Annika Lang

Available identifiers

zbMath Open lang.annikaDBLP180/0741WikidataQ102337010 ScholiaQ102337010MaRDI QIDQ487663

List of research outcomes

Publication	Date of Publication	Type
Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation	2024-03-06	Paper
Euler-Maruyama approximations of the stochastic heat equation on the sphere	2024-02-20	Paper
Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds	2023-11-03	Paper
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
Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields	2022-04-21	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
Surface finite element approximation of spherical Whittle--Mat\'ern Gaussian random fields	2021-02-17	Paper
Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces	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	2019-07-20	Paper
Numerical analysis of lognormal diffusions on the sphere	2018-11-07	Paper
Fast generation of isotropic Gaussian random fields on the sphere	2018-04-25	Paper
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions	2018-01-12	Paper
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise	2017-08-29	Paper
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes	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	2015-11-24	Paper
Covariance structure of parabolic stochastic partial differential equations	2015-01-23	Paper
\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations	2013-04-22	Paper
Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods Appl. 17 (2011), 195–214]	2013-04-12	Paper
Multilevel Monte Carlo method for parabolic stochastic partial differential equations	2013-04-03	Paper
Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises	2013-02-18	Paper
Multilevel Monte Carlo method with applications to stochastic partial differential equations	2013-01-18	Paper
Erratum: Almost sure convergence of a semi-discrete Milstein scheme for SPDEs of Zakai type	2012-12-13	Paper
Simulation of stochastic partial differential equations using finite element methods	2012-11-09	Paper
Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales	2012-04-24	Paper
Fast simulation of Gaussian random fields	2011-10-21	Paper
A Lax equivalence theorem for stochastic differential equations	2010-08-27	Paper
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type	2010-08-19	Paper

Research outcomes over time

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