Andreas Thalhammer

Publication Activity (10 Years)

Years Active: 2017-2018
Publications (10 Years): 2

Top Topics

Monte Carlo Method

Stochastic Differential Equations

Top Venues

J. Comput. Appl. Math.

SIAM J. Sci. Comput.

Publications

Martin Neumüller, Andreas Thalhammer
A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise. SIAM J. Sci. Comput. 40 (3) (2018)
M. Ableidinger, Evelyn Buckwar, Andreas Thalhammer
An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium. J. Comput. Appl. Math. 316 (2017)