Erika Hausenblas
71 - 80 out of 81Page size: 10
Publications / Theses
- 2002
- 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
- 2001
- 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
- 2000
- 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
- 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
- Published
Monte Carlo simulation of killed diffusion
Hausenblas, E., 2000, In: Monte Carlo Methods Appl..Research output: Contribution to journal › Article › Research › peer-review
- 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
- 1999
- Published
A Monte-Carlo method with inherent parallelism for numerical solving partial differential equations with boundary conditions
Hausenblas, E., 1999Research output: Book/Report › Book › Research
- 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
- 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
- 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
