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10/20/2022
Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs
Simulation of stochastic partial differential equations (SPDE) on a gene...
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06/21/2022
The heat modulated infinite dimensional Heston model and its numerical approximation
The HEat modulated Infinite DImensional Heston (HEIDIH) model and its nu...
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12/21/2021
SPDE bridges with observation noise and their spatial approximation
This paper introduces SPDE bridges with observation noise and contains a...
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07/21/2021
Approximation of SPDE covariance operators by finite elements: A semigroup approach
The problem of approximating the covariance operator of the mild solutio...
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07/21/2021
Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations
Regularity estimates for an integral operator with a symmetric continuou...
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10/11/2019
Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs
The computation of quadratic functionals of the solution to a linear sto...
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09/10/2019