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Papers published or accepted for publication
- G. Di Nunno, S. Ortiz-Latorre, and A. Petersson. SPDE bridges with observation noise and their spatial approximation. To appear in “Stochastic Processes and their Applications”. Preprint at arXiv:2112.11141, 2023.
- M. Kovács, A. Lang, and A. Petersson. Approximation of SPDE covariance operators by finite elements: A semigroup approach. To appear in “IMA Journal of Numerical Analysis”. 2022.
- M. Kovács, A. Lang, and A. Petersson. Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations. To appear in “Stochastic Analysis and Applications”. 2022.
- M. Kovács, A. Lang, and A. Petersson. Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise. ESAIM: M2AN, 54(6):2199–2227, 2020.
- A. Petersson. Rapid covariance-based sampling of linear SPDE approximations in the multilevel Monte Carlo method. In Bruno Tuffin and Pierre L’Ecuyer, editors, Monte Carlo and Quasi-Monte Carlo Methods, pages 423–443, Cham, 2020. Springer International Publishing.
- A. Lang and A. Petersson. Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations. Math. Comput. Simulation, 143:99–113, 2018.
- A. Lang, A. Petersson and A. Thalhammer. Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions. BIT Numer. Math., 57:963–990, 2017.