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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

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math.PR2026

Convergence in Hölder norms for Markovian approximations of stochastic Volterra equations

Noé Corneille, Kristin Kirchner, Pietro Pezzoli Frigerio

We bound the difference between two stochastic Volterra processes with identical Lipschitz coefficients but different kernels. For non-convolution kernels, we establish estimates i…

math.NA2026

Optimized multilevel Monte Carlo methods in Banach spaces

Kristin Kirchner, Fabio Nobile, Christoph Schwab +1

We present a theoretical and numerical analysis of Monte Carlo methods for the estimation of statistical moments of random variables taking values in a Banach sp…