Stéphane Menozzi

Finance · 2006–2010

A researcher in the Science corpus: 6 papers; trusts 19 researchers and is trusted by 27 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #1,580 of 10,518 by trust here, #4,482 by citations
• Mathematical Physics — 10 citations into it; #1,174 of 8,562 by trust here, #3,181 by citations
• Applied Mathematics — 9 citations into it; #4,142 of 7,620 by trust here, #4,749 by citations
• Computational Theory and Mathematics — 7 citations into it; #1,452 of 12,182 by trust here, #5,239 by citations
• Statistical and Nonlinear Physics — 6 citations into it
• Statistics and Probability — 6 citations into it; #6,844 of 12,932 by trust here, #7,914 by citations

Whom Stéphane Menozzi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. François Delarue
2. Valentin D. Konakov
3. Frédéric Hérau
4. Gilles Pagès
5. Enno Mammen
6. Felix Otto
7. Patrick Cattiaux
8. Bruno Bouchard
9. Stanislav Molchanov
10. Vlad Bally

Who trusts Stéphane Menozzi overall

1. A. Kulik
2. Adrien Richou
3. Huyen Pham
4. Christian Bender
5. Hoang-Long Ngo
6. Francesca Anceschi
7. Jean-François Chassagneux
8. Martin Hutzenthaler
9. Christian Beck
10. Weidong Zhao

Papers from Stéphane Menozzi's perspective

Ordered by how strongly the researchers Stéphane Menozzi trusts endorse each paper. Same corpus, a different order for every researcher.

1. Isotropic Hypoellipticity and Trend to Equilibrium for the Fokker-Planck Equation with a High-Degree Potential
2. Forward-Backward Stochastic Differential Equations and their Applications
3. Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme
4. Hypoelliptic non-homogeneous diffusions
5. Generalization of an Inequality by Talagrand and Links with the Logarithmic Sobolev Inequality
6. On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
7. Overshoots and undershoots of Lèvy processes
8. Control and Nonlinearity
9. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
10. Density estimates for a random noise propagating through a chain of differential equations

Their papers

• A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs (2006) — 154 citations
• On Some non Asymptotic Bounds for the Euler Scheme (2010) — 66 citations
• Density estimates for a random noise propagating through a chain of differential equations (2010) — 148 citations
• Parametrix techniques and martingale problems for some degenerate Kolmogorov equations (2010) — 64 citations
• Explicit parametrix and local limit theorems for some degenerate diffusion processes (2008) — 57 citations
• Stopped diffusion processes: Boundary corrections and overshoot (2007) — 72 citations