89 citations · 914 across the 31 of their papers we have counts for
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Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise
Kristin Kirchner, Annika Lang, Stig Larsson
The characterization of the covariance function of the solution process to a stochastic partial differential equation is considered in the parabolic case with multiplicative Lévy n…
Duality in refined Sobolev-Malliavin spaces and weak approximations of SPDE
Adam Andersson, Raphael Kruse, Stig Larsson
We introduce a new family of refined Sobolev-Malliavin spaces that capture the integrability in time of the Malliavin derivative. We consider duality in these spaces and derive a B…
Covariance structure of parabolic stochastic partial differential equations
Annika Lang, Stig Larsson, Christoph Schwab
In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, te…