EconPapers    
Economics at your fingertips  
 

Details about Stephane Menozzi

Workplace:International Laboratory of Stochastic Analysis, National Research University Higher School of Economics (HSE), (more information at EDIRC)

Access statistics for papers by Stephane Menozzi.

Update your information in the RePEc Author Service.

Short-id: pme651


Jump to Journal Articles

Journal Articles

2010

  1. Stopped diffusion processes: Boundary corrections and overshoot
    Stochastic Processes and their Applications, 2010, 120, (2), 130-162 Downloads View citations (10)

2004

  1. Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme
    Stochastic Processes and their Applications, 2004, 112, (2), 201-223 Downloads View citations (8)
 
Page updated 2025-03-22