|Institutions||University of Edinburgh|
|Alma mater||Moscow State University|
|Doctoral advisor||Nicolai V. Krylov|
István Gyöngy (born 1951) is a Hungarian mathematician working in the fields of stochastic differential equations, stochastic partial differential equations and their applications to nonlinear filtering and stochastic control. Recently, he has focussed his attention on numerical analysis  and especially accelerated numerical methods, making use of Richardson extrapolation .
Formerly at the Department of Probability Theory and Statistics of the Eötvös Loránd University of Budapest, he is currently a professor at the University of Edinburgh, where he is head of the Probability and Stochastic Analysis research group 
- Gyöngy, I.; Millet, A. (2009). "Rate of convergence of space time approximations for stochastic evolution equations". Potential Analysis. 30 (1): 29–64. doi:10.1007/s11118-008-9105-5.
- Gyöngy, I.; Krylov, N.V. (2011). "Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space". Mathematics of Computation. 80 (275): 1431. doi:10.1090/s0025-5718-2011-02478-6.
- Gyöngy, I.; Krylov, N.V. (2011). "Accelerated Numerical Schemes for PDEs and SPDEs". Stochastic Analysis 2010 (275): 131–168.
- University of Edinburgh School of Mathematics Research Group Webpage, http://www.maths.ed.ac.uk/research/psa.