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.

Publications


  1. Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
    with K. Dareiotis
    arXiv:2207.03476
  2. Solution theory of fractional SDEs in complete subcritical regimes
    with L. Galeati
    arXiv:2207.03475
  3. Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
    with O. Butkovsky and K. Dareiotis
    arXiv:2204.12926
  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

Teaching


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

Projects


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