• G. Lord and A. Petersson. Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs. Preprint at arXiv:2210.11102, implementation at Bitbucket, 2023.
  • F. E. Benth, G. Di Nunno, G. Lord and A. Petersson. The heat modulated infinite dimensional Heston model and its numerical approximation. Preprint at arXiv:2206.10166, 2023.
  • A. Andersson, A. Lang, A. Petersson and L. Schroer. Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs. Preprint at arXiv:1910.05261, 2022.

Papers published or accepted for publication