142 citations · 370 across the 21 of their papers we have counts for
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math.NA2017★ 19 cited
Fast generation of isotropic Gaussian random fields on the sphere
Peter E. Creasey, Annika Lang
The efficient simulation of isotropic Gaussian random fields on the unit sphere is a task encountered frequently in numerical applications. A fast algorithm based on Markov propert…
math.NA2017★ 13 cited
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
Annika Lang, Andreas Petersson, Andreas Thalhammer
The (asymptotic) behaviour of the second moment of solutions to stochastic differential equations is treated in mean-square stability analysis. This property is discussed for appro…