Research output

1 - 10 out of 79Page size: 10

Sort by: Title

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
Published
Wong–Zakai approximation of a stochastic partial differential equation with multiplicative noise
Hausenblas, E. & Randrianasolo, T. A., 19 Mar 2024, In: Applicable Analysis. 103.2024, 16, p. 3029-3048 19 p.
Research output: Contribution to journal › Article › Research › peer-review
Published
Wong–Zakai Approximation for Landau–Lifshitz–Gilbert Equation Driven by Geometric Rough Paths
Fahim, K., Hausenblas, E. & Mukherjee, D., 6 Aug 2021, In: Applied mathematics & optimization. 84.2021, December, Suppl.2, p. 1685-1730 46 p.
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
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
Published
Uniqueness of the nonlinear Schrodinger equation driven by jump processes
de Bouard, A., Hausenblas, E. & Ondrejat, M., Jun 2019, In: Nonlinear differential equations and applications. 26.2019, 3
Research output: Contribution to journal › Article › Research › peer-review
Published
Uniqueness in Law of the stochastic convolution process driven by Lévy noise
Hausenblas, E., 2013, In: Electronic Journal of Probability. 18, p. 1-15
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
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
Published
Time-discretization of stochastic 2-D Navier–Stokes equations with a penalty-projection method
Hausenblas, E. & Randrianasolo, T. A., 27 Jun 2019, In: Numerische Mathematik. 143.2019, 2, p. 339-378 40 p.
Research output: Contribution to journal › Article › Research › peer-review

Previous 1 2 3 4 5 6 7 8 Next

Research Portal

Research output

Wong-Zakai type approximation of SPDEs of Lévy noise

Wong–Zakai approximation of a stochastic partial differential equation with multiplicative noise

Wong–Zakai Approximation for Landau–Lifshitz–Gilbert Equation Driven by Geometric Rough Paths

Weak approximation of the stochastic wave equation

Weak approximation for semilinear stochastic evolution equations

Uniqueness of the nonlinear Schrodinger equation driven by jump processes

Uniqueness in Law of the stochastic convolution process driven by Lévy noise

Uniqueness in law of the Itô integral with respect to Lévy noise

Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation Read More: http://epubs.siam.org/doi/abs/10.1137/100819436

Time-discretization of stochastic 2-D Navier–Stokes equations with a penalty-projection method

Advanced filters