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1

2D stochastic Navier–Stokes equations driven by jump noise

Brzeźniak, Zdzisław, Hausenblas, Erika, Zhu, Jiahui

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

2013

Language:

english

File:

PDF, 316 KB

english, 2013

2

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

Hausenblas, Erika

Journal:

SIAM Journal on Numerical Analysis

Year:

2008

Language:

english

File:

PDF, 594 KB

english, 2008

3

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

Hausenblas, Erika, Randrianasolo, Tsiry Avisoa, Thalhammer, Mechtild

Journal:

Journal of Computational and Applied Mathematics

Year:

2020

Language:

english

File:

PDF, 2.31 MB

english, 2020

4

Weak approximation of the stochastic wave equation

Erika Hausenblas

Journal:

Journal of Computational and Applied Mathematics

Year:

2010

Language:

english

File:

PDF, 538 KB

english, 2010

5

Numerical analysis of semilinear stochastic evolution equations in Banach spaces

Erika Hausenblas

Journal:

Journal of Computational and Applied Mathematics

Year:

2002

Language:

english

File:

PDF, 266 KB

english, 2002

6

Wong–Zakai Type Approximation of SPDEs of Lévy Noise

Erika Hausenblas

Journal:

Acta Applicandae Mathematicae

Year:

2007

Language:

english

File:

PDF, 638 KB

english, 2007

7

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

Erika Hausenblas, Iuliana Marchis

Journal:

BIT Numerical Mathematics

Year:

2006

Language:

english

File:

PDF, 1.04 MB

english, 2006

8

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

Dunst, Thomas, Hausenblas, Erika, Prohl, Andreas

Journal:

SIAM Journal on Numerical Analysis

Year:

2012

Language:

english

File:

PDF, 3.09 MB

english, 2012

9

Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability

Hausenblas, Erika, Seidler, Jan

Journal:

Stochastic Analysis and Applications

Year:

2007

Language:

english

File:

PDF, 278 KB

english, 2007

10

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

Hausenblas, Erika

Journal:

Monte Carlo Methods and Applications

Year:

2000

Language:

english

File:

PDF, 1.35 MB

english, 2000

11

Momte Carlo Simulation of killed diffusion

Hausenblas, Erika

Journal:

Monte Carlo Methods and Applications

Year:

2000

Language:

english

File:

PDF, 2.86 MB

english, 2000

12

Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise

Bessaih, Hakima, Hausenblas, Erika, Razafimandimby, Paul A.

Journal:

SIAM Journal on Mathematical Analysis

Year:

2016

Language:

english

File:

PDF, 362 KB

english, 2016

13

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

Zhu, Jiahui, Brzeźniak, Zdzisław, Hausenblas, Erika

Journal:

Annales de l'Institut Henri Poincare (B) Probability and Statistics

Year:

2017

Language:

english

File:

PDF, 265 KB

english, 2017

14

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

Bessaih, Hakima, Hausenblas, Erika, Randrianasolo, Tsiry, Razafimandimby, Paul A.

Journal:

Journal of Computational and Applied Mathematics

Year:

2018

Language:

english

File:

PDF, 434 KB

english, 2018

15

Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure

Hausenblas, Erika

Journal:

Electronic Journal of Probability

Year:

2005

Language:

english

File:

PDF, 416 KB

english, 2005

16

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

Brzeźniak, Zdzisław, Hausenblas, Erika, Li, Liang

Journal:

Journal of Differential Equations

Year:

2019

Language:

english

File:

PDF, 1.80 MB

english, 2019

17

The Second Kummer Function with Matrix Parameters and Its Asymptotic Behaviour

Wehowar, Georg, Hausenblas, Erika

Journal:

Abstract and Applied Analysis

Year:

2018

File:

PDF, 1.38 MB

2018

18

Convergence of the fixed pivot technique for continuous Smoluchowski coagulation equation

Ankik Kumar Giri, Erika Hausenblas

Journal:

Year:

2011

Language:

english

File:

PDF, 174 KB

english, 2011

19

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

Erika Hausenblas

Journal:

Probability Theory and Related Fields

Year:

2007

Language:

english

File:

PDF, 408 KB

english, 2007

20

Maximal regularity for stochastic convolutions driven by Lévy processes

Zdzisław Brzeźniak, Erika Hausenblas

Journal:

Probability Theory and Related Fields

Year:

2009

Language:

english

File:

PDF, 300 KB

english, 2009

21

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

Erika Hausenblas

Journal:

Potential Analysis

Year:

2011

Language:

english

File:

PDF, 527 KB

english, 2011

22

A Note on Maximal Inequality for Stochastic Convolutions

Erika Hausenblas, Jan Seidler

Journal:

Czechoslovak Mathematical Journal

Year:

2001

Language:

english

File:

PDF, 135 KB

english, 2001

23

Approximation for Semilinear Stochastic Evolution Equations

Erika Hausenblas

Journal:

Potential Analysis

Year:

2003

Language:

english

File:

PDF, 288 KB

english, 2003

24

Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation

Carelli, Erich, Hausenblas, Erika, Prohl, Andreas

Journal:

SIAM Journal on Numerical Analysis

Year:

2012

Language:

english

File:

