Weak convergence for a spatial approximation of the nonlinear stochastic heat equation A Andersson, S Larsson Mathematics of Computation 85 (299), 1335-1358, 2016 | 49 | 2016 |
Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE A ANDERSSON, R KRUSE, S LARSSON Stochastic Partial Differential Equations: Analysis and Computation 4 (1 …, 2016 | 36 | 2016 |
Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values A Andersson, A Jentzen, R Kurniawan Journal of Mathematical Analysis and Applications 495 (1), 2021 | 22* | 2021 |
Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition A Andersson, R Kruse BIT Numerical Mathematics 57 (1), 21-53, 2017 | 17 | 2017 |
Weak error analysis for semilinear stochastic Volterra equations with additive noise A Andersson, M Kovács, S Larsson Journal of Mathematical Analysis and Applications 437 (2), 1283-1304, 2016 | 17 | 2016 |
On the differentiability of solutions of stochastic evolution equations with respect to their initial values A Andersson, A Jentzen, R Kurniawan, T Welti Nonlinear Analysis 162, 128-161, 2017 | 10 | 2017 |
Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces A Andersson, M Hefter, A Jentzen, R Kurniawan Potential analysis 50 (3), 347-379, 2019 | 9 | 2019 |
Ornstein-Uhlenbeck theory in finite dimension A Andersson, P Sjögren Chalmers University of Technology, 2012 | 5 | 2012 |
Poisson Malliavin calculus in Hilbert space with an application to SPDE A Andersson, F Lindner arXiv preprint arXiv:1703.07259, 2017 | 2 | 2017 |
Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs A Andersson, A Lang, A Petersson, L Schroer arXiv preprint arXiv:1910.05261, 2019 | 1 | 2019 |
Malliavin regularity and weak approximation of semilinear SPDE with L\'evy noise A Andersson, F Lindner Discrete and Continuous Dynamical Systems - Series B 24 (8), 4271-4294, 2019 | | 2019 |
On weak convergence, Malliavin calculus and Kolmogorov equations in infinite dimensions A Andersson Chalmers University of Technology, 2014 | | 2014 |
On Weak Differentiability of Backward SDEs and Cross Hedging of Insurance Derivatives A Andersson Chalmers University of Technology, 2008 | | 2008 |