Dr. Konstantinos Dareiotis
- Position: Lecturer
- Areas of expertise: Stochastic differential equations; Partial differential equations; Stochastic partial differential and integro-differential equations; Regularization by noise; Numerical methods; Lévy processes
- Email: K.Dareiotis@leeds.ac.uk
- Location: 9.14 School of Mathematics
Profile
Employment:
- University of Leeds, Leeds, UK: Lecturer, Oct 2019—
- Max Planck Insitute for Mathematics in the Sciences, Leipzig, Germany: Researcher, Sep 2017—Oct 2019
- Uppsala University, Uppsala, Sweden: Researcher, Sep 2015—Aug 2017
Education:
- The University of Edinburgh: PhD in Mathematics under the supervision of Professor István Gyöngy (2015)
- The University of Edinburgh: Msc in Mathematics under the supervision of Dr Miklós Rásonyi (2011)
- University of Patras: Bsc in Mathematics (2010)
Publications:
Reports:
- O. Butkovksy, K. Dareiotis, M. Gerencsér, K. Lê, Regularization by Noise: Theoretical Foundations, Numerical Methods and Applications, Oberwolfach Reports, DOI: 10.4171/OWR/2022/9
Journal Publications:
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K. Dareiotis, M. Gerencsér, Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations, Ann. Probab. 52(5): 1864-1902 (2024) https://doi.org/10.1214/24-AOP1686
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O. Butkovksy, K. Dareiotis, M. Gerencsér, Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Lévy noise, to appear in in Ann. Inst. Henri Poincaré Probab. Stat. https://arxiv.org/pdf/2204.12926.pdf
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O. Butkovksy, K. Dareiotis, M. Gerencsér, Optimal rate of convergence for approximations of SPDEs with non-regular drift, SIAM J. Numer. Anal. 61 (2023), no. 2, 1103–1137, https://doi.org/10.1137/21M1454213
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K. Dareiotis, M. Gerencsér, K. Lê, Quantifying a convergence theorem of Gyöngy and Krylov, Ann. Appl. Probab. 33 (2023), no. 3, 60 (65), https://doi.org/10.1214/22-AAP1867
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O. Butkovsky, K. Dareiotis, M. Gerencsér, Approximation of SDEs: A stochastic sewing approach, Probab. Theory Relat. Fields, (2021), https://doi.org/10.1007/s00440-021-01080-2
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K. Dareiotis, B. Gess, M. Gnann, G. Grün, Non-negative Martingale Solutions to the Stochastic Thin-Film Equation with Nonlinear Gradient Noise, Arch. Ration. Mech. Anal., (2021), https://doi.org/10.1007/s00205-021-01682-z
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K. Dareiotis, M. Gerencsér, B. Gess, Porous media equations with multiplicative space-time white noise, Ann. Inst. H. Poincaré Probab. Statist., 57 (4) 2354 - 2371, (2021). https://doi.org/10.1214/20-AIHP1139
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K. Dareiotis, M. Gerencsér, On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift, Electron. J. Probab., Volume 25 (2020), no. 82, 18 pp. https://projecteuclid.org/euclid.ejp/1594886428
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K. Dareiotis, B. Gess, P. Tsatsoulis, Ergodicity of stochastic porous media equations, SIAM J. Math. Anal., 52 (2020), no.5, 4524–4564. https://epubs.siam.org/doi/pdf/10.1137/19M1278521
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K. Dareiotis, B. Gess, Nonlinear diffusion equations with nonlinear gradient noise, Electron. J. Probab., Volume 25 (2020), paper no. 35, 43 pp. https://projecteuclid.org/euclid.ejp/1585101794
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K. Dareiotis, M. Gerencsér, B. Gess, Entropy solutions for stochastic porous media equations, J. Differential Equations 266 (2019), no. 6, 3732-3763. https://www.sciencedirect.com/science/article/pii/S0022039618305333
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K. Dareiotis, B. Gess, Supremum estimates for degenerate, quasilinear stochastic partial differential equations. Ann. Inst. Henri Poincaré Probab. Stat. 55 (2019), no. 3, 1765-1796. https://projecteuclid.org/euclid.aihp/1569398885
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K. Dareiotis, E. Ekström, Density symmetries for a class of 2-D diffusions with applications to finance, Stochastic Process. Appl. 129 (2018), no. 2, 452-472.
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K. Dareiotis, M. Gerencsér, Local L∞-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs, J. Differential Equations 262 (2017), no. 1, 615-632. http://www.sciencedirect.com/science/article/pii/S0022039616303114
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K. Dareiotis, Symmetrization of exterior parabolic problems and probabilistic interpretation, Stoch. Partial Differ. Equ. Anal. Comput. 5 (2017), no. 1, 38-52. http://link.springer.com/article/10.1007/s40072-016-0080-3
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K. Dareiotis, On Finite difference schemes for partial integro-differential equations of Lévy type, J. Comput. Appl. Math. (2019), doi.org/10.1016/j.cam.2019.112587, https://www.sciencedirect.com/science/article/abs/pii/S0377042719305928?via%3Dihub
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K. Dareiotis, J.M. Leahy, Finite difference schemes for linear stochastic integro-differential equations. Stochastic Process. Appl. 126 (2016), no. 10, 3202-3234. http://www.sciencedirect.com/science/article/pii/S0304414916300485
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K. Dareiotis, C. Kumar, S. Sabanis, On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations. SIAM J. Numer. Anal. 54 (2016), no. 3, 1840-1872. http://epubs.siam.org/doi/abs/10.1137/151004872
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K. Dareiotis, M. Gerencsér, On the boundedness of solutions of SPDEs. Stoch. PDE: Anal. Comp. 3 (2015), no. 1, 84-102. http://link.springer.com/article/10.1007/s40072-014-0043-5
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K. Dareiotis, I. Gyöngy, A comparison principle for stochastic integro-differential equations. Potential Anal. 41 (2014), no. 4, 1203-1222. http://link.springer.com/article/10.1007%2Fs11118-014-9416-7#page-1
Preprints:
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K. Dareiotis, T. Holland , K. Lê, Regularisation by multiplicative noise for reaction–diffusion equations , arXiv:2409.11130 (2024) https://arxiv.org/pdf/2409.11130
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K. Dareiotis, M. Gerencsér, K. Lê, A central limit theorem for the Euler method for SDEs with irregular drifts, arXiv:2309.16339 (2023) https://arxiv.org/pdf/2309.16339.pdf
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K. Dareiotis, B. Gess, M. V. Gnann, M. Sauerbrey, Solutions to the stochastic thin-film equation for initial values with non-full support, arXiv:2207.03476 (2023) https://arxiv.org/pdf/2305.06017.pdf
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K. Dareiotis, A Note On Degenerate Stochastic Integro-Differential Equations, arXiv: 1406.5649 (2014) http://arxiv.org/pdf/1406.5649.pdf
Research interests
My research is focused on stochastic analysis and partial differential equations (PDEs). More specifically, I am interested in stochastic PDEs (SPDEs), diffusion/jump-diffusion processes and their connections to PDEs/integro-PDEs, rough differential equations, and applications. I study both qualitative properties of the aforementioned equations such as existence, uniqueness, regularity, and ergodic properties of the solutions but also their numerical approximation. The last few years I mainly work on (i) regularisation by noise phenomena and (ii) degenerate non-linear SPDEs.
Student education
In 2023-2024 I teach (Advanced) Stochastic Caclulus for Finance (MATH 3734/MATH5734).
Research groups and institutes
- Analysis
- Probability and Financial Mathematics