Concepedia

Stéphane Menozzi

SM

Statistics

Publications

19

Citations

797

H-Index

15

Active since

2004

Affiliations

Université d'Évry Val-d'Essonne(Current)

Université Paris Cité

National Research University Higher School of Economics

Laboratoire de Mathématiques Blaise Pascal

Laboratoire de Mathématiques et Modélisation d'Évry

Stéphane Menozzi is an author at Université d'Évry Val-d'Essonne specializing in engineering, probability theory, and stochastic calculus.

Top concepts

EngineeringProbabilityStochastic CalculusFunctional AnalysisStatisticsNumerical AnalysisStochastic AnalysisApproximation TheorySpectral TheoryStochastic Processes

Publications per year

2004–2022

19

Publications

19

A forward–backward stochastic algorithm for quasi-linear PDEs

François Delarue, Stéphane Menozzi · The Annals of Applied Probability · 2006 · 136 citations · Full text

Density estimates for a random noise propagating through a chain of differential equations

François Delarue, Stéphane Menozzi · Journal of Functional Analysis · 2010 · 133 citations

Density Estimation, Engineering, Random Noise +7

Stopped diffusion processes: Boundary corrections and overshoot

Emmanuel Gobet, Stéphane Menozzi · Stochastic Processes and their Applications · 2009 · 71 citations · Full text

Engineering, Physics, Numerical Simulation +5

On Some non Asymptotic Bounds for the Euler Scheme

Stéphane Menozzi, Vincent Lemaire · Electronic Journal of Probability · 2010 · 60 citations · Full text

Gaussian Concentration, Gaussian Lower Bound, Computational Number Theory +9

Parametrix techniques and martingale problems for some degenerate Kolmogorov equations

Stéphane Menozzi · Electronic Communications in Probability · 2011 · 57 citations · Full text

Spectral Theory, Elliptic Equation, Martingale Problem +11

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