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20152022
most citedMean-square stability analysis of approximations of stochastic differential equations in infinite dimensions

13 citations · 31 across the 10 of their papers we have counts for

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math.PR2018

Rapid covariance-based sampling of linear SPDE approximations in the multilevel Monte Carlo method

Andreas Petersson

The efficient simulation of the mean value of a non-linear functional of the solution to a linear stochastic partial differential equation (SPDE) with additive Gaussian noise is co…