Erika Hausenblas
Finance · 2001–2010
A researcher in the Science corpus: 8 papers; trusts 11 researchers and is trusted by 19 researchers here, as inferred from the citation graph.
Subfields
- Finance — 22 citations into it; #1,612 of 10,518 by trust here, #3,438 by citations
- Computational Theory and Mathematics — 11 citations into it; #1,686 of 12,182 by trust here, #2,931 by citations
- Mathematical Physics — 10 citations into it; #1,981 of 8,562 by trust here, #3,022 by citations
- Control and Systems Engineering — 8 citations into it; #2,216 of 8,257 by trust here, #3,004 by citations
- Numerical Analysis — 5 citations into it
Whom Erika Hausenblas trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- L. Mytnik
- Martin Ondrej'at
- Peter E. Kloeden
- Jin Feng
- Jan Seidler
- Peter J. Rousseeuw
- Thomas G. Kurtz
- Zdzisław Brzeźniak
- Ingrid Daubechies
- Evelyn Buckwar
Who trusts Erika Hausenblas overall
- Arnulf Jentzen
- Yubin Yan
- Giuseppe Da Prato
- Carlo Marinelli
- Peter E. Kloeden
- Zdzisław Brzeźniak
- Michael Röckner
- El.zbieta Motyl
- Jan Seidler
- M. Roeckner
Papers from Erika Hausenblas's perspective
Ordered by how strongly the researchers Erika Hausenblas trusts endorse each paper. Same corpus, a different order for every researcher.
- Uniqueness for stochastic evolution equations in Banach spaces
- Generalized Mehler Semigroups: The Non-Gaussian Case
- LINEAR-IMPLICIT STRONG SCHEMES FOR ITO-GALKERIN APPROXIMATIONS OF STOCHASTIC PDES
- A Note on Maximal Inequality for Stochastic Convolutions
- Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem
- Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces
- Stochastic Integration with Jumps
- Approximation for Semilinear Stochastic Evolution Equations
- Stochastic partial differential equation driven by stable noise
- Uniqueness of solutions of stochastic differential equations
Their papers
- A Note on Maximal Inequality for Stochastic Convolutions (2001) — 77 citations
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces (2002) — 95 citations
- Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure (2005) — 76 citations
- Approximation for Semilinear Stochastic Evolution Equations (2003) — 182 citations
- Maximal regularity for stochastic convolutions driven by Lévy processes (2009) — 90 citations
- Stochastic Reaction-diffusion Equations Driven by Jump Processes (2010) — 86 citations
- Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability (2007) — 56 citations
- SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results (2006) — 47 citations