Andreas Petersson

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The heat modulated infinite dimensional Heston model and its numerical approximation Stochastics	2026-01-16	Paper
Finite element approximation of Lyapunov equations related to parabolic stochastic PDEs Applied Mathematics and Optimization	2025-05-14	Paper
Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs SIAM Journal on Numerical Analysis	2025-03-11	Paper
Approximation of SPDE covariance operators by finite elements: a semigroup approach IMA Journal of Numerical Analysis	2023-08-14	Paper
Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations Stochastic Analysis and Applications	2023-05-15	Paper
SPDE bridges with observation noise and their spatial approximation Stochastic Processes and their Applications	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 (available as arXiv preprint)	2021-12-21	Paper
Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise ESAIM: Mathematical Modelling and Numerical Analysis	2021-06-11	Paper
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations Mathematics and Computers in Simulation	2021-03-01	Paper
Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method Springer Proceedings in Mathematics & Statistics	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 (available as arXiv preprint)	2018-06-29	Paper
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions BIT	2018-01-12	Paper

Research outcomes over time

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