Erika Hausenblas
Research output
- 2024
- Published
An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model
Kamrani, M. & Hausenblas, E., 22 Oct 2024, In: Mathematics and computers in simulation. 229.2025, March, p. 673-689 17 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Wong–Zakai approximation of a stochastic partial differential equation with multiplicative noise
Hausenblas, E. & Randrianasolo, T. A., 19 Mar 2024, In: Applicable Analysis. 103.2024, 16, p. 3029-3048 19 p.Research output: Contribution to journal › Article › Research › peer-review
- 2023
- Published
On the existence and uniqueness of solution to a stochastic chemotaxis-Navier-Stokes model
Hausenblas, E., Jidjou Moghomye, B. & Razafimandimby, P. A., 15 Dec 2023, In: Stochastic processes and their applications. 170.2024, April, 43 p., 104274.Research output: Contribution to journal › Article › Research › peer-review
- Published
The stochastic Klausmeier system and a stochastic Schauder-Tychonoff type theorem
Hausenblas, E. & Tölle, J. M., 13 Oct 2023, In: Potential analysis : an international journal devoted to the interactions between potential theory, probability theory, geometry and functional analysis. 61.2024, August, p. 185-246 62 p.Research output: Contribution to journal › Article › Research › peer-review
- 2022
- Published
Correction to: The Stochastic Gierer–Meinhardt System
Hausenblas, E. & Panda, A. A., 6 Jul 2022, In: Applied Mathematics and Optimization. 86.2022, 20.Research output: Contribution to journal › Article › Research › peer-review
- E-pub ahead of print
The Stochastic Gierer–Meinhardt System
Hausenblas, E. & Panda, A. A., 13 Apr 2022, (E-pub ahead of print) In: Applied mathematics & optimization. 85.2022, 2*April, 49 p., 24.Research output: Contribution to journal › Article › Research › peer-review
- Published
On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators
Fernando, P. W., Hausenblas, E. & Fahim, K., Jan 2022, In: Osaka journal of mathematics. 59.2022, 1, p. 15-63 49 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise
Fahim, K., Hausenblas, E. & Kovács, M., 2022, In: Stochastics and Partial Differential Equations: Analysis and Computations. 2022, 11, p. 1044-1088 45 p., 11.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
- 2021
- Published
Wong–Zakai Approximation for Landau–Lifshitz–Gilbert Equation Driven by Geometric Rough Paths
Fahim, K., Hausenblas, E. & Mukherjee, D., 6 Aug 2021, In: Applied mathematics & optimization. 84.2021, December, Suppl.2, p. 1685-1730 46 p.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
- Published
Strong solution to stochastic penalised nematic liquid crystals model driven by multiplicative Gaussian noise
Brzezniak, Z., Hausenblas, E. & Razafimandimby, P. A., 2021, In: Indiana University mathematics journal. 70.2021, 5, p. 2177-2235 41 p.Research output: Contribution to journal › Article › Research › peer-review
- 2020
- Published
Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray–Scott equations
Hausenblas, E., Randrianasolo, T. A. & Thalhammer, M., 2020, In: Journal of computational and applied mathematics. 364.2020, 15 January, 27 p., 112335.Research output: Contribution to journal › Article › Research › peer-review
- 2019
- 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
A note on the stochastic Ericksen-Leslie equations for nematic liquid crystals
Brzeźniak, Z., Hausenblas, E. & Razafimandimby, P. A., 1 Nov 2019, In: Discrete and continuous dynamical systems : a journal bridging mathematics and sciences. Series B, Mathematical modelling, analysis and computations. 2019.24, 11, p. 5785-5802 18 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Quasipotential for the ferromagnetic wire governed by the 1D Landau-Lifshitz-Gilbert equations
Brzeźniak, Z., Hausenblas, E. & Li, L., 5 Aug 2019, In: Journal of differential equations. 267.2019, 4, p. 2284-2330 47 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Time-discretization of stochastic 2-D Navier–Stokes equations with a penalty-projection method
Hausenblas, E. & Randrianasolo, T. A., 27 Jun 2019, In: Numerische Mathematik. 143.2019, 2, p. 339-378 40 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Uniqueness of the nonlinear Schrodinger equation driven by jump processes
de Bouard, A., Hausenblas, E. & Ondrejat, M., Jun 2019, In: Nonlinear differential equations and applications. 26.2019, 3Research output: Contribution to journal › Article › Research › peer-review
