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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
1999
Published
A Monte-Carlo method with inherent parallelism for numerical solving partial differential equations with boundary conditions
Hausenblas, E., 1999
Research 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

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Research Portal

Research output

Approximation for semilinear stochastic evolution equations

Weak approximation for semilinear stochastic evolution equations

Momte carlo simulation of killed diffusion

A numerical scheine using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary

A Monte-Carlo method with inherent parallelism for numerical solving partial differential equations with boundary conditions

A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection

New results of the Salzburg NTN-method for the Radon transform.

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