Menozzi, Stephane
- Strong Approximations of BSDEs in a domain
2007/10/08 by Bruno Bouchard, Bouchard, Bruno, Stéphane Menozzi +1 · 1 citation
Engineering · #35K20 #60H30 #65C99 #Advanced Numerical Methods in Computational Mathematics #FOS: Mathematics #Probability (math.PR)
- Explicit parametrix and local limit theorems for some degenerate diffusion processes
2008/02/15 by Konakov, Valentin, Menozzi, Stephane, Molchanov, Stanislav · 1 citation
#35K65 #60J35 #60J60 #FOS: Mathematics #Probability (math.PR)
- Strong regularization by Brownian noise propagating through a weak Hörmander structure
2018/10/29 by de Raynal, Paul-Eric Chaudru, Honoré, Igor, Menozzi, Stephane · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)