Andreas Thalhammer

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

Martin Neumüller, Andreas Thalhammer, 2018, SIAM J. Sci. Comput..

Combining Space-Time Multigrid Techniques with Multilevel Monte Carlo Methods for SDEs

Martin Neumüller, Andreas Thalhammer, A. Thalhammer, 2017 .

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

Evelyn Buckwar, M. Ableidinger, Andreas Thalhammer, 2017, J. Comput. Appl. Math..