pith. sign in

Stig Larsson

Identifiers

  • name variant Stig Larsson 0.60 · backfill

Papers (23)

  1. Nonlinear filtering based on density approximation and deep BSDE prediction math.NA · 2025 · author #3
  2. A convergent scheme for the Bayesian filtering problem based on the Fokker--Planck equation and deep splitting math.NA · 2024 · author #3
  3. Analytical solution for heat conduction due to a moving Gaussian heat flux with piecewise constant parameters math.NA · 2018 · author #3
  4. On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients math.NA · 2017 · author #4
  5. Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation math.NA · 2016 · author #3
  6. Quasi-optimality of Petrov-Galerkin discretizations of parabolic problems with random coefficients math.AP · 2016 · author #1
  7. Discrete Variational Derivative Methods for the EPDiff equation math.AP · 2016 · author #1
  8. Numerical solution of parabolic problems based on a weak space-time formulation math.AP · 2016 · author #1
  9. On the discretisation in time of the stochastic Allen-Cahn equation math.NA · 2015 · author #2
  10. Covariance structure of parabolic stochastic partial differential equations with multiplicative L\'evy noise math.PR · 2015 · author #3
  11. Full discretisation of semi-linear stochastic wave equations driven by multiplicative noise math.NA · 2015 · author #3
  12. Compressive Space-Time Galerkin Discretizations of Parabolic Partial Differential Equations math.NA · 2015 · author #1
  13. Weak error analysis for semilinear stochastic Volterra equations with additive noise math.NA · 2014 · author #3
  14. An a posteriori error estimate for Symplectic Euler approximation of optimal control problems math.OC · 2014 · author #2
  15. Discontinuous Galerkin method for an integro-differential equation modeling dynamic fractional order viscoelasticity math.NA · 2014 · author #1
  16. A weak space-time formulation for the linear stochastic heat equation math.AP · 2014 · author #1
  17. Duality in refined Sobolev-Malliavin spaces and weak approximations of SPDE math.PR · 2013 · author #3
  18. On the backward Euler approximation of the stochastic Allen-Cahn equation math.NA · 2013 · author #2
  19. Weak convergence for a spatial approximation of the nonlinear stochastic heat equation math.NA · 2012 · author #2
  20. Covariance structure of parabolic stochastic partial differential equations math.PR · 2012 · author #2
  21. Posterior Contraction Rates for the Bayesian Approach to Linear Ill-Posed Inverse Problems math.ST · 2012 · author #2
  22. Optimal Regularity for Semilinear Stochastic Partial Differential Equations with Multiplicative Noise math.AP · 2011 · author #2
  23. Optimal closing of a pair trade with a model containing jumps q-fin.CP · 2010 · author #1

Mentions

  • 1803.10668 #3 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1709.01018 #4 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1612.09459 #3 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1604.06611 #1 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1604.06224 #1 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1603.03210 #1 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1510.03684 #2 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1503.00073 #3 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1501.04514 #1 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1411.6476 #3 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1405.5405 #1 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1402.5842 #1 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1312.5893 #3 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1311.2067 #2 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1212.5564 #2 · arxiv_oai · confidence 0.70 Stig Larsson
  • 1506.00624 #3 · backfill · confidence 0.70 Stig Larsson
  • 1503.00073 #3 · backfill · confidence 0.70 Stig Larsson
  • 1501.04514 #1 · backfill · confidence 0.70 Stig Larsson
  • 1411.6476 #3 · backfill · confidence 0.70 Stig Larsson
  • 1407.8330 #2 · backfill · confidence 0.70 Stig Larsson
  • 1405.5405 #1 · backfill · confidence 0.70 Stig Larsson
  • 1312.5893 #3 · backfill · confidence 0.70 Stig Larsson
  • 1311.2067 #2 · backfill · confidence 0.70 Stig Larsson
  • 1212.5564 #2 · backfill · confidence 0.70 Stig Larsson
  • 1210.3447 #2 · backfill · confidence 0.70 Stig Larsson
  • 1203.5753 #2 · backfill · confidence 0.70 Stig Larsson
  • 1109.6487 #2 · backfill · confidence 0.70 Stig Larsson
  • 1004.2947 #1 · backfill · confidence 0.70 Stig Larsson

Frequent Coauthors