Andreas Thalhammer
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Person:1689309
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Combining space-time multigrid techniques with multilevel Monte Carlo methods for SDEs Lecture Notes in Computational Science and Engineering | 2020-06-24 | Paper |
| A fully parallelizable space-time multilevel Monte Carlo method for stochastic differential equations with additive noise SIAM Journal on Scientific Computing | 2018-06-28 | Paper |
| Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions BIT | 2018-01-12 | Paper |
| An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium Journal of Computational and Applied Mathematics | 2017-10-05 | Paper |
Research outcomes over time
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