2 citations · 2 across the 3 of their papers we have counts for
7 papers
Weak Error on the densities for the Euler scheme of stable additive SDEs with Besov drift
Mathis Fitoussi, Elena Issoglio, Stéphane Menozzi
We are interested in the Euler-Maruyama dicretization of the formal SDE, , where is a symmetric isotropic d dimensional stable process of index $α\in (1,…
Multidimensional Stable driven McKean-Vlasov SDEs with distributional interaction kernel -- a regularization by noise perspective
P. -E Chaudru de Raynal, J. -F Jabir, S Menozzi
We are interested in establishing weak and strong well-posedness for McKean-Vlasov SDEs with additive stable noise and a convolution type non-linear drift with singular interaction…
On Heat kernel Estimtes for Brownian SDEs with Distributional Drift
Stéphane Menozzi, Stefano Pagliarani
We establish heat-kernel bounds and regularity estimates for the transition densities of the diffusion associated with the martingale problem corresponding to the generator of a fo…
Weak error for SDEs with additive stable noise and singular drift: choose the test function in the same space as the drift!
Benjamin Jourdain, Stéphane Menozzi
We emphasize that for a stochastic differential equation with isotropic stable additive noise and non Lipschitz drift, when considering an appropriate discretization scheme and the…
Weak error on the densities for the Euler scheme of stable additive SDEs with H{ö}lder drift
Mathis Fitoussi, Stephane Menozzi
We are interested in the Euler-Maruyama dicretization of the SDE dXt =b(t,Xt)dt+ dZt, X0 =xRd, where Zt is a symmetric isotropic d-dimensional -stable process, …
Multidimensional Stable Driven McKean-Vlasov SDEs with Distributional Interaction Kernel: Critical Thresholds and Related Models
P. -E Chaudru de Raynal, J. -F Jabir, S Menozzi
In this work we continue to investigate well-posedness for stable driven McKean-Vlasov SDEs with distributional interaction kernel following the approach introduced in [8]. We spec…