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2008
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
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
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 scheine 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

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