Följ
Adam Andersson
Adam Andersson
Chalmers University of Technology and the University of Gothenburg, Saab AB Radar Solutions
Verifierad e-postadress på chalmers.se
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Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
A Andersson, S Larsson
Mathematics of Computation 85 (299), 1335-1358, 2016
832016
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
602016
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
402017
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
302016
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
262021
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
172019
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
122017
Convergence of a robust deep FBSDE method for stochastic control
K Andersson, A Andersson, CW Oosterlee
SIAM Journal on Scientific Computing, 2023
112023
Ornstein-Uhlenbeck theory in finite dimension
A Andersson, P Sjögren
Chalmers University of Technology, 2012
52012
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
42019
Poisson Malliavin calculus in Hilbert space with an application to SPDE
A Andersson, F Lindner
arXiv preprint arXiv:1703.07259, 2017
42017
An energy-based deep splitting method for the nonlinear filtering problem
K Bågmark, A Andersson, S Larsson
Partial Differential Equations and Applications 4 (14), 2023
22023
Finite element approximation of Lyapunov equation related to parabolic stochastic PDEs
A Andersson, A Lang, A Petersson, L Schroer
arXiv preprint arXiv:1910.05261, 2019
1*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
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Artiklar 1–15