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Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations
6 references·0 citing·24 second hop
Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations (2016)Sharp mean-square regularity results for …Preface to "An Introduction to Computational Stochastic PDEs" (2014)Preface to "An Introduction t…An Introduction to Computational Stochastic PDEs (2014)An Introduction to Computatio…Stochastic heat equation driven by fractional noise and local time (2008)Stochastic heat equation driv…Stochastic Calculus for Fractional Brownian Motion and Applications (2008)Stochastic Calculus for Fract…Optimal approximation of SDE's with additive fractional noise (2006)Optimal approximation of SDE'…An introduction to stochastic partial differential equations (2006)An introduction to stochastic…Integration questions related to fractional Brownian motion (2000)System Control and Rough Paths (2002)Feynman–Kac formula for heat equation driven by fractional white noise (2010)Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (2016)Stochastic heat equation with rough dependence in space (2017)Integration with respect to fractal functions and stochastic calculus. I (1998)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)Differential equations driven by fractional Brownian motion (2002)Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (2008)Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion (2019)Approximation of SDEs: a stochastic sewing approach (2021)Digital simulation of random processes and its applications (1972)Stochastic Finite Elements: A Spectral Approach (1991)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)A Fast Polynomial Chaos Expansion for Uncertainty Quantification in Stochastic Electromagnetic Problems (2019)Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields (2019)The statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions (2020)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s (1999)Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations driven by Space-Time White Noise II (1999)Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem (2007)Parameter estimation for fractional Ornstein–Uhlenbeck processes (2010)A note on the use of fractional Brownian motion for financial modeling (2012)A Bayesian Approach to the Identification Problem with Given Material Interfaces in the Darcy Flow (2018)
this work references cited by second hop

References

  • 2006An introduction to stochastic partial differential equations2,216 cited
  • 2008Stochastic Calculus for Fractional Brownian Motion and Applications1,065 cited
  • 2014An Introduction to Computational Stochastic PDEs544 cited
  • 2008Stochastic heat equation driven by fractional noise and local time154 cited
  • 2006Optimal approximation of SDE's with additive fractional noise39 cited
  • 2014Preface to "An Introduction to Computational Stochastic PDEs"17 cited

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