Chair of Applied Mathematics (170)
Organisational unit: Chair
91 - 100 out of 339Page size: 10
Research output
- Published
A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection
Hausenblas, E., 1999, In: Osaka journal of mathematics.Research output: Contribution to journal › Article › Research › peer-review
- Published
A Monte-Carlo method with inherent parallelism for numerical solving partial differential equations with boundary conditions
Hausenblas, E., 1999Research output: Book/Report › Book › Research
- Published
Martingale Solution to Equations for Differential Type Fluids of Grade Two Driven by Random Force of Lévy Type
Hausenblas, E., Razafimandimby, P. & Sango, M., 2013, In: Potential analysis. 38, p. 1291-1331Research output: Contribution to journal › Article › Research › peer-review
- Published
Martingale Solution to Equations for Differential Type Fluids of Grade Two Driven by Random Force of Lévy Type
Hausenblas, E., Razafimandimby, P. & Sango, M., 2012, In: Potential analysis. p. 1-41Research output: Contribution to journal › Article › Research › peer-review
- Published
The Kakutani–Hellinger affinity of processes of Itô processes driven by Poisson random measures
Hausenblas, E., 2012, In: Random operators and stochastic equations. 20, p. 233-253Research output: Contribution to journal › Article › Research › peer-review
- Published
A perturbation result for quasi-linear stochastic differential equations in UMD Banach spaces
Hausenblas, E., 2013, In: Journal of evolution equations. 13, p. 795-827Research output: Contribution to journal › Article › Research › peer-review
- Published
Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation Read More: http://epubs.siam.org/doi/abs/10.1137/100819436
Hausenblas, E., 2012, In: SIAM Journal on Numerical Analysis. 50, p. 2917-2939Research output: Contribution to journal › Article › Research › peer-review
- Published
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise
Hausenblas, E., 2012, In: International Journal of Computer Mathematics. 89, p. 2460-2478Research output: Contribution to journal › Article › Research › peer-review
- Published
Maximal inequalities of the It^o integral with respect to Poisson random measures or Lévy processes on Banach spaces
Hausenblas, E., 2011, In: Potential analysis. 35, p. 223-251Research output: Contribution to journal › Article › Research › peer-review
- Published
2D stochastic Navier–Stokes equations driven by jump noise
Hausenblas, E., Brezezniak, Z. & Zhu, J., 2013, In: Nonlinear analysis / A. 79, p. 122-139Research output: Contribution to journal › Article › Research › peer-review
