Improved Simulation for the Killed Brownian Motion in a Cone. - Stéphane Menozzi (SIAM J. Numer. Anal., 2006)

An interpolated stochastic algorithm for quasi-linear PDEs. - François Delarue; Stéphane Menozzi (Math. Comput., 2008)

Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps. - Alain Bensoussan 001; Héctor Jasso-Fuentes; Stéphane Menozzi; Laurent Mertz (Asymptot. Anal., 2012)

Weak error on the densities for the Euler scheme of stable additive SDEs with Hölder drift. - Mathis Fitoussi; Stéphane Menozzi (CoRR, 2024)