Localization errors in solving stochastic partial differential equations in the whole space. - Máté Gerencsér; István Gyöngy (Math. Comput., 2017)

Approximation of SDEs - a stochastic sewing approach. - Oleg Butkovsky; Konstantinos Dareiotis; Máté Gerencsér (CoRR, 2019)

Optimal rate of convergence for approximations of SPDEs with non-regular drift. - Oleg Butkovsky; Konstantinos Dareiotis; Máté Gerencsér (CoRR, 2021)

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)

Strong convergence of parabolic rate 1 of discretisations of stochastic Allen-Cahn-type equations. - Máté Gerencsér; Harprit Singh (CoRR, 2022)

The Milstein scheme for singular SDEs with Hölder continuous drift. - Máté Gerencsér; Gerald Lampl; Chengcheng Ling (CoRR, 2023)

Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift. - Oleg Butkovsky; Konstantinos Dareiotis; Máté Gerencsér (SIAM J. Numer. Anal., 2023)