- Published
The nonlinear Schrödinger equation driven by jump processes
Bouard, A. D. & Hausenblas, E., 14 Feb 2019, In: Journal of mathematical analysis and applications. 475.2019, July, p. 215 - 252 38 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle
Brzeźniak, Z., Hausenblas, E. & Razafimandimby, P. A., 24 Jan 2019, In: Stochastics and partial differential equations : analysis and computations.Research output: Contribution to journal › Article › Research › peer-review
- 2018
- Published
The Second Kummer Function with Matrix Parameters and Its Asymptotic Behaviour
Hausenblas, E. & Wehowar, G., 2 Dec 2018, In: Abstract and applied analysis. 2018, 2018, p. 1-8 8 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Global solutions to stochastic Volterra equations driven by Lévy noise
Hausenblas, E. & Kovács, M., 15 Oct 2018, In: Fractional calculus and applied analysis. 21.2018, 5, p. 1170 - 1202 33 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Stochastic reaction-diffusion equations driven by jump processes
Brzeźniak, Z., Hausenblas, E. & Razafimandimby, P., 11 May 2018, In: Potential analysis. 2018, 49, p. 131-201 70 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Nonlinear filtering with correlated Lévy noise characterized by copulas
Hausenblas, E. & Fernando, P., 1 May 2018, In: Brazilian Journal of Probability and Statistics. 32.2018, 2, p. 374–421 45 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise
Hausenblas, E., Kamrani, M. & Hosseini, M., 2018, In: Mathematical Methods in the Applied Sciences. p. 1-20 20 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Nonlinear filtering with correlated Lévy noise characterized by copulas
Hausenblas, E. & Fernando, B. P. W., 2018, In: Brazilian Journal of Probability and Statistics. 32, 2, p. 250-274 24 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces
Bessaih, H., Hausenblas, E., Randrianasolo, T. A. & Razafimandimby, P., 2018, In: Journal of computational and applied mathematics. 343.2018, 1 December, p. 250-274 25 p.Research output: Contribution to journal › Article › Research › peer-review
- 2017
- Published
Stochastic Reaction-diffusion Equations Driven by Jump Processes
Brzeźniak, Z., Hausenblas, E. & Razafimandimby, P., 21 Sept 2017, In: Potential analysis. 49.2018, July, p. 131-201 71 p.Research output: Contribution to journal › Article › Research › peer-review
- 2016
- Published
Analytic Properties of Markov Semigroup Generated by Stochastic Differential Equations Driven by Lévy Processes
Fernando, P., Hausenblas, E. & Razafimandimby, P., 23 Sept 2016, In: Potential analysis. 46.2017, 1, p. 1-21 21 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Copulas in Hilbert spaces
Hausenblas, E. & Markua, R., 16 Mar 2016, In: Stochastics. 89.2017, 1, p. 222-239 18 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Ergodicity of stochastic shell models driven by pure jump noise
Hausenblas, E., Razafimandimby, P. & Bessaih, H., 2016, In: SIAM Jounal of Mathematical Analysis. 48, 2, p. 1423-1458 25 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise.
Hausenblas, E., Razafimandimby, P. & Fernando, P., 2016, In: Communications in mathematical physics . 348, 2, p. 535-565 30 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Maximal inequalities for Stochastic convolutions driven by compensated Poisson random measures in Banach spaces
Hausenblas, E., Brzezniak, Z. & Zhu, J., 2016, In: Annales de l'Institut Henri Poincare. 53, 2, p. 937-956 21 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution
Hausenblas, E. & Razafimandimby, P., 2016, In: Journal of mathematical analysis and applications. 441, 2, p. 763-800 37 p.Research output: Contribution to journal › Article › Research › peer-review
- 2015
- Published
Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type
Bessaih, H., Hausenblas, E. & Razafimandimby, P., 4 Aug 2015, In: Nonlinear Differential Equations and Applications. 22, 6, p. 1661-1697 36 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise
Hausenblas, E. & Razafimandimby, P., 7 May 2015, In: Stochastic Partial Differential Equations: Analysis and Computations. 3.2015, 2, p. 221-271 51 p., 10.1007/s40072-015-0047-.Research output: Contribution to journal › Article › Research › peer-review
- Published
Local and global strong solution for hydrodynamical systems driven by multiplicative jump noise.
