13 citations · 31 across the 10 of their papers we have counts for
3 papers · 1 filter
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…
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…
Hilbert--Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations
Mihály Kovács, Annika Lang, Andreas Petersson
Regularity estimates for an integral operator with a symmetric continuous kernel on a convex bounded domain are derived. The covariance of a mean-square continuous random field on…