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2018
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
Equilibrium Models for Asset Bubbles : A Regime Switching and a Lévy Model Approach
Wehowar, G., 2018
Research output: Thesis › Doctoral Thesis
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

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Research Portal

Research output

Nonlinear filtering with correlated Lévy noise characterized by copulas

Equilibrium Models for Asset Bubbles : A Regime Switching and a Lévy Model Approach

Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise

Nonlinear filtering with correlated Lévy noise characterized by copulas

Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces

Stochastic Reaction-diffusion Equations Driven by Jump Processes

Analytic Properties of Markov Semigroup Generated by Stochastic Differential Equations Driven by Lévy Processes

Copulas in Hilbert spaces

Ergodicity of stochastic shell models driven by pure jump noise

Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise.

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