Annika Lang

Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces

Drift-preserving numerical integrators for stochastic Hamiltonian systems

Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise

Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs

Fast generation of isotropic Gaussian random fields on the sphere

Numerical analysis of lognormal diffusions on the sphere

Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations

Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions

Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise

Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions

A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes

Numerical analysis of lognormal diffusions on the sphere

Continuity of random fields on Riemannian manifolds

2015

Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise

Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations

2015

Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations

Stochastic partial differential equations

Kolmogorov-Chentsov Theorem and Differentiability of Random Fields on Manifolds

Isotropic Gaussian random fields on the sphere

Multilevel Monte Carlo method for parabolic stochastic partial differential equations

Covariance structure of parabolic stochastic partial differential equations

Erratum: Fast simulation of Gaussian random fields (Monte Carlo Methods and Applications (2011) 17 (195-214))

Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations

A new similarity measure for nonlocal filtering in the presence of multiplicative noise

Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales

Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises

Nonlocal filters for removing multiplicative noise

Multilevel Monte Carlo method with applications to stochastic partial differential equations

Erratum to Almost sure convergence of a semi-discrete Milstein scheme for SPDEs of Zakai type

Simulation of stochastic partial differential equations using finite element methods

Fast simulation of Gaussian random fields

Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type

Mean square convergence of a semidiscrete scheme for SPDEs of Zakai type driven by square integrable martingales

A Lax equivalence theorem for stochastic differential equations