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2012
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
2011
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
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
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
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

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