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Annika Lang · Study

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Annika Lang

3 works· latest 2012· 1 institutionscluster: provisionalORCID 0000-0003-2661-533X

h-index3

i103

Citations157

Works here3

12

Most cited in this library

Multilevel Monte Carlo method for parabolic stochastic partial differential equations2012 · 69 citations
Multilevel Monte Carlo method with applications to stochastic partial differential equations2012 · 52 citations
Milstein Approximation for Advection-Diffusion Equations Driven by Multiplicative Noncontinuous Martingale Noises2012 · 36 citations

Works

3 shown

Multilevel Monte Carlo method for parabolic stochastic partial differential equations

BIT Numerical Mathematics·2012·3 authors·Open access

69citations

Milstein Approximation for Advection-Diffusion Equations Driven by Multiplicative Noncontinuous Martingale Noises

Applied Mathematics & Optimization·2012·2 authors·Open access

36citations

Multilevel Monte Carlo method with applications to stochastic partial differential equations

International Journal of Computer Mathematics·2012·2 authors

52citations