Annika Lang
About Annika Lang
My research interests include numerical analysis of stochastic partial differential equations and regularity and simulation of random fields. I am head of unit within the division of applied mathematics and statistics and responsible for all PhD students, postdocs, researchers and guest teachers.
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Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous
spaces
G. Cleanthous, A. G. Georgiadis, Annika Lang, E. Porcu
Stochastic Processes and their Applications - 2020-01-01 -
Drift-preserving numerical integrators for stochastic Hamiltonian
systems
C. C. Chen, D. Cohen, R. D'Ambrosio, Annika Lang
Advances in Computational Mathematics - 2020-01-01 -
Fast generation of isotropic Gaussian random fields on the
sphere
P. E. Creasey, Annika Lang
Monte Carlo Methods and Applications - 2018-01-01 -
Numerical analysis of lognormal diffusions on the
sphere
L. Herrmann, Annika Lang, C. Schwab
Stochastics and Partial Differential Equations: Analysis and Computations - 2018-01-01 -
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE
approximations
Annika Lang, Andreas Petersson
Mathematics and Computers in Simulation - 2018-01-01 -
Mean-square stability analysis of approximations of stochastic differential equations in infinite
dimensions
Annika Lang, Andreas Petersson, Andreas Thalhammer
BIT Numerical Mathematics - 2017-01-01 -
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy
noise
Kristin Kirchner, Annika Lang, Stig Larsson
Journal of Differential Equations - 2017-01-01 -
Mean-square stability analysis of approximations of stochastic differential equations in infinite
dimensions
Annika Lang, Andreas Petersson, Andreas Thalhammer
ArXiv - 2017-01-01 -
Continuity of random fields on Riemannian
manifolds
Annika Lang, Jürgen Potthoff, Martin Schlather, Dimitri Schwab
Communications on Stochastic Analysis - 2016-01-01 -
Numerical analysis of lognormal diffusions on the
sphere
Lukas Herrmann, Annika Lang, Christoph Schwab
- 2016-01-01 -
Isotropic Gaussian random fields on the sphere: regularity, fast simulation, and stochastic partial differential
equations
Annika Lang, Ch. Schwab
The Annals of Applied Probability - 2015-01-01 -
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo
Schemes
Annika Lang
11th International Conference on Monte Carlo and Quasi Monte Carlo Methods in Scientific Computing, MCQMC 2014, Leuven, Belgium, 6-11 April 2014 - 2015-01-01 -
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE
approximations
Annika Lang, Andreas Petersson
- 2015-01-01 -
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy
noise
Kristin Kirchner, Annika Lang, Stig Larsson
- 2015-01-01 -
Kolmogorov-Chentsov Theorem and Differentiability of Random Fields on
Manifolds
R. Andreev, Annika Lang
Potential Analysis - 2014-01-01 -
Isotropic Gaussian random fields on the
sphere
Annika Lang
Multiscale and High-Dimensional Problems, 39/2013, Oberwolfach Reports - 2013-01-01 -
Covariance structure of parabolic stochastic partial differential
equations
Annika Lang, Stig Larsson, Ch. Schwab
Stochastic Partial Differential Equations: Analysis and Computations - 2013-01-01 -
Fast simulation of Gaussian random
fields
Annika Lang, J. Potthoff
Monte Carlo Methods and Applications - 2011-01-01 -
A Lax equivalence theorem for stochastic differential
equations
Annika Lang
Journal of Computational and Applied Mathematics - 2010-01-01 -
Mean square convergence of a semidiscrete scheme for SPDEs of Zakai type driven by square integrable
martingales
Annika Lang
Procedia Computer Science - 2010-01-01