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most citedIsotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation

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math.PR2024★ 1 cited

Isotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation

Annika Lang, Björn Müller

As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample Hölder regulari…

math.NA2024

Finite element approximation of parabolic SPDEs with Whittle--Matérn noise

Øyvind Stormark Auestad, Geir-Arne Fuglstad, Espen Robstad Jakobsen +1

We propose and analyse a new type of fully discrete finite element approximation of a class of linear stochastic parabolic evolution equations with additive noise. Our discretizati…