Erika Hausenblas

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Research output

  1. 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. 233-253

    Research output: Contribution to journal › Article › Research › peer-review

  2. Published

    A perturbation result for quasi-linear stochastic differential equations in UMD Banach spaces

    Hausenblas, E., 2013, In: Journal of evolution equations. 13, p. 795-827

    Research output: Contribution to journal › Article › Research › peer-review

  3. 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. 2917-2939

    Research output: Contribution to journal › Article › Research › peer-review

  4. Published

    Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise

    Hausenblas, E., 2012, In: International Journal of Computer Mathematics. 89, p. 2460-2478

    Research output: Contribution to journal › Article › Research › peer-review

  5. 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. 223-251

    Research output: Contribution to journal › Article › Research › peer-review

  6. Published

    2D stochastic Navier–Stokes equations driven by jump noise

    Hausenblas, E., Brezezniak, Z. & Zhu, J., 2013, In: Nonlinear analysis / A. 79, p. 122-139

    Research output: Contribution to journal › Article › Research › peer-review

  7. Published

    Uniqueness in law of the Itô integral with respect to Lévy noise

    Hausenblas, E., 2011, Seminar on Stochastic Analysis, Random Fields and Applications VI. p. 37-57

    Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research

  8. Published

    Uniqueness in Law of the stochastic convolution process driven by Lévy noise

    Hausenblas, E., 2013, In: Electronic Journal of Probability. 18, p. 1-15

    Research output: Contribution to journal › Article › Research › peer-review

  9. Published

    Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise Read More: http://epubs.siam.org/doi/abs/10.1137/100818297

    Hausenblas, E., 2012, In: SIAM Journal on Numerical Analysis. 50, p. 2873-2896

    Research output: Contribution to journal › Article › Research › peer-review

  10. Published

    Weak approximation of the stochastic wave equation

    Hausenblas, E., 2010, In: Journal of computational and applied mathematics. 235, p. 3358-3358

    Research output: Contribution to journal › Article › Research › peer-review

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