Menozzi, Stéphane
- Convergence Rate of the Euler-Maruyama Scheme Applied to Diffusion Processes with L Q -- L ρ Drift Coefficient and Additive Noise
2021/05/11 by Benjamin Jourdain, Jourdain, Benjamin, Stéphane Menozzi +1 · 2 citations
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · #Advanced Queuing Theory Analysis #FOS: Mathematics #Mathematical Approximation and Integration #Probability (math.PR) #Stochastic processes and financial applications
- Schauder estimates for drifted fractional operators in the supercritical case
2019/02/07 by de Raynal, Paul-Éric Chaudru, Menozzi, Stéphane, Priola, Enrico · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- Sharp Schauder Estimates for some Degenerate Kolmogorov Equations
2018/10/29 by de Raynal, Paul-Eric Chaudru, Honoré, Igor, Menozzi, Stéphane · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- On Multidimensional stable-driven Stochastic Differential Equations with Besov drift
2019/07/29 by de Raynal, Paul-Eric Chaudru, Menozzi, Stéphane · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Heat kernel of supercritical SDEs with unbounded drifts
2020/12/29 by Stéphane Menozzi, Menozzi, Stéphane, Xicheng, Zhang · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications
- Propagation of chaos for moderately interacting particle systems related to singular kinetic McKean-Vlasov SDEs
2024/05/15 by Zimo Hao, Jean-François Jabir, Hao, Zimo +7 · 2 citations
Engineering · #Particle Dynamics in Fluid Flows #Granular flow and fluidized beds #Sports Dynamics and Biomechanics