Details about Stephane Menozzi
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Short-id: pme651
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Journal Articles
Journal Articles
2010
- Stopped diffusion processes: Boundary corrections and overshoot
Stochastic Processes and their Applications, 2010, 120, (2), 130-162
View citations (10)
2004
- Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme
Stochastic Processes and their Applications, 2004, 112, (2), 201-223
View citations (8)