| Publication | Date of Publication | Type |
|---|
Guided smoothing and control for diffusion processes
Stochastic Processes and their Applications | 2025-12-09 | Paper |
Continuity of random fields on Riemannian manifolds
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Finite element approximation of Lyapunov equations related to parabolic stochastic PDEs
Applied Mathematics and Optimization | 2025-05-14 | Paper |
Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation
Multiscale Modeling & Simulation | 2024-03-06 | Paper |
Euler-Maruyama approximations of the stochastic heat equation on the sphere
Journal of Computational Dynamics | 2024-02-20 | Paper |
Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds
BIT | 2023-11-03 | 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 |
Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields
SIAM Journal on Scientific Computing | 2022-04-21 | 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 |
Surface finite element approximation of spherical Whittle--Mat\'ern Gaussian random fields
(available as arXiv preprint) | 2021-02-17 | Paper |
Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces
Stochastic Processes and their Applications | 2020-06-09 | Paper |
| Finite element approximation of Lyapunov equations related to parabolic stochastic PDEs | 2019-10-11 | Paper |
Drift-preserving numerical integrators for stochastic Hamiltonian systems
(available as arXiv preprint) | 2019-07-20 | Paper |
Numerical analysis of lognormal diffusions on the sphere
Stochastic and Partial Differential Equations. Analysis and Computations | 2018-11-07 | Paper |
Fast generation of isotropic Gaussian random fields on the sphere
Monte Carlo Methods and Applications | 2018-04-25 | Paper |
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
BIT | 2018-01-12 | Paper |
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise
Journal of Differential Equations | 2017-08-29 | Paper |
A note on the importance of weak convergence rates for SPDE approximations in multilevel Monte Carlo schemes
Springer Proceedings in Mathematics & Statistics | 2017-01-20 | Paper |
| Continuity of Random Fields on Riemannian Manifolds | 2016-07-20 | Paper |
Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
The Annals of Applied Probability | 2015-11-24 | Paper |
Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
The Annals of Applied Probability | 2015-11-24 | Paper |
Covariance structure of parabolic stochastic partial differential equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-01-23 | Paper |
\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
Stochastic Processes and their Applications | 2013-04-22 | Paper |
Erratum to: ``Fast simulation of Gaussian random fields''
Monte Carlo Methods and Applications | 2013-04-12 | Paper |
Multilevel Monte Carlo method for parabolic stochastic partial differential equations
BIT | 2013-04-03 | Paper |
Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises
Applied Mathematics and Optimization | 2013-02-18 | Paper |
Multilevel Monte Carlo method with applications to stochastic partial differential equations
International Journal of Computer Mathematics | 2013-01-18 | Paper |
Erratum: Almost sure convergence of a semi-discrete Milstein scheme for SPDEs of Zakai type
Stochastics | 2012-12-13 | Paper |
Simulation of stochastic partial differential equations using finite element methods
Stochastics | 2012-11-09 | Paper |
Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales
Journal of Computational and Applied Mathematics | 2012-04-24 | Paper |
Fast simulation of Gaussian random fields
Monte Carlo Methods and Applications | 2011-10-21 | Paper |
A Lax equivalence theorem for stochastic differential equations
Journal of Computational and Applied Mathematics | 2010-08-27 | Paper |
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
Stochastics | 2010-08-19 | Paper |
