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Author ID: menozzi.stephane Recent zbMATH articles by "Menozzi, Stéphane"
Published as: Menozzi, Stéphane; Menozzi, S.; Menozzi, Stephane
External Links: MGP · ORCID

Publications by Year

Citations contained in zbMATH Open

37 Publications have been cited 461 times in 303 Documents Cited by Year
Density estimates for a random noise propagating through a chain of differential equations. Zbl 1223.60037
Delarue, François; Menozzi, Stéphane
66
2010
A forward-backward stochastic algorithm for quasi-linear PDEs. Zbl 1097.65011
Delarue, François; Menozzi, Stéphane
48
2006
Stopped diffusion processes: boundary corrections and overshoot. Zbl 1186.60077
Gobet, Emmanuel; Menozzi, Stéphane
34
2010
Explicit parametrix and local limit theorems for some degenerate diffusion processes. Zbl 1211.60036
Konakov, Valentin; Menozzi, Stéphane; Molchanov, Stanislav
30
2010
Parametrix techniques and martingale problems for some degenerate Kolmogorov equations. Zbl 1225.60097
Menozzi, Stephane
26
2011
On some non asymptotic bounds for the Euler scheme. Zbl 1225.60117
Menozzi, Stéphane; Lemaire, Vincent
24
2010
Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme. Zbl 1070.60071
Gobet, Emmanuel; Menozzi, Stéphane
21
2004
An interpolated stochastic algorithm for quasi-linear PDEs. Zbl 1131.65002
Delarue, François; Menozzi, Stéphane
20
2008
\(L^p\) estimates for degenerate non-local Kolmogorov operators. Zbl 1406.35072
Huang, L.; Menozzi, Stephane; Priola, Enrico
19
2019
Schauder estimates for drifted fractional operators in the supercritical case. Zbl 1432.35033
de Raynal, Paul-Éric Chaudru; Menozzi, Stéphane; Priola, Enrico
18
2020
A parametrix approach for some degenerate stable driven SDEs. Zbl 1355.60076
Huang, Lorick; Menozzi, Stéphane
15
2016
Weak error for stable driven stochastic differential equations: expansion of the densities. Zbl 1235.60065
Konakov, Valentin; Menozzi, Stéphane
13
2011
Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift. Zbl 1469.60192
Menozzi, S.; Pesce, A.; Zhang, Xicheng
13
2021
Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients. Zbl 1365.60065
Konakov, Valentin; Menozzi, Stéphane
11
2017
Concentration bounds for stochastic approximations. Zbl 1252.60065
Frikha, Noufel; Menozzi, Stéphane
10
2012
Martingale problems for some degenerate Kolmogorov equations. Zbl 1390.60219
Menozzi, Stéphane
10
2018
Discrete sampling of functionals of Itô processes. Zbl 1154.60057
Gobet, Emmanuel; Menozzi, Stéphane
8
2007
Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result. Zbl 1496.60062
De Raynal, Paul-Éric Chaudru; Menozzi, Stéphane
8
2022
Sharp Schauder estimates for some degenerate Kolmogorov equations. Zbl 1476.35061
De Raynal, Paul-Éric Chaudru; Honoré, Igor; Menozzi, Stéphane
7
2021
Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\). Zbl 1317.35015
Cinti, Chiara; Menozzi, Stéphane; Polidoro, Sergio
6
2015
Stability of densities for perturbed diffusions and Markov chains. Zbl 1371.60136
Konakov, Valentin; Kozhina, Anna; Menozzi, Stéphane
6
2017
Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion. Zbl 1472.60112
Honoré, I.; Menozzi, S.; Pagès, G.
6
2020
Weak well-posedness of multidimensional stable driven SDEs in the critical case. Zbl 1456.60143
Chaudru de Raynal, Paul-Éric; Menozzi, Stéphane; Priola, Enrico
6
2020
Strong approximations of BSDEs in a domain. Zbl 1204.60048
Bouchard, Bruno; Menozzi, Stéphane
6
2009
Fractional operators with singular drift: smoothing properties and Morrey-Campanato spaces. Zbl 1365.35203
Chamorro, Diego; Menozzi, Stéphane
5
2016
Strong regularization by Brownian noise propagating through a weak Hörmander structure. Zbl 1512.60045
Chaudru de Raynal, Paul-Éric; Honoré, Igor; Menozzi, Stéphane
5
2022
Well-posedness of some non-linear stable driven SDEs. Zbl 1477.60086
Frikha, Noufel; Konakov, Valentin; Menozzi, Stéphane
4
2021
Weak error for continuous time Markov chains related to fractional in time P(I)DEs. Zbl 1336.60150
Kelbert, M.; Konakov, V.; Menozzi, S.
3
2016
The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\). Zbl 1328.60159
Delarue, François; Menozzi, Stéphane; Nualart, Eulalia
2
2015
Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation. Zbl 1276.60090
Konakov, V. D.; Menozzi, S.; Molchanov, S. A.
2
2011
Heat kernel of supercritical nonlocal operators with unbounded drifts. (Noyau de la chaleur pour des EDS surcritiques à dérive non bornée.) Zbl 1485.35256
Menozzi, Stéphane; Zhang, Xicheng
2
2022
Non linear singular drifts and fractional operators: when Besov meets Morrey and Campanato. Zbl 1404.35477
Chamorro, Diego; Menozzi, Stéphane
2
2018
Improved simulation for the killed Brownian motion in a cone. Zbl 1129.65005
Menozzi, Stéphane
1
2006
Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients. Zbl 07711484
Marino, L.; Menozzi, S.
1
2023
The Brownian motion on \(\operatorname{Aff}(\mathbb{R})\) and quasi-local theorems. Zbl 1447.60132
Konakov, V.; Menozzi, S.; Molchanov, S.
1
2019
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps. Zbl 1261.60067
Bensoussan, Alain; Jasso-Fuentes, Héctor; Menozzi, Stéphane; Mertz, Laurent
1
2012
