István Gyöngy

Finance · 2000–2021

A researcher in the Science corpus: 9 papers; trusts 12 researchers and is trusted by 30 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #1,242 of 10,518 by trust here, #2,034 by citations
• Computational Theory and Mathematics — 8 citations into it; #4,992 of 12,182 by trust here, #6,798 by citations
• Applied Mathematics — 6 citations into it; #4,754 of 7,620 by trust here, #4,749 by citations
• Computational Mechanics — 5 citations into it

Whom István Gyöngy trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Sotirios Sabanis
2. A. Davie
3. Stefan Heinrich
4. M. Giles
5. Gareth O. Roberts
6. Vivek Shripad Borkar
7. Konstantinos Dareiotis
8. Annie Millet
9. Albert Cohen
10. Richard L. Tweedie

Who trusts István Gyöngy overall

1. Arnulf Jentzen
2. Wei Liu
3. Xicheng Zhang
4. Peter E. Kloeden
5. Michael Röckner
6. Arnaud Debussche
7. Hakima Bessaih
8. Steffen Dereich
9. Franco Flandoli
10. Lisa Beck

Papers from István Gyöngy's perspective

Ordered by how strongly the researchers István Gyöngy trusts endorse each paper. Same corpus, a different order for every researcher.

1. Multilevel Monte Carlo Path Simulation (Operational Research)
2. On Discretization Schemes for Stochastic Evolution Equations
3. Multilevel Monte Carlo Methods
4. Exponential convergence of Langevin distributions and their discrete approximations
5. Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients
6. A note on tamed Euler approximations
7. Impulses and Physiological States in Theoretical Models of Nerve Membrane.
8. On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
9. Controlled diffusion processes
10. Numerical Analysis of Wavelet Methods

Their papers

• A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (2011) — 163 citations
• On the Rate of Convergence of Splitting-up Approximations for SPDEs (2003) — 63 citations
• Rate of Convergence of Space Time Approximations for Stochastic Evolution Equations (2007) — 104 citations
• Convergence of tamed Euler schemes for a class of stochastic evolution equations (2014) — 55 citations
• Existence of strong solutions for It\^o's stochastic equations via approximations. Revisited (2021) — 151 citations
• On Discretization Schemes for Stochastic Evolution Equations (2005) — 114 citations
• On the splitting-up method and stochastic partial differential equations (2003) — 133 citations
• On Stochastic Differential Equations with Locally Unbounded Drift (2001) — 124 citations
• On Lp-solutions of semilinear stochastic partial differential equations (2000) — 58 citations