My research focuses on stochastic and fractional order partial differential equations and integro-differential equations. I am interested in both the theory of these equations and their numerical approximations.

Foundations of Computational Mathematics

Journal article

Journal of Differential Equations. Vol. 264 (2), p. 1377-1410

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Journal of Computational and Applied Mathematics. Vol. 336, p. 408-424

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SIAM Journal on Numerical Analysis. Vol. 56 (2), p. 708-731

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Mathematische Nachrichten. Vol. 291 (5-6), p. 966-995

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BIT (Copenhagen). Vol. 58 (4), p. 881-906

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Journal of Mathematical Analysis and Applications. Vol. 437 (2), p. 1283-1304

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Journal of Applied Probability. Vol. 52 (2), p. 323-338

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Springer Proceedings in Mathematics & Statistics: Monte Carlo and Quasi-Monte Carlo Methods 2012. Vol. 65, p. 481-499

Paper in proceedings

SIAM Journal on Numerical Analysis. Vol. 52 (5), p. 2594-2597

Magazine article

Preprint

BIT Numerical Mathematics. Vol. 53 (2), p. 497-525

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arXiv:1203.2029v1 [math.NA], p. 1-24

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BIT (Copenhagen). Vol. 52 (1), p. 85-108

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SIAM Journal on Numerical Analysis. Vol. 49 (6), p. 2407-2429

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Journal of Computational and Applied Mathematics. Vol. 235 (12), p. 3554-3570

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SIAM Journal on Numerical Analysis. Vol. 48 (2), p. 408-427

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Numerical Algorithms. Vol. 53 (2-3), p. 309-320

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BIT (Copenhagen). Vol. 49 (2), p. 343-356

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Publications of the ICMCS. Vol. 4, p. 159-232

Paper in proceedings

Publications of the ICMCS

Magazine article

Preprint

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