Research output

  1. 2009
  2. Published

    Maximal regularity for stochastic convolutions driven by Lévy processes

    Hausenblas, E., 2009, In: Probability theory and related fields.

    Research output: Contribution to journalArticleResearchpeer-review

  3. 2008
  4. 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 journalArticleResearchpeer-review

  5. Published
  6. 2007
  7. Published
  8. Published

    Wong-Zakai type approximation of SPDEs of Lévy noise

    Hausenblas, E., 2007, In: Acta applicandae mathematicae.

    Research output: Contribution to journalArticleResearchpeer-review

  9. 2006
  10. 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 journalArticleResearchpeer-review

  11. Published
  12. 2004
  13. Published

    A note on space approximation of parabolic evolution equations

    Hausenblas, E., 2004, In: Applied Mathematics and Computation.

    Research output: Contribution to journalArticleResearchpeer-review

  14. 2003
  15. Approximation for semilinear stochastic evolution equations

    Hausenblas, E., 2003, In: Potential analysis. 18.2003, March, p. 141-186 46 p.

    Research output: Contribution to journalArticleResearchpeer-review

  16. Published

    Weak approximation for semilinear stochastic evolution equations

    Hausenblas, E., 2003, Stochastic analysis and related topics VIII.

    Research output: Chapter in Book/Report/Conference proceedingChapterResearch

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