Erika Hausenblas

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Publications / Theses

  1. 2025
  2. Published

    An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model

    Kamrani, M. & Hausenblas, E., Mar 2025, In: Mathematics and Computers in Simulation. 229, p. 673-689 17 p.

    Research output: Contribution to journal › Article › Research › peer-review

  3. 2024
  4. Published

    On the existence and uniqueness of solution to a stochastic Chemotaxis–Navier–Stokes model

    Hausenblas, E., Moghomye, B. J. & Razafimandimby, P. A., Apr 2024, In: Stochastic processes and their applications. 170, 104274.

    Research output: Contribution to journal › Article › Research › peer-review

  5. Published

    On the existence and uniqueness of solution to a stochastic Chemotaxis–Navier–Stokes model

    Hausenblas, E., Moghomye, B. J. & Razafimandimby, P. A., Apr 2024, In: Stochastic processes and their applications.

    Research output: Contribution to journal › Article › Research › peer-review

  6. Published

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

    Hausenblas, E. & Randrianasolo, T. A., 19 Mar 2024, In: Applicable Analysis.

    Research output: Contribution to journal › Article › Research › peer-review

  7. 2022
  8. Published

    Correction to: The Stochastic Gierer–Meinhardt System (Applied Mathematics & Optimization, (2022), 85, 2, (24), 10.1007/s00245-022-09835-6)

    Hausenblas, E. & Panda, A. A., Oct 2022, In: Applied Mathematics and Optimization. 86, 2, 20.

    Research output: Contribution to journal › Comment/debate › peer-review

  9. Published

    Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise

    Fahim, K., Hausenblas, E. & Kovács, M., 26 Apr 2022, In: Stochastics and Partial Differential Equations: Analysis and Computations.

    Research output: Contribution to journal › Article › Research › peer-review

  10. Published

    The Stochastic Gierer–Meinhardt System

    Hausenblas, E. & Panda, A. A., Apr 2022, In: Applied Mathematics & Optimization.

    Research output: Contribution to journal › Article › Research › peer-review

  11. Published

    On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators

    Hausenblas, E., Jan 2022, In: Osaka J. Math. .

    Research output: Contribution to journal › Article › Research › peer-review

  12. Published

    The one-dimensional stochastic Keller-Segel model with time-homogeneous spatial Wiener processes

    Hausenblas, E., 2022, In: Journal of differential equations.

    Research output: Contribution to journal › Article › Research › peer-review

  13. 2021
  14. Published

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

    Fahim, K., Hausenblas, E. & Mukherjee, D., Dec 2021, In: Applied Mathematics & Optimization.

    Research output: Contribution to journal › Article › Research › peer-review

  15. Published

    A PARTICLE FILTER FOR NONLINEAR FILTERING WITH L\'EVY JUMPS

    Hausenblas, E., Fahim, K. & Fernando, P. W., 4 Nov 2021, In: International Journal of Apllied Mathematics.

    Research output: Contribution to journal › Article › Research › peer-review

  16. Published

    Strong solution to stochastic penalised nematic liquid crystals model driven by multiplicative Gaussian noise

    Hausenblas, E., 2021, In: Indiana Univ. Math. J..

    Research output: Contribution to journal › Article › Research › peer-review

  17. 2019
  18. Published

    EExistence of a density of the 2-dimensional Stochastic Navier Stokes Equation driven by Lévy processes or fractional Brownian motion

    Hausenblas, E. & Razafimandimby, P., 23 Dec 2019, In: Stochastic processes and their applications. 130.2020, 7, p. 4174-4205 32 p.

    Research output: Contribution to journal › Article › Research › peer-review

  19. Published

    A NOTE ON THE STOCHASTIC ERICKSEN-LESLIE EQUATIONS FOR NEMATIC LIQUID CRYSTALS

    Brzeniak, Z., Hausenblas, E. & Razafimandimby, P. A., 1 Nov 2019, In: Discrete and continuous dynamical systems : a journal bridging mathematics and sciences. Series B, Mathematical modelling, analysis and computations. 24, 11, p. 5785-5802 18 p.