PDF, 547 KB

english, 2012

25

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

Giri, Ankik Kumar, Hausenblas, Erika

Journal:

Nonlinear Analysis: Real World Applications

Year:

2013

Language:

english

File:

PDF, 507 KB

english, 2013

26

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

Barbu, Viorel, Brzeźniak, Zdzisław, Hausenblas, Erika, Tubaro, Luciano

Journal:

Stochastic Processes and their Applications

Year:

2013

Language:

english

File:

PDF, 253 KB

english, 2013

27

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

Cox, Sonja Gisela, Hausenblas, Erika

Journal:

Journal of Evolution Equations

Year:

2013

Language:

english

File:

PDF, 411 KB

english, 2013

28

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

Cox, Sonja, Hausenblas, Erika

Journal:

International Journal of Computer Mathematics

Year:

2012

Language:

english

File:

PDF, 215 KB

english, 2012

29

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

Hausenblas, Erika

Journal:

SIAM Journal on Numerical Analysis

Year:

2002

Language:

english

File:

PDF, 336 KB

english, 2002

30

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

Hausenblas, Erika, Razafimandimby, Paul André

Journal:

Stochastic Partial Differential Equations: Analysis and Computations

Year:

2015

Language:

english

File:

PDF, 817 KB

english, 2015

31

A note on the Itô formula of stochastic integrals in Banach spaces

Hausenblas, Erika

Journal:

Random Operators and Stochastic Equations

Year:

2006

Language:

english

File:

PDF, 197 KB

english, 2006

32

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

Hausenblas, Erika

Journal:

Monte Carlo Methods and Applications

Year:

2000

Language:

english

File:

PDF, 2.51 MB

english, 2000

33

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

Hausenblas, Erika

Journal:

Random Operators and Stochastic Equations

Year:

2012

Language:

english

File:

PDF, 287 KB

english, 2012

34

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

Bessaih, Hakima, Hausenblas, Erika, Razafimandimby, Paul André

Journal:

Nonlinear Differential Equations and Applications NoDEA

Year:

2015

Language:

english

File:

PDF, 869 KB

english, 2015

35

A note on the Itô formula of stochastic integrals in Banach spaces

Hausenblas, Erika

Journal:

Random Operators and Stochastic Equations

Year:

2006

Language:

english

File:

PDF, 180 KB

english, 2006

36

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

Erika Hausenblas

Journal:

SIAM Journal on Numerical Analysis

Year:

2003

Language:

english

File:

PDF, 747 KB

english, 2003

37

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

Erika Hausenblas

Journal:

SIAM Journal on Numerical Analysis

Year:

2007-2008

Language:

english

File:

PDF, 1.86 MB

english, 2007-2008

38

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

Hausenblas, Erika, Razafimandimby, Paul André

Journal:

Journal of Mathematical Analysis and Applications

Year:

2016

Language:

english

File:

PDF, 631 KB

english, 2016

39

Uniqueness in Law of the stochastic convolution process driven by Lévy noise

Brzeźniak, Zdzisław, Hausenblas, Erika, Motyl, Elżbieta

Journal:

Electronic Journal of Probability

Year:

2013

Language:

english

File:

PDF, 296 KB

english, 2013

40

Analytic Properties of Markov Semigroup Generated by Stochastic Differential Equations Driven by Lévy Processes

Fernando, Pani W., Hausenblas, Erika, Razafimandimby, Paul

Journal:

Potential Analysis

Year:

2017

Language:

english

File:

PDF, 390 KB

english, 2017

41

Stochastic Reaction-diffusion Equations Driven by Jump Processes

Brzeźniak, Zdzisław, Hausenblas, Erika, Razafimandimby, Paul André

Journal:

Potential Analysis

Year:

2017

Language:

english

File:

PDF, 1.21 MB

english, 2017

42

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

Kamrani, Minoo, Hosseini, S. Mohammad, Hausenblas, Erika

Journal:

Mathematical Methods in the Applied Sciences

Year:

2018

Language:

english

File:

PDF, 629 KB

english, 2018

43

Global solutions to stochastic Volterra equations driven by Lévy noise

Hausenblas, Erika, Kovács, Mihály

Journal:

Fractional Calculus and Applied Analysis

Year:

2018

File:

PDF, 487 KB

2018

44

The nonlinear Schrödinger Equation driven by jump processes

de Bouard, Anne, Hausenblas, Erika

Journal:

Journal of Mathematical Analysis and Applications

Year:

2019

Language:

english

File:

PDF, 572 KB

english, 2019

45

Uniqueness of the nonlinear Schrödinger equation driven by jump processes

de Bouard, Anne, Hausenblas, Erika, Ondreját, Martin

Journal:

Nonlinear Differential Equations and Applications NoDEA

Year:

2019

File:

PDF, 558 KB

2019

46

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

Brzeźniak, Zdzisław, Hausenblas, Erika, Razafimandimby, Paul André

Journal:

Stochastic Partial Differential Equations: Analysis and Computations

Year:

2019

Language:

english

File:

PDF, 707 KB

english, 2019

47

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

Hausenblas, Erika, Randrianasolo, Tsiry A.

Journal:

Numerische Mathematik

Year:

2019

Language:

english

File:

PDF, 510 KB

english, 2019