Konstantinos Dareiotis

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Publications

Citations

222

H-Index

Active since

2016

Affiliations

Max Planck Institute for Mathematics in the Sciences(Current)

Bielefeld University

University of Leeds

Institute of Science and Technology Austria

Konstantinos Dareiotis is an author at Max Planck Institute for Mathematics in the Sciences specializing in diffusion processes, stochastic processes, and stochastic differential equations.

Publications per year

2016–2023

Publications

On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations

Konstantinos Dareiotis, Chaman Kumar, Sotirios Sabanis · SIAM Journal on Numerical Analysis · 2016 · 87 citations · Full text

Engineering, Mathematics, Differential Equations +16

On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift

Konstantinos Dareiotis, Máté Gerencsér · Electronic Journal of Probability · 2020 · 40 citations · Full text

Engineering, Mathematics, Dynamical Systems +10

Entropy solutions for stochastic porous media equations

Konstantinos Dareiotis, Máté Gerencsér, Benjamin Gess · Journal of Differential Equations · 2018 · 32 citations · Full text

Engineering, Petroleum Engineering, Stochastic Processes +13

Finite difference schemes for linear stochastic integro-differential equations

Konstantinos Dareiotis, James-Michael Leahy · Stochastic Processes and their Applications · 2016 · 24 citations · Full text

Engineering, Mathematics, Differential Equations +13

Quantifying a convergence theorem of Gyöngy and Krylov

Konstantinos Dareiotis, Máté Gerencsér, Khoa Lê · The Annals of Applied Probability · 2023 · 20 citations · Full text

Engineering, Mathematics, Probability Theory +15

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