Stéphane Menozzi

Improved Simulation for the Killed Brownian Motion in a Cone

Stéphane Menozzi, 2006, SIAM J. Numer. Anal..

Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps

Alain Bensoussan, Laurent Mertz, Héctor Jasso-Fuentes, 2011, Asymptot. Anal..

An interpolated stochastic algorithm for quasi-linear PDEs

François Delarue, Stéphane Menozzi, S. Menozzi, 2008, Math. Comput..

Discrete Sampling of Functionals of Ito Processes

Emmanuel Gobet, Stéphane Menozzi, E. Gobet, 2007 .

Weak Error for Stable Driven Stochastic Differential Equations: Expansion of the Densities

Stéphane Menozzi, Valentin Konakov, S. Menozzi, 2011 .

Stopped diffusion processes: Overshoots and Boundary correction

Emmanuel Gobet, Stéphane Menozzi, E. Gobet, 2007 .