Erika Hausenblas
Research output
- Published
Wong-Zakai type approximation of SPDEs of Lévy noise
Hausenblas, E., 2007, In: Acta applicandae mathematicae.Research output: Contribution to journal › Article › Research › peer-review
- Published
A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
Hausenblas, E., 2006, In: BIT : numerical mathematics .Research output: Contribution to journal › Article › Research › peer-review
- Published
A note on space approximation of parabolic evolution equations
Hausenblas, E., 2004, In: Applied Mathematics and Computation.Research output: Contribution to journal › Article › Research › peer-review
- Published
Weak approximation for semilinear stochastic evolution equations
Hausenblas, E., 2003, Stochastic analysis and related topics VIII.Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research
- Published
Existence of a density of the 2-dimensional Stochastic Navier Stokes Equation driven by Lévy processes or fractional Brownian motion
Hausenblas, E. & Razafimandimby, P., 23 Dec 2019, In: Stochastic processes and their applications. 130.2020, 7, p. 4174-4205 32 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
The one-dimensional stochastic Keller–Segel model with time-homogeneous spatial Wiener processes
Hausenblas, E., Mukherjee, D. & Tran, T. H., 2022, In: Journal of differential equations. 310.2022, 15 February, p. 506-554 49 p.Research output: Contribution to journal › Article › Research › peer-review
A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary
Hausenblas, E., 2000, In: Monte Carlo methods and applications. 6.2000, 2, p. 81-103 23 p.Research output: Contribution to journal › Article › Research › peer-review
- 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 PARTICLE FILTER FOR NONLINEAR FILTERING WITH LÉVY JUMPS
Hausenblas, E., Fahim, K. & Fernando, P. W., 2021, In: International journal of applied mathematics. 34, 5, p. 817-872 56 p.Research output: Contribution to journal › Article › Research › peer-review
Momte Carlo Simulation of killed diffusion
Hausenblas, E., Jan 2000, In: Monte Carlo methods and applications. 6.2000, 4, p. 263-295 33 p.Research output: Contribution to journal › Article › Research › peer-review
