Erika Hausenblas

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Publications / Theses

  1. 2007
  2. 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

  3. 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

  4. 2006
  5. 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

  6. 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

  7. 2005
  8. 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

  9. 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

  10. 2004
  11. 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

  12. 2003
  13. 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

  14. 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

  15. 2002
  16. 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

  17. 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

  18. 2001
  19. 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

  20. 2000
  21. 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

  22. 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

  23. Published

    Monte Carlo simulation of killed diffusion

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

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

  24. 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

  25. 1999
  26. 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

  27. 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

  28. 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

  29. 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

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