    Research output: Contribution to journal › Article › Research › peer-review

  20. Published

    Quasipotential for the ferromagnetic wire governed by the 1D Landau-Lifshitz-Gilbert equations

    Brzeźniak, Z., Hausenblas, E. & Li, L., Aug 2019, In: Journal of differential equations.

    Research output: Contribution to journal › Article › Research › peer-review

  21. 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

  22. 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

  23. Published

    The nonlinear Schrödinger equation driven by jump processes

    Bouard, A. D. & Hausenblas, E., 14 Feb 2019, In: Journal of mathematical analysis and applications. 475.2019, July, p. 215 - 252 38 p.

    Research output: Contribution to journal › Article › Research › peer-review

  24. Published

    Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle

    Brzeźniak, Z., Hausenblas, E. & Razafimandimby, P. A., 24 Jan 2019, In: Stochastics and partial differential equations : analysis and computations.

    Research output: Contribution to journal › Article › Research › peer-review

  25. 2018
  26. 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

  27. Published

    Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces

    Bessaih, H., Hausenblas, E., Randrianasolo, T. A. & Razafimandimby, P., Dec 2018, In: Journal of computational and applied mathematics. 2018, 343, p. 250-274 24 p.

    Research output: Contribution to journal › Article › Research › peer-review

  28. Published

    Stochastic reaction-diffusion equations driven by jump processes

    Brzeźniak, Z., Hausenblas, E. & Razafimandimby, P., 11 May 2018, In: Potential analysis. 2018, 49, p. 131-201 70 p.

    Research output: Contribution to journal › Article › Research › peer-review

  29. 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

  30. Published

    Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise

    Hausenblas, E., Kamrani, M. & Hosseini, M., 2018, In: Mathematical Methods in the Applied Sciences. p. 1-20 20 p.

    Research output: Contribution to journal › Article › Research › peer-review

  31. 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

  32. 2017
  33. Published

    Stochastic Reaction-diffusion Equations Driven by Jump Processes

    Hausenblas, E., Razafimandimby, P. & Brzezniak, Z., 2017, In: Potential analysis. p. 1-17 71 p.

    Research output: Contribution to journal › Article › Research › peer-review

  34. 2016
  35. Published

    Copulas in Hilbert spaces

    Hausenblas, E. & Markua, R., 16 Mar 2016, In: Stochastics. 89, 1, p. 222-239 18 p.

    Research output: Contribution to journal › Article › Research › peer-review

  36. Published

    Analytic properties of Markov semigroup generated by Stochastic Differential Equations driven by Lévy processes

    Hausenblas, E., Razafimandimby, P. & Fernando, P., 2016, In: Potential analysis. 46, 1, p. 1-21 21 p., DOI: 10.1007/s11118-016-9570-1.

    Research output: Contribution to journal › Article › Research › peer-review

  37. Published

    Ergodicity of stochastic shell models driven by pure jump noise

    Hausenblas, E., Razafimandimby, P. & Bessaih, H., 2016, In: SIAM Jounal of Mathematical Analysis. 48, 2, p. 1423-1458 25 p.

    Research output: Contribution to journal › Article › Research › peer-review

  38. Published

    Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise.

    Hausenblas, E., Razafimandimby, P. & Fernando, P., 2016, In: Communications in mathematical physics . 348, 2, p. 535-565 30 p.

    Research output: Contribution to journal › Article › Research › peer-review

  39. Published

    Maximal inequalities for Stochastic convolutions driven by compensated Poisson random measures in Banach spaces

    Hausenblas, E., Brzezniak, Z. & Zhu, J., 2016, In: Annales de l'Institut Henri Poincare. 53, 2, p. 937-956 21 p.

    Research output: Contribution to journal › Article › Research › peer-review

  40. Published

    On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution

    Hausenblas, E. & Razafimandimby, P., 2016, In: Journal of mathematical analysis and applications. 441, 2, p. 763-800 37 p.

