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 002 (J. Comput. Appl. Math., 2017)

A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise. - Martin Neumüller; Andreas Thalhammer 002 (SIAM J. Sci. Comput., 2018)