61 citations
- Center for MathematicaL studies and their ApplicationsFR1 paper
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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…