Stéphane Menozzi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Nonlinear singular drifts and fractional operators
SN Partial Differential Equations and Applications
2024-11-29Paper
About the regularity of degenerate non-local Kolmogorov operators under diffusive perturbations
 
2024-10-01Paper
Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise
The Annals of Applied Probability
2024-04-10Paper
Limit Theorems for Random Walks in the Hyperbolic Space
 
2023-12-11Paper
Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients
Stochastic Processes and their Applications
2023-07-12Paper
About the regularity of degenerate non-local Kolmogorov operators under diffusive perturbations
 
2023-06-07Paper
Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
Bulletin des Sciences Mathématiques
2023-03-21Paper
Multidimensional Stable Driven McKean-Vlasov SDEs with Distributional Interaction Kernel: Critical Thresholds and Related Models
 
2023-02-20Paper
On multidimensional stable-driven stochastic differential equations with Besov drift
Electronic Journal of Probability
2023-01-23Paper
Strong regularization by Brownian noise propagating through a weak Hörmander structure
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2022-10-24Paper
Non Linear Singular Drifts and Fractional Operators
 
2022-06-15Paper
Multidimensional Stable driven McKean-Vlasov SDEs with distributional interaction kernel -- a regularization by noise perspective
 
2022-05-24Paper
Heat kernel of supercritical nonlocal operators with unbounded drifts
Journal de l’École polytechnique — Mathématiques
2022-03-22Paper
Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
 
2022-03-22Paper
Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
Transactions of the American Mathematical Society
2022-01-07Paper
Sharp Schauder estimates for some degenerate Kolmogorov equations
ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE
2021-11-01Paper
Well-posedness of some non-linear stable driven SDEs
Discrete and Continuous Dynamical Systems
2021-02-23Paper
Heat kernel of supercritical SDEs with unbounded drifts
 
2020-12-29Paper
Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
Journal of Differential Equations
2020-12-15Paper
Weak well-posedness of multidimensional stable driven SDEs in the critical case
Stochastics and Dynamics
2020-11-11Paper
Schauder estimates for drifted fractional operators in the supercritical case
Journal of Functional Analysis
2020-01-31Paper
On Multidimensional stable-driven Stochastic Differential Equations with Besov drift
 
2019-07-29Paper
\(L^p\) estimates for degenerate non-local Kolmogorov operators
Journal de Mathématiques Pures et Appliquées. Neuvième Série
2018-12-19Paper
Strong regularization by Brownian noise propagating through a weak H{\"o}rmander structure
 
2018-10-29Paper
Non linear singular drifts and fractional operators: when Besov meets Morrey and Campanato
Potential Analysis
2018-07-13Paper
Martingale problems for some degenerate Kolmogorov equations
Stochastic Processes and their Applications
2018-02-13Paper
Stability of densities for perturbed diffusions and Markov chains
ESAIM: Probability and Statistics
2017-08-28Paper
Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients
Electronic Journal of Probability
2017-06-01Paper
Fractional operators with singular drift: smoothing properties and Morrey-Campanato spaces
Revista Matemática Iberoamericana
2017-03-13Paper
A parametrix approach for some degenerate stable driven SDEs
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2017-01-11Paper
Weak error for continuous time Markov chains related to fractional in time P(I)DEs
Stochastic Processes and their Applications
2016-03-03Paper
The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\)
Electronic Journal of Probability
2015-11-27Paper
Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
Potential Analysis
2015-02-02Paper
Erratum: ``Concentration bounds for stochastic approximations
Electronic Communications in Probability
2014-09-24Paper
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps
Asymptotic Analysis
2012-12-03Paper
Concentration bounds for stochastic approximations
Electronic Communications in Probability
2012-10-23Paper
Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation
Doklady Mathematics
2012-01-17Paper
Parametrix techniques and martingale problems for some degenerate Kolmogorov equations
Electronic Communications in Probability
2011-09-09Paper
On some non asymptotic bounds for the Euler scheme
Electronic Journal of Probability
2011-09-09Paper
Weak error for stable driven stochastic differential equations: expansion of the densities
Journal of Theoretical Probability
2011-06-28Paper
Explicit parametrix and local limit theorems for some degenerate diffusion processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2011-03-10Paper
Strong approximations of BSDEs in a domain
Bernoulli
2010-11-15Paper
Density estimates for a random noise propagating through a chain of differential equations
Journal of Functional Analysis
2010-09-06Paper
Stopped diffusion processes: boundary corrections and overshoot
Stochastic Processes and their Applications
2010-03-01Paper
Weak Error for stable driven SDEs: expansion of the densities
 
2008-10-17Paper
Improved Simulation for the Killed Brownian Motion in a Cone
SIAM Journal on Numerical Analysis
2008-01-07Paper
An interpolated stochastic algorithm for quasi-linear PDEs
Mathematics of Computation
2007-11-30Paper
Discrete Sampling of Functionals of Ito Processes
Lecture Notes in Mathematics
2007-10-31Paper
A forward-backward stochastic algorithm for quasi-linear PDEs
The Annals of Applied Probability
2006-06-29Paper
Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme
Stochastic Processes and their Applications
2005-08-05Paper


Research outcomes over time


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