Kristin Kirchner

activity

20162026

most citedNumerical solution of fractional elliptic stochastic PDEs with spatial white noise

80 citations · 225 across the 12 of their papers we have counts for

collaborators

Showing 2022Show all

2 papers · 1 filter

math.NA2022

Monte Carlo convergence rates for $k$ th moments in Banach spaces

Kristin Kirchner, Christoph Schwab

We formulate standard and multilevel Monte Carlo methods for the $k$ th moment $M_{ε}^{k} [ξ]$ of a Banach space valued random variable $ξ : Ω \to E$ , interpreted as…

math.PR2022★ 3 cited

Regularity theory for a new class of fractional parabolic stochastic evolution equations

Kristin Kirchner, Joshua Willems

A new class of fractional-order stochastic evolution equations of the form $(\partial_{t} + A)^{γ} X (t) = W ˙^{Q} (t)$ , $t \in [0, T]$ , $γ \in (0, \infty)$ , is introduced, where $- A$ genera…

Monte Carlo convergence rates for kth moments in Banach spaces

Regularity theory for a new class of fractional parabolic stochastic evolution equations

Monte Carlo convergence rates for $k$ th moments in Banach spaces