The following pages link to Andreas Thalhammer (Q1689309):
Displaying 5 items.
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
- (Q2406620) (redirect page) (← links)
- An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium (Q2406621) (← links)
- A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise (Q4569310) (← links)
- Combining Space-Time Multigrid Techniques with Multilevel Monte Carlo Methods for SDEs (Q5114567) (← links)