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Andreas Prohl · Study

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Andreas Prohl

2 works· latest 2021· 1 institutionscluster: provisionalORCID 0000-0003-4523-9536

h-index2

i102

Citations60

Works here2

16

21

Most cited in this library

The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation2016 · 40 citations
Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation2021 · 20 citations

Works

2 shown

Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation

ESAIM Control Optimisation and Calculus of Variations·2021·2 authors·Open access

20citations

The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation

SIAM Journal on Scientific Computing·2016·2 authors

40citations