Poisson process and sharp constants in \(L^p\) and Schauder estimates for a class of degenerate Kolmogorov operators. Zbl 1498.35121
Marino, L.; Menozzi, S.; Priola, E.
1
2022
Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients. Zbl 07711484
Marino, L.; Menozzi, S.
1
2023
Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result. Zbl 1496.60062
De Raynal, Paul-Éric Chaudru; Menozzi, Stéphane
8
2022
Strong regularization by Brownian noise propagating through a weak Hörmander structure. Zbl 1512.60045
Chaudru de Raynal, Paul-Éric; Honoré, Igor; Menozzi, Stéphane
5
2022
Heat kernel of supercritical nonlocal operators with unbounded drifts. (Noyau de la chaleur pour des EDS surcritiques à dérive non bornée.) Zbl 1485.35256
Menozzi, Stéphane; Zhang, Xicheng
2
2022
Poisson process and sharp constants in \(L^p\) and Schauder estimates for a class of degenerate Kolmogorov operators. Zbl 1498.35121
Marino, L.; Menozzi, S.; Priola, E.
1
2022
Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift. Zbl 1469.60192
Menozzi, S.; Pesce, A.; Zhang, Xicheng
13
2021
Sharp Schauder estimates for some degenerate Kolmogorov equations. Zbl 1476.35061
De Raynal, Paul-Éric Chaudru; Honoré, Igor; Menozzi, Stéphane
7
2021
Well-posedness of some non-linear stable driven SDEs. Zbl 1477.60086
Frikha, Noufel; Konakov, Valentin; Menozzi, Stéphane
4
2021
Schauder estimates for drifted fractional operators in the supercritical case. Zbl 1432.35033
de Raynal, Paul-Éric Chaudru; Menozzi, Stéphane; Priola, Enrico
18
2020
Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion. Zbl 1472.60112
Honoré, I.; Menozzi, S.; Pagès, G.
6
2020
Weak well-posedness of multidimensional stable driven SDEs in the critical case. Zbl 1456.60143
Chaudru de Raynal, Paul-Éric; Menozzi, Stéphane; Priola, Enrico
6
2020
\(L^p\) estimates for degenerate non-local Kolmogorov operators. Zbl 1406.35072
Huang, L.; Menozzi, Stephane; Priola, Enrico
19
2019
The Brownian motion on \(\operatorname{Aff}(\mathbb{R})\) and quasi-local theorems. Zbl 1447.60132
Konakov, V.; Menozzi, S.; Molchanov, S.
1
2019
Martingale problems for some degenerate Kolmogorov equations. Zbl 1390.60219
Menozzi, Stéphane
10
2018
Non linear singular drifts and fractional operators: when Besov meets Morrey and Campanato. Zbl 1404.35477
Chamorro, Diego; Menozzi, Stéphane
2
2018
Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients. Zbl 1365.60065
Konakov, Valentin; Menozzi, Stéphane
11
2017
Stability of densities for perturbed diffusions and Markov chains. Zbl 1371.60136
Konakov, Valentin; Kozhina, Anna; Menozzi, Stéphane
6
2017
A parametrix approach for some degenerate stable driven SDEs. Zbl 1355.60076
Huang, Lorick; Menozzi, Stéphane
15
2016
Fractional operators with singular drift: smoothing properties and Morrey-Campanato spaces. Zbl 1365.35203
Chamorro, Diego; Menozzi, Stéphane
5
2016
Weak error for continuous time Markov chains related to fractional in time P(I)DEs. Zbl 1336.60150
Kelbert, M.; Konakov, V.; Menozzi, S.
3
2016
Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\). Zbl 1317.35015
Cinti, Chiara; Menozzi, Stéphane; Polidoro, Sergio
6
2015
The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\). Zbl 1328.60159
Delarue, François; Menozzi, Stéphane; Nualart, Eulalia
2
2015
Concentration bounds for stochastic approximations. Zbl 1252.60065
Frikha, Noufel; Menozzi, Stéphane
10
2012
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps. Zbl 1261.60067
Bensoussan, Alain; Jasso-Fuentes, Héctor; Menozzi, Stéphane; Mertz, Laurent
1
2012
Parametrix techniques and martingale problems for some degenerate Kolmogorov equations. Zbl 1225.60097
Menozzi, Stephane
26
2011
Weak error for stable driven stochastic differential equations: expansion of the densities. Zbl 1235.60065
Konakov, Valentin; Menozzi, Stéphane
13
2011
Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation. Zbl 1276.60090
Konakov, V. D.; Menozzi, S.; Molchanov, S. A.
2
2011
Density estimates for a random noise propagating through a chain of differential equations. Zbl 1223.60037
Delarue, François; Menozzi, Stéphane
66
2010
Stopped diffusion processes: boundary corrections and overshoot. Zbl 1186.60077
Gobet, Emmanuel; Menozzi, Stéphane
34
2010
Explicit parametrix and local limit theorems for some degenerate diffusion processes. Zbl 1211.60036
Konakov, Valentin; Menozzi, Stéphane; Molchanov, Stanislav
30
2010
On some non asymptotic bounds for the Euler scheme. Zbl 1225.60117
Menozzi, Stéphane; Lemaire, Vincent
24
2010
Strong approximations of BSDEs in a domain. Zbl 1204.60048
Bouchard, Bruno; Menozzi, Stéphane
6
2009
An interpolated stochastic algorithm for quasi-linear PDEs. Zbl 1131.65002
Delarue, François; Menozzi, Stéphane
20
2008
Discrete sampling of functionals of Itô processes. Zbl 1154.60057
Gobet, Emmanuel; Menozzi, Stéphane
8
2007
A forward-backward stochastic algorithm for quasi-linear PDEs. Zbl 1097.65011
Delarue, François; Menozzi, Stéphane
48
2006
Improved simulation for the killed Brownian motion in a cone. Zbl 1129.65005
Menozzi, Stéphane
1
2006
Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme. Zbl 1070.60071
Gobet, Emmanuel; Menozzi, Stéphane
21
2004
all top 5

