The following pages link to Annika Lang (Q487663):
Displayed 31 items.
- Covariance structure of parabolic stochastic partial differential equations (Q487664) (← links)
- Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations (Q894800) (← links)
- A Lax equivalence theorem for stochastic differential equations (Q989145) (← links)
- Numerical analysis of lognormal diffusions on the sphere (Q1617250) (← links)
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
- Fast generation of isotropic Gaussian random fields on the sphere (Q1746424) (← links)
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507) (← links)
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017) (← links)
- \(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations (Q1947594) (← links)
- Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938) (← links)
- Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces (Q2186652) (← links)
- Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise (Q2400591) (← links)
- Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← links)
- A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes (Q2957052) (← links)
- Fast simulation of Gaussian random fields (Q3094132) (← links)
- Erratum: Almost sure convergence of a semi-discrete Milstein scheme for SPDEs of Zakai type (Q3145074) (← links)
- Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type (Q3585335) (← links)
- Simulation of stochastic partial differential equations using finite element methods (Q4648584) (← links)
- Multilevel Monte Carlo method with applications to stochastic partial differential equations (Q4902859) (← links)
- Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods Appl. 17 (2011), 195–214] (Q4915856) (← links)
- Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise (Q4994015) (← links)
- Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields (Q5071449) (← links)
- Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations (Q6046012) (← links)
- Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds (Q6082219) (← links)
- Euler-Maruyama approximations of the stochastic heat equation on the sphere (Q6120387) (← links)
- Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation (Q6150470) (← links)
- Approximation of SPDE covariance operators by finite elements: a semigroup approach (Q6171557) (← links)
- Continuity of Random Fields on Riemannian Manifolds (Q6275753) (← links)
- Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q6322420) (← links)
- Finite element approximation of Lyapunov equations related to parabolic stochastic PDEs (Q6327027) (← links)
- Surface finite element approximation of spherical Whittle--Mat\'ern Gaussian random fields (Q6360870) (← links)