Erika Hausenblas

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Research output

  1. 2012
  2. 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

  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. 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 journal › Article › Research › peer-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 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. 2010
  9. 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

  10. 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. 401-424

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

  11. 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

  12. 2009
  13. 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

  14. 2008

  15. 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

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