Convergence rate in the splitting-up method for rough differential equations. - Peter H. C. Pang (CoRR, 2024)

Convergent Finite Difference Schemes for Stochastic Transport Equations. - Ulrik S. Fjordholm; Kenneth H. Karlsen; Peter H. C. Pang (SIAM J. Numer. Anal., 2025)

Semi-discrete heat equations with variable coefficients and the parametrix method. - Ulrik S. Fjordholm; Kenneth H. Karlsen; Peter H. C. Pang (CoRR, 2025)