Stéphane Menozzi

Available identifiers

zbMath Open menozzi.stephaneMaRDI QIDQ456279

List of research outcomes

Publication	Date of Publication	Type
Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise	2024-04-10	Paper
Limit Theorems for Random Walks in the Hyperbolic Space	2023-12-11	Paper
Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients	2023-07-12	Paper
About the regularity of degenerate non-local Kolmogorov operators under diffusive perturbations	2023-06-07	Paper
Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients	2023-03-21	Paper
Multidimensional Stable Driven McKean-Vlasov SDEs with Distributional Interaction Kernel: Critical Thresholds and Related Models	2023-02-20	Paper
On multidimensional stable-driven stochastic differential equations with Besov drift	2023-01-23	Paper
Strong regularization by Brownian noise propagating through a weak Hörmander structure	2022-10-24	Paper
Non Linear Singular Drifts and Fractional Operators	2022-06-15	Paper
Multidimensional Stable driven McKean-Vlasov SDEs with distributional interaction kernel -- a regularization by noise perspective	2022-05-24	Paper
Heat kernel of supercritical nonlocal operators with unbounded drifts	2022-03-22	Paper
Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients	2022-03-22	Paper
Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result	2022-01-07	Paper
Sharp Schauder estimates for some degenerate Kolmogorov equations	2021-11-01	Paper
Well-posedness of some non-linear stable driven SDEs	2021-02-23	Paper
Heat kernel of supercritical SDEs with unbounded drifts	2020-12-29	Paper
Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift	2020-12-15	Paper
Weak well-posedness of multidimensional stable driven SDEs in the critical case	2020-11-11	Paper
Schauder estimates for drifted fractional operators in the supercritical case	2020-01-31	Paper
On Multidimensional stable-driven Stochastic Differential Equations with Besov drift	2019-07-29	Paper
\(L^p\) estimates for degenerate non-local Kolmogorov operators	2018-12-19	Paper
Strong regularization by Brownian noise propagating through a weak H{\"o}rmander structure	2018-10-29	Paper
Non linear singular drifts and fractional operators: when Besov meets Morrey and Campanato	2018-07-13	Paper
Martingale problems for some degenerate Kolmogorov equations	2018-02-13	Paper
Stability of Densities for Perturbed Diffusions and Markov Chains	2017-08-28	Paper
Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients	2017-06-01	Paper
Fractional operators with singular drift: smoothing properties and Morrey-Campanato spaces	2017-03-13	Paper
A parametrix approach for some degenerate stable driven SDEs	2017-01-11	Paper
The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\)	2015-11-27	Paper
Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)	2015-02-02	Paper
Erratum: ``Concentration bounds for stochastic approximations	2014-09-24	Paper
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps	2012-12-03	Paper
Concentration bounds for stochastic approximations	2012-10-23	Paper
Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation	2012-01-17	Paper
Parametrix techniques and martingale problems for some degenerate Kolmogorov equations	2011-09-09	Paper
On some non asymptotic bounds for the Euler scheme	2011-09-09	Paper
Weak error for stable driven stochastic differential equations: expansion of the densities	2011-06-28	Paper
Explicit parametrix and local limit theorems for some degenerate diffusion processes	2011-03-10	Paper
Strong approximations of BSDEs in a domain	2010-11-15	Paper
Density estimates for a random noise propagating through a chain of differential equations	2010-09-06	Paper
Stopped diffusion processes: boundary corrections and overshoot	2010-03-01	Paper
Weak Error for stable driven SDEs: expansion of the densities	2008-10-17	Paper
Improved Simulation for the Killed Brownian Motion in a Cone	2008-01-07	Paper
An interpolated stochastic algorithm for quasi-linear PDEs	2007-11-30	Paper
Discrete Sampling of Functionals of Ito Processes	2007-10-31	Paper
A forward-backward stochastic algorithm for quasi-linear PDEs	2006-06-29	Paper
Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme	2005-08-05	Paper

Research outcomes over time

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