    Research output: Contribution to journal › Article › Research › peer-review

  41. 2015
  42. Published

    Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type

    Hausenblas, E., 12 Sept 2015, In: Nonlinear Differential Equations and Applications. 22, 6, p. 1661-1697 36 p.

    Research output: Contribution to journal › Article › Research › peer-review

  43. Published

    Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise

    Razafimandimby, P. & Hausenblas, E., 2015, In: Stochastic Partial Differential Equations: Analysis and Computations. 3, 2, p. 221-271 50 p., 10.1007/s40072-015-0047-.

    Research output: Contribution to journal › Article › Research › peer-review

  44. Published

    Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type.

    Hausenblas, E., 2015, In: NoDEA, Nonlinear Differ. Equ. Appl..

    Research output: Contribution to journal › Article › Research › peer-review

  45. 2014
  46. Published

    Stochastic nonparabolic dissipative systems modeling the flow of liquid crystals

    Hausenblas, E. & Razafimandimby, P., 2014.

    Research output: Contribution to conference › Poster › Research › peer-review

  47. 2013
  48. Published

    2D stochastic Navier–Stokes equations driven by jump noise

    Hausenblas, E., Brezezniak, Z. & Zhu, J., 2013, In: Nonlinear analysis / A. 79, p. 122-139

    Research output: Contribution to journal › Article › Research › peer-review

  49. Published

    A perturbation result for quasi-linear stochastic differential equations in UMD Banach spaces

    Hausenblas, E., 2013, In: Journal of evolution equations. 13, p. 795-827

    Research output: Contribution to journal › Article › Research › peer-review

  50. Published

    Convergence analysis of sectional methods for solving aggregation population balance equations: The fixed pivot technique

    Giri, A. K. & Hausenblas, E., 2013, In: Nonlinear analysis / A. 14, 6, p. 2068-2090

    Research output: Contribution to journal › Article › Research › peer-review

  51. Published

    Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise

    Hausenblas, E., Brzeźniak, Z., Barbu, V. & Tubaro, L., 2013, In: Stochastic processes and their applications. 123, p. 934-951

    Research output: Contribution to journal › Article › Research › peer-review

  52. 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

  53. Published

    Martingale Solution to Equations for Differential Type Fluids of Grade Two Driven by Random Force of Lévy Type

    Hausenblas, E., Razafimandimby, P. & Sango, M., 2013, In: Potential analysis. 38, p. 1291-1331

    Research output: Contribution to journal › Article › Research › peer-review

  54. Published

    Stochastic Burgers equation with polynomial nonlinearity driven by Levy process

    Hausenblas, E., 2013, In: Communications on Stochastic Analysis. 7, p. 91-112

    Research output: Contribution to journal › Article › Research › peer-review

  55. Published

    Stochastic Nonparabolic dissipative systems modeling the flow of Liquid Crystals: Strong solution.

    Brzezniak, Z., Hausenblas, E. & Razafimandimby, P., 2013, RIMS Kôkyûroku Proceeding of RIMS Symposium on Mathematical Analysis of Incompressible Flow.

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  56. 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

  57. 2012
  58. Published

    Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise Read More: http://epubs.siam.org/doi/abs/10.1137/100818297

    Hausenblas, E., 2012, In: SIAM Journal on Numerical Analysis. 50, p. 2873-2896

    Research output: Contribution to journal › Article › Research › peer-review

  59. Published

    Martingale Solution to Equations for Differential Type Fluids of Grade Two Driven by Random Force of Lévy Type

    Hausenblas, E., Razafimandimby, P. & Sango, M., 2012, In: Potential analysis. p. 1-41

    Research output: Contribution to journal › Article › Research › peer-review

  60. Published

    On the exponential behaviour of stochastic evolution equations for non-Newtonian fluids

    Razafimandimby, P., Hausenblas, E. & Sango, M., 2012, In: Applicable Analysis. 91, p. 2217-2233

