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Annika Lang
Annika Lang
Professor, Chalmers University of Technology & University of Gothenburg
Verified email at chalmers.se - Homepage
Title
Cited by
Cited by
Year
Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
A Lang, C Schwab
1812015
Multilevel Monte Carlo method for parabolic stochastic partial differential equations
A Barth, A Lang, C Schwab
BIT Numerical Mathematics 53, 3-27, 2013
1012013
Fast simulation of Gaussian random fields
A Lang, J Potthoff
Walter de Gruyter GmbH & Co. KG 17 (3), 195-214, 2011
882011
Simulation of stochastic partial differential equations using finite element methods
A Barth, A Lang
Stochastics An International Journal of Probability and Stochastic Processes …, 2012
682012
Multilevel Monte Carlo method with applications to stochastic partial differential equations
A Barth, A Lang
International Journal of Computer Mathematics 89 (18), 2479-2498, 2012
582012
Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises
A Barth, A Lang
Applied Mathematics & Optimization 66, 387-413, 2012
522012
Drift-preserving numerical integrators for stochastic Hamiltonian systems
C Chen, D Cohen, R D’Ambrosio, A Lang
Advances in Computational Mathematics 46, 1-22, 2020
492020
A new similarity measure for nonlocal filtering in the presence of multiplicative noise
T Teuber, A Lang
Computational Statistics & Data Analysis 56 (12), 3821-3842, 2012
482012
Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations
A Barth, A Lang
Stochastic Processes and their Applications 123 (5), 1563-1587, 2013
38*2013
Nonlocal filters for removing multiplicative noise
T Teuber, A Lang
International Conference on Scale Space and Variational Methods in Computer …, 2011
342011
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
A Lang, PL Chow, J Potthoff
Stochastics: An International Journal of Probability and Stochastics …, 2010
272010
Fast generation of isotropic Gaussian random fields on the sphere
PE Creasey, A Lang
Monte Carlo Methods and Applications 24 (1), 1-11, 2018
212018
Kolmogorov–Chentsov theorem and differentiability of random fields on manifolds
R Andreev, A Lang
Potential Analysis 41, 761-769, 2014
212014
Simulation of stochastic partial differential equations and stochastic active contours
A Lang
None, 2007
212007
Numerical analysis of lognormal diffusions on the sphere
L Herrmann, A Lang, C Schwab
Stochastics and Partial Differential Equations: Analysis and Computations 6 …, 2018
192018
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes
A Lang
Monte Carlo and Quasi-Monte Carlo Methods 163, 489-505, 2016
182016
A Lax equivalence theorem for stochastic differential equations
A Lang
Journal of computational and applied mathematics 234 (12), 3387-3396, 2010
182010
Short-term traffic prediction using physics-aware neural networks
M Pereira, A Lang, B Kulcsár
Transportation research part C: emerging technologies 142, 103772, 2022
142022
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
A Lang, A Petersson
Mathematics and Computers in Simulation 143, 99-113, 2018
142018
Mean square convergence of a semidiscrete scheme for SPDEs of Zakai type driven by square integrable martingales
A Lang
Procedia Computer Science 1 (1), 1615-1623, 2010
142010
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