Konstantinos Dareiotis

email: konstantinos.dareiotis"at"mis.mpg.de

I am a post-doc at the Max Planck Institute MIS, in Leipzig, in the group of Benjamin Gess.
My research focuses on stochastic analysis and partial differential equations (PDEs).
Currently I am working on degenerate, quasilinear, stochastic partial differential equations (SPDEs)
of porous medium-type. I am also interested in stochastic integro-PDEs arising in non-linear filtering of partially
observable processes (of Lévy-type), as well as in stochastic differential equations (SDEs),
PDEs of elliptic and parabolic type related to these SDEs, and their applications (e.g., in finance).

Education and employment


  1. K. Dareiotis, M. Gerencsér, B. Gess, Entropy solutions for stochastic porous media equations,
    J. Differential Equations, (2018), https://doi.org/10.1016/j.jde.2018.09.012.
    Link: journal, arxiv
  2. K. Dareiotis, B. Gess, Supremum estimates for degenerate, quasilinear stochastic partial differential equations,
    arXiv:1712.06655, (2017), to appear in: Annales de l' Institut Henri Poincare (B) Probability and Statistics.
    Link: arxiv
  3. K. Dareiotis, E. Ekström, Density symmetries for a class of 2-D diffusions with applications to finance,
    Stochastic Process. Appl. (2018), https://doi.org/10.1016/j.spa.2018.03.007.
    Links: journal, arxiv
  4. K. Dareiotis, Symmetrization of exterior parabolic problems and probabilistic interpretation,
    Stoch. Partial Differ. Equ. Anal. Comput. 5 (2017), no. 1, 38-52.
    Links: journal, arxiv
  5. 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.
    Links: journal, arxiv
  6. K. Dareiotis, On Finite difference schemes for partial integro-differential equations of Lévy type,
    arXiv:1608.00511, (2016) (submitted)
    Link: arxiv
  7. 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.
    Links: journal, arxiv
  8. K. Dareiotis, J.M. Leahy, Finite difference schemes for linear stochastic integro-differential equations.
    Stochastic Process. Appl. 126 (2016), no. 10, 3202-3234.
    Links: journal, arxiv
  9. K. Dareiotis, M. Gerencsér, On the boundedness of solutions of SPDEs.
    Stoch. PDE: Anal. Comp. 3 (2015), no. 1, 84-102.
    Links: journal, arxiv
  10. K. Dareiotis, A Note On Degenerate Stochastic Integro-Differential Equations,
    arXiv:1406.5649, (2014)
    Link: arxiv
  11. K. Dareiotis, I. Gyöngy, A comparison principle for stochastic integro-differential equations.
    Potential Anal. 41 (2014), no. 4, 1203-1222.
    Links: journal, arxiv



My teaching experience includes