Oleg Butkovsky

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 4

Top Topics

Approximation Schemes

Monte Carlo Sampling

Bandwidth Utilization

Estimation Error

Top Venues

SIAM J. Numer. Anal.

Publications

Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér
Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift. SIAM J. Numer. Anal. 61 (2) (2023)
Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise. CoRR (2022)
Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér
Optimal rate of convergence for approximations of SPDEs with non-regular drift. CoRR (2021)
Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér
Approximation of SDEs - a stochastic sewing approach. CoRR (2019)