Adam Andersson

Showing 11 publications


An energy-based deep splitting method for the nonlinear filtering problem

Kasper Bågmark, Adam Andersson, Stig Larsson
Partial Differential Equations and Applications. Vol. 4 (2)
Journal article

Convergence of a robust deep FBSDE method for stochastic control

Kristoffer Andersson, Adam Andersson, Cornelis Oosterlee
SIAM Journal of Scientific Computing. Vol. 45 (1), p. A226-A255
Journal article

Duality in refined Sobolev–Malliavin spaces and weak approximation of SPDE

Adam Andersson, Raphael Kruse, Stig Larsson
Stochastics and Partial Differential Equations: Analysis and Computations. Vol. 4 (1), p. 113-149
Journal article

Weak error analysis for semilinear stochastic Volterra equations with additive noise

Adam Andersson, Mihaly Kovacs, Stig Larsson
Journal of Mathematical Analysis and Applications. Vol. 437 (2), p. 1283-1304
Journal article

Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

Adam Andersson, Stig Larsson
Mathematics of Computation. Vol. 85 (299), p. 1335-1358
Journal article

Duality in refined Watanabe-Sobolev spaces and weak approximations of SPDE

Adam Andersson, Stig Larsson, Raphael Kruse

Ornstein-Uhlenbeck theory in finite dimension

Adam Andersson, Peter Sjögren

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Showing 1 research projects


Approximation and simulation of Lévy-driven SPDE

Annika Lang Applied Mathematics and Statistics
Stig Larsson Applied Mathematics and Statistics
Adam Andersson Applied Mathematics and Statistics
David Bolin Applied Mathematics and Statistics
Andreas Petersson Applied Mathematics and Statistics
Swedish Research Council (VR)

6 publications exist
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