Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise. - Thomas Dunst; Erika Hausenblas; Andreas Prohl (SIAM J. Numer. Anal., 2012)

The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation. - Thomas Dunst; Andreas Prohl (SIAM J. Sci. Comput., 2016)

Stochastic Optimal Control of Finite Ensembles of Nanomagnets. - Thomas Dunst; Andreas Prohl (J. Sci. Comput., 2018)