Annika Lang

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Person:487663

Available identifiers

zbMath Open lang.annikaDBLP180/0741WikidataQ102337010 ScholiaQ102337010MaRDI QIDQ487663

List of research outcomes





PublicationDate of PublicationType
Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation2024-03-06Paper
Euler-Maruyama approximations of the stochastic heat equation on the sphere2024-02-20Paper
Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds2023-11-03Paper
Approximation of SPDE covariance operators by finite elements: a semigroup approach2023-08-14Paper
Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations2023-05-15Paper
Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields2022-04-21Paper
Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise2021-06-11Paper
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations2021-03-01Paper
Surface finite element approximation of spherical Whittle--Mat\'ern Gaussian random fields2021-02-17Paper
Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces2020-06-09Paper
Finite element approximation of Lyapunov equations related to parabolic stochastic PDEs2019-10-11Paper
Drift-preserving numerical integrators for stochastic Hamiltonian systems2019-07-20Paper
Numerical analysis of lognormal diffusions on the sphere2018-11-07Paper
Fast generation of isotropic Gaussian random fields on the sphere2018-04-25Paper
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions2018-01-12Paper
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise2017-08-29Paper
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes2017-01-20Paper
Continuity of Random Fields on Riemannian Manifolds2016-07-20Paper
Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations2015-11-24Paper
Covariance structure of parabolic stochastic partial differential equations2015-01-23Paper
\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations2013-04-22Paper
Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods Appl. 17 (2011), 195–214]2013-04-12Paper
Multilevel Monte Carlo method for parabolic stochastic partial differential equations2013-04-03Paper
Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises2013-02-18Paper
Multilevel Monte Carlo method with applications to stochastic partial differential equations2013-01-18Paper
Erratum: Almost sure convergence of a semi-discrete Milstein scheme for SPDEs of Zakai type2012-12-13Paper
Simulation of stochastic partial differential equations using finite element methods2012-11-09Paper
Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales2012-04-24Paper
Fast simulation of Gaussian random fields2011-10-21Paper
A Lax equivalence theorem for stochastic differential equations2010-08-27Paper
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type2010-08-19Paper

Research outcomes over time

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