61 citations
- Center for MathematicaL studies and their ApplicationsFR1 paper
- Centre de Recherche en Économie et StatistiqueFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- Institut de recherche mathématique de RennesFR1 paper
- Laboratoire de Mathématiques Appliquées du HavreFR1 paper
- Université Le Havre NormandieFR1 paper
- Université Paris-SudFR1 paper
3 papers
math.PR2005★ 61 cited
Blow-up for the stochastic nonlinear Schrodinger equation with multiplicative noise
Anne de Bouard, Arnaud Debussche
We study the influence of a multiplicative Gaussian noise, white in time and correlated in space, on the blow-up phenomenon in the supercritical nonlinear Schrodinger equation. We…
math.PR2005
Convergence of values in optimal stopping and convergence of optimal stopping times
François Coquet, Sandrine Toldo
Under the hypothesis of convergence in probability of a sequence of càdlàg processes to a càdlàg process , we are interested in the convergence of corresponding value…
math.SP2005★ 1 cited
Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix
Rami Kanhouche
A factorization of the inverse of a Hermetian positive definite matrix based on a diagonal by diagonal recurrence formulae permits the inversion of Block Toeplitz matrices, using o…