Andreas Petersson

Available identifiers

Publication	Date of Publication	Type
Approximation of SPDE covariance operators by finite elements: a semigroup approach	2023-08-14	Paper
Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations	2023-05-15	Paper
SPDE bridges with observation noise and their spatial approximation	2023-03-14	Paper
Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs	2022-10-20	Paper
The heat modulated infinite dimensional Heston model and its numerical approximation	2022-06-21	Paper
SPDE bridges with observation noise and their spatial approximation	2021-12-21	Paper
Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise	2021-06-11	Paper
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations	2021-03-01	Paper
Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method	2020-08-26	Paper
Finite element approximation of Lyapunov equations related to parabolic stochastic PDEs	2019-10-11	Paper
Rapid covariance-based sampling of linear SPDE approximations in the multilevel Monte Carlo method	2018-06-29	Paper
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions	2018-01-12	Paper

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