Andreas Petersson
Identifiers
- name variant Andreas Petersson 0.60 · backfill
Papers (3)
- Rapid covariance-based sampling of linear SPDE approximations in the multilevel Monte Carlo method math.PR · 2018 · author #1
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions math.NA · 2017 · author #2
- Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations math.PR · 2015 · author #2
Mentions
- 1702.07700 #2 · arxiv_oai · confidence 0.70 Andreas Petersson
- 1512.05317 #2 · arxiv_oai · confidence 0.70 Andreas Petersson
Frequent Coauthors
- Annika Lang 2 shared papers
- Andreas Thalhammer 1 shared papers