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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. 401-424
Research 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. 3358-3358
Research 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

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