Razafimandimby, P., Hausenblas, E. & Bessaih, H., 2015, In: Nonlinear Differential Equations and Applications.Research output: Contribution to journal › Article › Research › peer-review
- 2014
- Published
Stochastic nonparabolic dissipative systems modeling the flow of liquid crystals
Hausenblas, E. & Razafimandimby, P., 2014.Research output: Contribution to conference › Poster › Research › peer-review
- 2013
- 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
- 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
Convergence analysis of sectional methods for solving aggregation population balance equations: The fixed pivot technique
Giri, A. K. & Hausenblas, E., 2013, In: Nonlinear analysis / A. 14, 6, p. 2068-2090Research output: Contribution to journal › Article › Research › peer-review
- Published
Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise
Hausenblas, E., Brzeźniak, Z., Barbu, V. & Tubaro, L., 2013, In: Stochastic processes and their applications. 123, p. 934-951Research 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., 2013, In: Potential analysis : an international journal devoted to the interactions between potential theory, probability theory, geometry and functional analysis.Research 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., 2013, In: Potential analysis. 38, p. 1291-1331Research output: Contribution to journal › Article › Research › peer-review
- Published
Stochastic Burgers equation with polynomial nonlinearity driven by Levy process
Hausenblas, E., 2013, In: Communications on Stochastic Analysis. 7, p. 91-112Research output: Contribution to journal › Article › Research › peer-review
- Published
Stochastic Nonparabolic dissipative systems modeling the flow of Liquid Crystals: Strong solution.
Brzezniak, Z., Hausenblas, E. & Razafimandimby, P., 2013, RIMS Kôkyûroku Proceeding of RIMS Symposium on Mathematical Analysis of Incompressible Flow.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
- Published
Uniqueness in Law of the stochastic convolution process driven by Lévy noise
Hausenblas, E., 2013, In: Electronic Journal of Probability. 18, p. 1-15Research output: Contribution to journal › Article › Research › peer-review
- 2012
- 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. 2873-2896Research 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
On the exponential behaviour of stochastic evolution equations for non-Newtonian fluids
Razafimandimby, P., Hausenblas, E. & Sango, M., 2012, In: Applicable Analysis. 91, p. 2217-2233Research 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
The Kakutani-Hellinger affinity of processes of It^o\ processes driven by Poisson random measures
Hausenblas, E., 2012, In: Random operators and stochastic equations .Research 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
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
- 2011
- 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. 387-401Research 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
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. 37-57Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research
- 2010
- Published
The It^o integral for a certain class of Lévy processes and its application to stochastic partial differential equations
Hausenblas, E., 2010, In: Communications on Stochastic Analysis .Research output: Contribution to journal › Article › Research › peer-review
- Published
The Ito ntegral for a certain class of Levy processes and its application to Stochastic Partial differential equations
Hausenblas, E., 2010, In: Communications on Stochastic Analysis. 4, p. 401-424Research output: Contribution to journal › Article › Research › peer-review
- Published
Weak approximation of the stochastic wave equation
Hausenblas, E., 2010, In: Journal of computational and applied mathematics. 235, p. 3358-3358Research output: Contribution to journal › Article › Research › peer-review
- 2009
- Published
Maximal regularity for stochastic convolutions driven by Lévy processes
Hausenblas, E., 2009, In: Probability theory and related fields.Research output: Contribution to journal › Article › Research › peer-review
- 2008
Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type
Hausenblas, E., 30 Jan 2008, (E-pub ahead of print) In: SIAM Journal on Numerical Analysis. 46.2008, 1, p. 437-471 35 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Stochastic convolutions driven by martingales: maximal inequalities and exponential integrability
Hausenblas, E., 2008, In: Stochastic analysis and applications .Research output: Contribution to journal › Article › Research › peer-review
- 2007
- Published
SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
Hausenblas, E., 2007, In: Probability theory and related fields.Research output: Contribution to journal › Article › Research › peer-review
- 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
- 2006
- Published
A note on the It^o formula of stochastic integrals in Banach spaces
Hausenblas, E., 2006, In: Random Operators and Stochastic Equations.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
- 2005
- Published
Numerical Approximation of Parabolic Stochastic Partial Differential Equations
Hausenblas, E., 2005, In: Dagstuhl Seminar Proceedings. 4401Research output: Contribution to journal › Conference article › peer-review
- 2004
- 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
- 2003
Approximation for semilinear stochastic evolution equations
Hausenblas, E., 2003, In: Potential analysis. 18.2003, March, p. 141-186 46 p.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
- 2002
- Published
Numerical analysis of semilinear stochastic evolution equations in Banach spaces
Hausenblas, E., 2002, In: Journal of Computational and Applied Mathematics. 147.2002, 2, p. 485-516 32 p.Research output: Contribution to journal › Article › Research › peer-review
- 2001
- Published
A note on maximal inequality for stochastic convolutions
Hausenblas, E., 2001, In: Czechoslovak mathematical journal.Research output: Contribution to journal › Article › Research › peer-review
- 2000
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
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
Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures
Hausenblas, E., 2000, In: Monte Carlo methods and applications.Research output: Contribution to journal › Article › Research › peer-review
- 1999
- 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
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
- 1996
- Published
New results of the Salzburg NTN-method for the Radon transform.
Hausenblas, E., 1996, Parallel computation. 3rd international ACPC conference with special emphasis on parallel databases and parallel I/O, Klagenfurt, Austria, September 23--25, 1996. Proceedings.Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research