Publications

2006

• Homogenization of the Schrodinger equation with a time oscillating potential
  
  • Allaire Grégoire
  • Vanninathan Muthusamy
  Discrete and Continuous Dynamical Systems - Series B, American Institute of Mathematical Sciences, 2006, 6, pp.1-16.
• Discretization and simulation of the Zakai equation
  
  • Gobet Emmanuel
  • Pagès Gilles
  • Pham Huyên
  • Printems Jacques
  SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics, 2006, 44 (6), pp.2505-2538. (10.1137/050623140)
  DOI : 10.1137/050623140
• Model uncertainty and its impact on the pricing of derivative instruments
  
  • Cont Rama
  Mathematical Finance, Wiley, 2006, 16 (3), pp.519 - 547. (10.1111/j.1467-9965.2006.00281.x)
  DOI : 10.1111/j.1467-9965.2006.00281.x
• Deviation bounds for additive functionals of Markov processes
  
  • Cattiaux Patrick
  • Guillin Arnaud
  , 2006.
• A New Domain Decomposition Method for the Compressible Euler Equations
  
  • Dolean Victorita
  • Nataf Frédéric
  ESAIM: Mathematical Modelling and Numerical Analysis, Société de Mathématiques Appliquées et Industrielles (SMAI) / EDP, 2006, 40 (4), pp.689-703.
• Subgeometric ergodicity of Markov chains
  
  • Douc Randal
  • Moulines Eric
  • Soulier Philippe
  , 2006, pp.55--64.
• High Order Generalized Impedance Boundary Conditions in Electromagnetic Scattering Problems
  
  • Duruflé Marc
  • Haddar Houssem
  • Joly Patrick
  Comptes Rendus. Physique, Académie des sciences (Paris), 2006, 7, pp.533-542.
• The dressed mobile atoms and ions
  
  • Amour Laurent
  • Grébert Benoît
  • Guillot Jean-Claude
  Journal de Mathématiques Pures et Appliquées, Elsevier, 2006, 86, pp.177-200.
• Policy Gradient in Continuous Time
  
  • Munos Rémi
  Journal of Machine Learning Research, Microtome Publishing, 2006, 7, pp.771-791.
• A new linear sampling method for the electromagnetic imagining of buried objects
  
  • Cakoni Fioralba
  • Haddar Houssem
  , 2006, pp.19--30. (10.1142/9789812773197_0003)
  DOI : 10.1142/9789812773197_0003
• Weak and Strong Order of Convergence of a Semidiscrete Scheme for the Stochastic Nonlinear Schrodinger Equation
  
  • de Bouard Anne
  • Debussche Arnaud
  Applied Mathematics and Optimization, Springer Verlag (Germany), 2006, 54 (3), pp.369-399. (10.1007/s00245-006-0875-0)
  DOI : 10.1007/s00245-006-0875-0