142 citations · 696 across the 46 of their papers we have counts for
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Numerical analysis of lognormal diffusions on the sphere
Lukas Herrmann, Annika Lang, Christoph Schwab
Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. Hölder regularity in sense for isotro…
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise
Kristin Kirchner, Annika Lang, Stig Larsson
The characterization of the covariance function of the solution process to a stochastic partial differential equation is considered in the parabolic case with multiplicative Lévy n…
Isotropic Gaussian random fields on the sphere: Regularity, fast simulation and stochastic partial differential equations
Annika Lang, Christoph Schwab
Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Loève expansions with respect to the spherical harmonic functions and the angular power spectrum. The s…
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…