Erika Hausenblas

Research output

  1. 2010
  2. Published
  3. 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 journalArticleResearchpeer-review

  4. 2011
  5. Published

    Absolute continuity of a law of an Ito process driven by a levy process to another Ito process

    Hausenblas, E., 2011, In: International Journal of Pure and Applied Mathematics. 68, 4, p. 387-401

    Research output: Contribution to journalArticleResearchpeer-review

  6. 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 journalArticleResearchpeer-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 proceedingChapterResearch

  8. 2012
  9. Published
  10. 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. 1-41

    Research output: Contribution to journalArticleResearchpeer-review

  11. Published

    On the exponential behaviour of stochastic evolution equations for non-Newtonian fluids

    Razafimandimby, P., Hausenblas, E. & Sango, M., 2012, In: Applicable Analysis. 91, p. 2217-2233

    Research output: Contribution to journalArticleResearchpeer-review

  12. 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 journalArticleResearchpeer-review

  13. Published