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math.NA2021
SPDE bridges with observation noise and their spatial approximation
Giulia Di Nunno, Salvador Ortiz-Latorre, Andreas Petersson
This paper introduces SPDE bridges with observation noise and contains an analysis of their spatially semidiscrete approximations. The SPDEs are considered in the form of mild solu…
math.NA2021★ 1 cited
Approximation of SPDE covariance operators by finite elements: A semigroup approach
Mihály Kovács, Annika Lang, Andreas Petersson
The problem of approximating the covariance operator of the mild solution to a linear stochastic partial differential equation is considered. An integral equation involving the sem…