Stéphane Menozzi
- 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\n case
2019/02/07 by Paul-Éric Chaudru de Raynal, de Raynal, Paul-Éric Chaudru, Stéphane Menozzi +3 · 1 citation
Mathematics · #Advanced Mathematical Physics Problems #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Partial Differential Equations #Probability (math.PR) #Spectral Theory in Mathematical Physics
- 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, Hao, Zimo, Jean-François Jabir +7 · 2 citations
Engineering · #Particle Dynamics in Fluid Flows #Granular flow and fluidized beds #Sports Dynamics and Biomechanics
- Convergence rate of the Euler–Maruyama scheme applied to diffusion processes with Lq−Lρ drift coefficient and additive noise
2024/02/01 by Benjamin Jourdain, Stéphane Menozzi · 1 citation