    Research output: Contribution to journal › Article › Research › peer-review

  61. Published

    Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise

    Hausenblas, E., 2012, In: International Journal of Computer Mathematics. 89, p. 2460-2478

    Research output: Contribution to journal › Article › Research › peer-review

  62. 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

  63. Published

    The Kakutani–Hellinger affinity of processes of Itô processes driven by Poisson random measures

    Hausenblas, E., 2012, In: Random operators and stochastic equations. 20, p. 233-253

    Research output: Contribution to journal › Article › Research › peer-review

  64. 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

  65. 2011
  66. 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

  67. 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

  68. 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

  69. 2010
  70. 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

  71. 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

  72. 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

  73. 2009
  74. 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

  75. 2008
  76. 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

  77. 2007
  78. 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

  79. 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

  80. 2006
  81. 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 journal › Article › Research › peer-review

  82. Published

    A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure

    Hausenblas, E., 2006, In: BIT : numerical mathematics .

    Research output: Contribution to journal › Article › Research › peer-review

  83. 2005
  84. Published

    Existence, uniqueness and regularity of parabolic spdes driven by poisson random measure

    Hausenblas, E., 1 Jan 2005, In: Electronic Journal of Probability. 10, p. 1496-1546 51 p.

    Research output: Contribution to journal › Article › Research › peer-review

  85. Published

    Numerical Approximation of Parabolic Stochastic Partial Differential Equations

    Hausenblas, E., 2005, In: Dagstuhl Seminar Proceedings. 4401

    Research output: Contribution to journal › Conference article › peer-review

  86. 2004
  87. Published

    A note on space approximation of parabolic evolution equations

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

    Research output: Contribution to journal › Article › Research › peer-review

  88. 2003
  89. Published

    Approximation for Semilinear Stochastic Evolution Equations

    Hausenblas, E., Mar 2003, In: Potential analysis. 18, 2, p. 141-186 46 p.

    Research output: Contribution to journal › Article › Research › peer-review

  90. 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

  91. 2002
  92. Published

    Error analysis for approximation of stochastic differential equations driven by Poisson random measures

    Hausenblas, E., 2002, In: SIAM J. Numer. Anal..

    Research output: Contribution to journal › Article › Research › peer-review

  93. Published

    Numerical analysis of semilinear stochastic evolution equations in Banach spaces

    Hausenblas, E., 2002, In: J. Comput. Appl. Math..

    Research output: Contribution to journal › Article › Research › peer-review

  94. 2001
  95. Published

    A note on maximal inequality for stochastic convolutions

    Hausenblas, E., 2001, In: Czechoslovak Math. J..

    Research output: Contribution to journal › Article › Research › peer-review

  96. 2000
  97. Published

    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.

    Research output: Contribution to journal › Article › Research › peer-review

  98. Published

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

    Hausenblas, E., 2000, In: Monte Carlo Methods Appl..

    Research output: Contribution to journal › Article › Research › peer-review

  99. Published

    Monte Carlo simulation of killed diffusion

    Hausenblas, E., 2000, In: Monte Carlo Methods Appl..

    Research output: Contribution to journal › Article › Research › peer-review

  100. Published

    Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures

    Hausenblas, E., 2000, In: Monte Carlo Methods Appl..

    Research output: Contribution to journal › Article › Research › peer-review

  101. 1999
  102. 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

  103. Published

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

    Hausenblas, E., 1999, Parallel computation. 4th international ACPC conference including special tracks on Parallel numerics (ParNum '99) and parallel computing in image processing, video processing, and multimedia. Salzburg, Austria, February 16--18, 1999. Proceedings.

    Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research

  104. 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

  105. Published

    Finite element approximation of stochastic partial differential equations driven by Poisson random measures of jump type

    Hausenblas, E., 1999, In: SIAM J. Numer. Anal..

    Research output: Contribution to journal › Article › Research › peer-review

  106. 1996
  107. 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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