451 citations
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Showing 2010Show all
3 papers · 1 filter
math.PR2010
Generalized covariation for Banach space valued processes, Itô formula and applications
Cristina Di Girolami, Francesco Russo
This paper discusses a new notion of quadratic variation and covariation for Banach space valued processes (not necessarily semimartingales) and related Itô formula. If $\X$ and $\…
math.PR2010
A probabilistic algorithm approximating solutions of a singular PDE of porous media type
Nadia Belaribi, François Cuvelier, Francesco Russo
The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient , which is well-posed as an evolution problem in $L…
cs.IT2010★ 2 cited
Methods for the Reconstruction of Parallel Turbo Codes
Mathieu Cluzeau, Matthieu Finiasz, Jean-Pierre Tillich
We present two new algorithms for the reconstruction of turbo codes from a noisy intercepted bitstream. With these algorithms, we were able to reconstruct various turbo codes with…