Erika Hausenblas

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Numerical Approximation of Parabolic Stochastic Partial Differential Equations

Erika Hausenblas, 2004, Algorithms and Complexity for Continuous Problems.

Mini-Workshop: Dynamics of Stochastic Systems and their Approximation

Erika Hausenblas, Evelyn Buckwar, Barbara Gentz, 2011 .

Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise

Erika Hausenblas, Hakima Bessaih, Paul André Razafimandimby, 2016, SIAM J. Math. Anal..

A note on space approximation of parabolic evolution equations

Erika Hausenblas, 2004, Appl. Math. Comput..

Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures

Erika Hausenblas, E. Hausenblas, 2002, SIAM J. Numer. Anal..

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

Erika Hausenblas, Tsiry Randrianasolo, E. Hausenblas, 2018, Numerische Mathematik.

Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation

Andreas Prohl, Erika Hausenblas, Erich Carelli, 2012, SIAM J. Numer. Anal..

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

Erika Hausenblas, Hakima Bessaih, Paul André Razafimandimby, 2016, J. Comput. Appl. Math..

Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type

Erika Hausenblas, E. Hausenblas, 2007, SIAM J. Numer. Anal..

Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise

Andreas Prohl, Erika Hausenblas, Thomas Dunst, 2012, SIAM J. Numer. Anal..

A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary

Erika Hausenblas, E. Hausenblas, 2000, Monte Carlo Methods Appl..

New Results of the Salzburg NTN-Method for the Radon Transform

Erika Hausenblas, 1996, ACPC.

A Monte-Carlo Method with Inherent Parallelism for Numerical Solving Partial Differential Equations with Boundary Conditions

Erika Hausenblas, 1999, ACPC.

Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures

Erika Hausenblas, E. Hausenblas, 2000, Monte Carlo Methods Appl..

Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray-Scott equations

Erika Hausenblas, Tsiry Avisoa Randrianasolo, Mechtild Thalhammer, 2020, J. Comput. Appl. Math..

Momte Carlo Simulation of killed diffusion

Erika Hausenblas, 2000, Monte Carlo Methods Appl..

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

Erika Hausenblas, Sonja Cox, S. Cox, 2012, Int. J. Comput. Math..

Seminar on Stochastic Analysis, Random Fields and Applications VI

Erika Hausenblas, 2011 .

Weak approximation of the stochastic wave equation

Erika Hausenblas, E. Hausenblas, 2010, J. Comput. Appl. Math..

The stochastic Gierer-Meinhardt system

Erika Hausenblas, Akash Ashirbad Panda, 2021 .

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

Erika Hausenblas, Mih'aly Kov'acs, 2021, ArXiv.

Wong–Zakai Type Approximation of SPDEs of Lévy Noise

Erika Hausenblas, E. Hausenblas, 2007 .

A Note on Maximal Inequality for Stochastic Convolutions

Erika Hausenblas, Jan Seidler, Jan Seidler, 2001 .

2D stochastic Navier–Stokes equations driven by jump noise

Erika Hausenblas, Zdzisław Brzeźniak, Z. Brzeźniak, 2013 .

Irreducibility and Exponential Mixing of Some Stochastic Hydrodynamical Systems Driven by Pure Jump Noise

Erika Hausenblas, Paul André Razafimandimby, E. Hausenblas, 2016 .

Maximal regularity for stochastic convolutions driven by Lévy processes

Erika Hausenblas, Zdzisław Brzeźniak, Z. Brzeźniak, 2009 .

Weak Approximation of Stochastic Partial Differential Equations

Erika Hausenblas, E. Hausenblas, 2003 .

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

Erika Hausenblas, Iuliana Marchis, I. Marchiş, 2006 .

Maximal Inequalities of the Itô Integral with Respect to Poisson Random Measures or Lévy Processes on Banach Spaces

Erika Hausenblas, 2011 .

Uniqueness of the nonlinear Schrödinger equation driven by jump processes

Erika Hausenblas, M. Ondreját, A. de Bouard, 2017, Nonlinear Differential Equations and Applications NoDEA.

Maximal inequality of Stochastic convolution driven by compensated Poisson random measures in Banach spaces

Erika Hausenblas, Zdzislaw Brze'zniak, E. Hausenblas, 2010, 1005.1600.

SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results

Erika Hausenblas, E. Hausenblas, 2006 .