| Publication | Date of Publication | Type |
|---|
The Milstein scheme for singular SDEs with Hölder continuous drift
IMA Journal of Numerical Analysis | 2026-03-05 | Paper |
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Lévy noise
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2025-11-21 | Paper |
Weak coupling limit of KPZ with rougher than white noise
Electronic Communications in Probability | 2025-06-23 | Paper |
Solution theory of fractional SDEs in complete subcritical regimes
Forum of Mathematics, Sigma | 2025-01-29 | Paper |
A glimpse of Hairer's regularity structures
Internationale Mathematische Nachrichten | 2024-10-22 | Paper |
Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
The Annals of Probability | 2024-10-15 | Paper |
Strong convergence of parabolic rate 1 of discretisations of stochastic Allen-Cahn-type equations
Transactions of the American Mathematical Society | 2024-07-04 | Paper |
| A central limit theorem for the Euler method for SDEs with irregular drifts | 2023-09-28 | Paper |
Regularisation by regular noise
Stochastic and Partial Differential Equations. Analysis and Computations | 2023-07-18 | Paper |
| The Milstein scheme for singular SDEs with H\"older continuous drift | 2023-05-25 | Paper |
Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift
SIAM Journal on Numerical Analysis | 2023-04-26 | Paper |
Singular paths spaces and applications
Stochastic Analysis and Applications | 2022-10-28 | Paper |
Boundary renormalisation of SPDEs
Communications in Partial Differential Equations | 2022-10-12 | Paper |
| Strong convergence of parabolic rate $1$ of discretisations of stochastic Allen-Cahn-type equations | 2022-09-19 | Paper |
| Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations | 2022-07-07 | Paper |
Porous media equations with multiplicative space-time white noise
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-02-25 | Paper |
Approximation of SDEs: a stochastic sewing approach
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2022-01-18 | Paper |
Optimal rate of convergence for approximations of SPDEs with non-regular drift
(available as arXiv preprint) | 2021-10-12 | Paper |
On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
Electronic Journal of Probability | 2020-09-29 | Paper |
On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
Electronic Journal of Probability | 2020-09-29 | Paper |
Nondivergence form quasilinear heat equations driven by space-time white noise
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2020-05-12 | Paper |
Porous media equations with multiplicative space-time white noise
(available as arXiv preprint) | 2020-02-28 | Paper |
A solution theory for quasilinear singular SPDEs
Communications on Pure and Applied Mathematics | 2019-11-19 | Paper |
Boundary regularity of stochastic PDEs
The Annals of Probability | 2019-05-10 | Paper |
Boundary regularity of stochastic PDEs
The Annals of Probability | 2019-05-10 | Paper |
Singular SPDEs in domains with boundaries
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2019-04-30 | Paper |
A Feynman-Kac formula for stochastic Dirichlet problems
Stochastic Processes and their Applications | 2019-03-06 | Paper |
Entropy solutions for stochastic porous media equations
Journal of Differential Equations | 2019-01-22 | Paper |
Entropy solutions for stochastic porous media equations
Journal of Differential Equations | 2019-01-22 | Paper |
On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2018-12-28 | Paper |
Localization errors in solving stochastic partial differential equations in the whole space
Mathematics of Computation | 2017-05-10 | Paper |
Local L_-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs
Journal of Differential Equations | 2016-11-04 | Paper |
Finite difference schemes for stochastic partial differential equations in Sobolev spaces
Applied Mathematics and Optimization | 2015-09-17 | Paper |
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-04-16 | Paper |
On the boundedness of solutions of SPDEs
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-04-16 | Paper |
On the boundedness of solutions of SPDEs
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-04-16 | Paper |
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
(available as arXiv preprint) | N/A | Paper |
Solution theory of fractional SDEs in complete subcritical regimes
(available as arXiv preprint) | N/A | Paper |
Quasi-generalised KPZ equation
(available as arXiv preprint) | N/A | Paper |
Analytically weak solutions to stochastic heat equations with spatially rough noise
(available as arXiv preprint) | N/A | Paper |
