… , and secondly, the SPDE approach with the basis function … 4, we explain how the SPDE
approach works for the … for the implementation of the SPDE approach for the considered case …

… -Gaussian fields based on a generalisation of SPDE approach, that was initially proposed in
… accessible interfaces to many of the Gaussian SPDE-based models discussed in this paper, …

The aim of this paper is to extend the usual framework of SPDE with monotone coefficients
to include a large class of cases with merely locally monotone coefficients. This new …

It is a commonly accepted fact in the mathematical scientific community that the rigorous
understanding of turbulence and related questions in hydrodynamics is one of the most …

This paper presents theoretical advances in the application of the Stochastic Partial Differential
Equation (SPDE) approach in geostatistics. We show a general approach to construct …

… The rational SPDE approach presented in this work facilitates an estimation of β from data
by providing an approximation of u which is computable for all fractional powers β > d / 4 (ie, ν …

Motivated by applications to various semilinear and quasi-linear stochastic partial differential
equations (SPDEs) appeared in real world models, we establish the existence and …

We propose a dynamic mean-field model for ‘systemic risk’ in large financial systems, derived
from a system of interacting diffusions on the positive half-line with an absorbing boundary …

In this paper we prove the existence and uniqueness, as well as the regularity, of the adapted
solution to a class of degenerate linear backward stochastic partial differential equations (…

… We present here the advection-diffusion SPDE with … SPDE is built by discretizing the
temporal derivative with a finite difference method (implicit Euler) and by solving the spatial SPDE …