Chair of Applied Mathematics (170)
Organisational unit: Chair
Publications / Theses
- Published
Nonlinear filtering with correlated Lévy noise characterized by copulas
Hausenblas, E. & Fernando, B. P. W., 2018, In: Brazilian Journal of Probability and Statistics. 32, 2, p. 250-274 24 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
The Second Kummer Function with Matrix Parameters and Its Asymptotic Behaviour
Hausenblas, E. & Wehowar, G., 2 Dec 2018, In: Abstract and applied analysis. 2018, 2018, p. 1-8 8 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Global solutions to stochastic Volterra equations driven by Levy noise
Hausenblas, E. & Kovacs, M., 2 May 2018, In: Fractional calculus and applied analysis. 2018, 21, no. 5, p. 1170 - 1202 33 p.Research output: Contribution to journal › Article › Research › peer-review
- E-pub ahead of print
Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray–Scott equations
Hausenblas, E., Randrianasolo, T. A. & Thalhammer, M., 14 Jul 2019, (E-pub ahead of print) In: Journal of computational and applied mathematics. 364.2020, 15 January, 27 p., 112335.Research output: Contribution to journal › Article › Research › peer-review
- Published
The Kakutani-Hellinger affinity of processes of It^o\ processes driven by Poisson random measures
Hausenblas, E., 2012, In: Random operators and stochastic equations .Research output: Contribution to journal › Article › Research › peer-review
- 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
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
- Published
Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type
Hausenblas, E., 2013, In: Potential analysis : an international journal devoted to the interactions between potential theory, probability theory, geometry and functional analysis.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
- 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
