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Istvan Gyöngy

Publications and source records attributed to Istvan Gyöngy.

5 recordsLinked to original sources
arXiv2024

Harnack inequality for parabolic equations in double-divergence form with singular lower order coefficients

This paper investigates the Harnack inequality for nonnegative solutions to second-order parabolic equations in double divergence form. We impose conditions where the principal coefficients satisfy the Dini mean oscillation condition in $x$, while the drift and zeroth-order coefficients belong to specific Morrey classes. Our analysis contributes to advancing the theoretical foundations of parabolic equations in double divergence form, including Fokker-Planck-Kolmogorov equations for probability densities.

math.AP↗
arXiv2012

A note on Euler approximations for stochastic differential equations with delay

An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure convergence is obtained under local Lipschitz and also under monotonicity conditions.

math.PR↗
arXiv2008

Rate of Convergence of Space Time Approximations for stochastic evolution equations

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of convergence of various numerical approximations are estimated under strong monotonicity and Lipschitz conditions. The abstract setting involves general consistency conditions and is then applied to a class of quasilinear stochastic PDEs of parabolic type.

math.PR↗
arXiv2006

Rate of Convergence of Implicit Approximations for stochastic evolution equations

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is estimated under strong monotonicity and Lipschitz conditions. The results are applied to a class of quasilinear stochastic PDEs of parabolic type.

math.PR↗