Cited by 416 Authors

27 Menozzi, Stéphane
13 Zhang, Xicheng
11 Polidoro, Sergio
10 Pascucci, Andrea
9 Chaudru De Raynal, Paul-Eric
9 Taguchi, Dai
8 Kohatsu-Higa, Arturo
7 Gobet, Emmanuel
7 Jentzen, Arnulf
7 Pagès, Gilles
7 Zhao, Weidong
6 Bernal, Francisco
6 Delarue, François
6 Frikha, Noufel
6 Pesce, Antonello
6 Prieur, Clémentine
5 Duong, Manh Hong
5 Honoré, Igor
5 Konakov, Valentin
5 León, José Rafael R.
5 Pagliarani, Stefano
5 Panloup, Fabien
5 Priola, Enrico
4 Acebrón, Juan A.
4 Bally, Vlad
4 Bender, Christian
4 Cattiaux, Patrick
4 Chassagneux, Jean-François
4 Hao, Zimo
4 Herrmann, Samuel
4 Hutzenthaler, Martin
4 Lejay, Antoine
4 Marino, Lorenzo
4 Ngo, Hoang-Long
4 Röckner, Michael
4 Sun, Yabing
3 Anceschi, Francesca
3 Beck, Christian
3 Chen, Zhen-Qing
3 dos Reis, Gonçalo
3 E, Weinan
3 Franchi, Jacques
3 Giles, Michael B.
3 Huang, Xing
3 Jourdain, Benjamin
3 Kruse, Thomas
3 Labart, Céline
3 Lanconelli, Alberto
3 Li, Libo
3 Ling, Chengcheng
3 Molchanov, Stanislav Alekseevich
3 Oudjane, Nadia
3 Pigato, Paolo
3 Rebucci, Annalaura
3 Richou, Adrien
3 Russo, Francesco
3 Suo, Yongqiang
3 Tanré, Etienne
3 Wang, Feng-Yu
3 Xie, Longjie
3 Yuan, Chenggui
3 Zhang, Shaoqin
3 Zhao, GuoHuan
2 Bao, Jianhai
2 Befekadu, Getachew K.
2 Bou-Rabee, Nawaf M.
2 Bramanti, Marco
2 Bras, Pierre
2 Caramellino, Lucia
2 Carmona, René A.
2 Duan, Jinqiao
2 Galeati, Lucio
2 Geiss, Christel
2 Gloter, Arnaud
2 Huang, Lorick
2 Izydorczyk, Lucas
2 Kawai, Reiichiro
2 Kogoj, Alessia Elisabetta
2 Kozhina, A. A.
2 Lelièvre, Tony
2 Litsgård, Malte
2 Luoto, Antti
2 Mao, Xuerong
2 Niebel, Lukas
2 Nyström, Kaj
2 Pignotti, Michele
2 Rey, Clément
2 Samson, Adeline
2 Saraev, Aleksandr Leonidovich
2 Saraev, Leonid Aleksandrovich
2 Tang, Shanjian
2 Vanden-Eijnden, Eric
2 Veretennikov, Alexander Yu.
2 Xue, Liutang
2 Yamada, Toshihiro
2 Zhang, Jianfeng
2 Zucca, Cristina
1 Abedin, Farhan
1 Abidi, Hani
1 Abraham, Romain
...and 316 more Authors
all top 5

