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 and regularization by noise in numerical analysis. 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, On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift ,
    arXiv:1812.04583 , (2018).
    Link: arxiv
  2. K. Dareiotis, B. Gess, Nonlinear diffusion equations with nonlinear gradient noise,
    arXiv:1811.08356 , (2018).
    Link: arxiv
  3. K. Dareiotis, M. Gerencsér, B. Gess, Entropy solutions for stochastic porous media equations,
    J. Differential Equations 266 (2019), no. 6, 3732-3763.
    Link: journal, arxiv
  4. 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
  5. 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
  6. 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
  7. 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
  8. K. Dareiotis, On Finite difference schemes for partial integro-differential equations of Lévy type,
    arXiv:1608.00511, (2016) (submitted)
    Link: arxiv
  9. 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
  10. 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
  11. K. Dareiotis, M. Gerencsér, On the boundedness of solutions of SPDEs.
    Stoch. PDE: Anal. Comp. 3 (2015), no. 1, 84-102.
    Links: journal, arxiv
  12. K. Dareiotis, A Note On Degenerate Stochastic Integro-Differential Equations,
    arXiv:1406.5649, (2014)
    Link: arxiv
  13. 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