285 citations · 682 across the 44 of their papers we have counts for
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math.PR2010★ 36 cited
On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
Nicolas Fournier
We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order with drift and diffusion coefficients . When , we investig…
math.PR2010
Smoluchowski's equation: rate of convergence of the Marcus-Lushnikov process
Eduardo Cepeda, Nicolas Fournier
We derive a satisfying rate of convergence of the Marcus-Lushnikov process toward the solution to Smoluchowski's coagulation equation. Our result applies to a class of homogeneous-…
math.PR2010
Stability of the stochastic heat equation in
Nicolas Fournier, Jacques Printems
We consider the white-noise driven stochastic heat equation on with Lipschitz-continuous drift and diffusion coefficients and . We derive an inequali…