Cited in 118 Serials

33 Stochastic Processes and their Applications
17 The Annals of Applied Probability
11 Electronic Journal of Probability
9 Journal of Mathematical Analysis and Applications
9 Potential Analysis
8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Journal of Differential Equations
7 Monte Carlo Methods and Applications
6 Journal of Scientific Computing
6 Journal de Mathématiques Pures et Appliquées. Neuvième Série
6 Discrete and Continuous Dynamical Systems
6 Journal of Evolution Equations
5 SIAM Journal on Mathematical Analysis
5 Bernoulli
4 Journal of Computational Physics
4 Stochastic Analysis and Applications
4 Journal of Theoretical Probability
3 Advances in Applied Probability
3 Mathematics of Computation
3 Journal of Computational and Applied Mathematics
3 Journal of Functional Analysis
3 Mathematics and Computers in Simulation
3 Numerical Algorithms
3 SIAM Journal on Scientific Computing
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Methodology and Computing in Applied Probability
3 Science China. Mathematics
3 Stochastic and Partial Differential Equations. Analysis and Computations
3 SIAM/ASA Journal on Uncertainty Quantification
2 Archive for Rational Mechanics and Analysis
2 Computers & Mathematics with Applications
2 The Annals of Probability
2 Applied Mathematics and Computation
2 Journal of Applied Probability
2 SIAM Journal on Control and Optimization
2 SIAM Journal on Numerical Analysis
2 Transactions of the American Mathematical Society
2 Probability Theory and Related Fields
2 Automation and Remote Control
2 Journal of Mathematical Sciences (New York)
2 Bulletin des Sciences Mathématiques
2 International Journal of Theoretical and Applied Finance
2 Communications on Pure and Applied Analysis
2 Multiscale Modeling & Simulation
2 Stochastics
2 Electronic Journal of Statistics
2 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki
2 Advances in Applied Mathematics and Mechanics
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Journal of Statistical Physics
1 Mathematical Methods in the Applied Sciences
1 Nonlinearity
1 Russian Mathematical Surveys
1 Scandinavian Journal of Statistics
1 Studia Mathematica
1 Theory of Probability and its Applications
1 Applied Mathematics and Optimization
1 BIT
1 Bulletin de la Société Mathématique de France
1 Journal of the London Mathematical Society. Second Series
1 Journal of Statistical Planning and Inference
1 Memoirs of the American Mathematical Society
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Numerische Mathematik
1 Pacific Journal of Mathematics
1 Optimal Control Applications & Methods
1 Statistics & Probability Letters
1 Chinese Annals of Mathematics. Series B
1 Acta Applicandae Mathematicae
1 Physica D
1 Applied Numerical Mathematics
1 Statistics
1 Journal of Complexity
1 Revista Matemática Iberoamericana
1 Applied Mathematics Letters
1 European Journal of Applied Mathematics
1 Machine Learning
1 European Journal of Operational Research
1 Journal of Nonlinear Science
1 Applicationes Mathematicae
1 Electronic Journal of Differential Equations (EJDE)
1 Computational and Applied Mathematics
1 Random Operators and Stochastic Equations
1 Advances in Computational Mathematics
1 Journal of Nonparametric Statistics
1 Finance and Stochastics
1 Mathematical Finance
1 Abstract and Applied Analysis
1 Mathematical Methods of Operations Research
1 Chaos
1 Fractional Calculus & Applied Analysis
1 Statistical Inference for Stochastic Processes
1 Communications in Nonlinear Science and Numerical Simulation
1 Journal of Dynamical and Control Systems
1 Communications in Contemporary Mathematics
1 Nonlinear Analysis. Real World Applications
1 Quantitative Finance
1 Discrete and Continuous Dynamical Systems. Series B
1 Journal of Numerical Mathematics
1 Stochastics and Dynamics
...and 18 more Serials

Citations by Year