1.8k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- ETH ZurichCH99 papers
- University of MünsterDE18 papers
- University of PaviaIT9 papers
- University of ViennaAT9 papers
- University of Duisburg-EssenDE7 papers
- Chinese University of Hong Kong, ShenzhenCN6 papers
- Shenzhen Research Institute of Big DataCN6 papers
- University of Maryland, College ParkUS6 papers
- Princeton UniversityUS5 papers
- TU WienAT5 papers
- Austrian Academy of SciencesAT4 papers
- Chalmers University of TechnologySE4 papers
3 papers · 1 filter
Covariance structure of parabolic stochastic partial differential equations
Annika Lang, Stig Larsson, Christoph Schwab
In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, te…
Complexity Analysis of Accelerated MCMC Methods for Bayesian Inversion
Viet Ha Hoang, Christoph Schwab, Andrew M. Stuart
We study Bayesian inversion for a model elliptic PDE with unknown diffusion coefficient. We provide complexity analyses of several Markov Chain-Monte Carlo (MCMC) methods for the e…
Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
Martin Hutzenthaler, Arnulf Jentzen
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the com…