The following pages link to Andreas Petersson (Q1689308):
Displaying 12 items.
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
- Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938) (← links)
- SPDE bridges with observation noise and their spatial approximation (Q2689896) (← links)
- Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise (Q4994015) (← links)
- Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method (Q5117943) (← links)
- Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations (Q6046012) (← links)
- Approximation of SPDE covariance operators by finite elements: a semigroup approach (Q6171557) (← links)
- Rapid covariance-based sampling of linear SPDE approximations in the multilevel Monte Carlo method (Q6303692) (← links)
- Finite element approximation of Lyapunov equations related to parabolic stochastic PDEs (Q6327027) (← links)
- SPDE bridges with observation noise and their spatial approximation (Q6386302) (← links)
- The heat modulated infinite dimensional Heston model and its numerical approximation (Q6402685) (← links)
- Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs (Q6414527) (← links)