016/j.jde.2016.09.038, arXiv:1503.04472
  21. On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
    with I. Gyöngy and N. V. Krylov
    Stoch. PDE: Anal. Comp. (2015), doi:10.1007/s40072-014-0042-6, arXiv:1404.4401
  22. On the boundedness of solutions of SPDEs
    with K. Dareiotis
    Stoch. PDE: Anal. Comp. (2015), doi:10.1007/s40072-014-0043-5, arXiv:1312.3843
  23. Finite difference schemes for stochastic partial differential equations in Sobolev spaces
    with I. Gyöngy
    Appl. Math. Optim. (2015), doi:10.1007/s00245-014-9272-2, arXiv:1308:4614


I am currently teaching the course Applied Mathematics Foundations at TU Wien (22/23 Winter Semester). Detailed information to be found on TISS & TUWEL.

For Bahelor/Master thesis projects, please inquire by e-mail.

Past teaching (TU Wien)
  • Stochastic PDEs 20/21, 21/22 SS
  • Stochastic differential equations and their numerics 20/21, 21/22 WS


I am PI of the FWF Stand-Alone project P 34992 Regularisation by noise in discrete and continuous systems.