Andreas Thalhammer

According to our database, Andreas Thalhammer authored at least 2 papers between 2017 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2018

A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise.

Martin Neumüller, Andreas Thalhammer

SIAM J. Sci. Comput., 2018

2017

An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium.

M. Ableidinger, Evelyn Buckwar, Andreas Thalhammer

J. Comput. Appl. Math., 2017