• Analyse stochastique et Applications
  

• E. Gobet, S. Menozzi. "Exact Approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme" , Stochastic Processes and Their Applications, 112-2 (2004), 201-223.
  
• F. Delarue, S. Menozzi. “A forward backward algorithm for quasi-linear PDEs”. Annals of Applied Probability , 16-1 (2006), 140-184.
  
• S. Menozzi. “Improved simulation of the killed Brownian motion in a cone". SIAM Journal on Numerical Analysis, 44-6 (2006), 2610-2632.
  
• E. Gobet, S. Menozzi. "Discrete Sampling of functionals of Itô processes". Séminaire de Probabilités, XL (2007), 355-375.
  
• F. Delarue, S. Menozzi. "An interpolated Stochastic Algorithm for Quasi-Linear PDEs". Mathematics of Computation , 261-77 (2008), 125-158.
  
• B. Bouchard, S. Menozzi. "Strong Approximations of BSDEs in a domain". Bernoulli, 15-4 (2009), 1117-1147.
  
• E. Gobet, S. Menozzi. "Stopped diffusion processes: overshoots and boundary correction". Stochastic Processes and Their Applications, 120-2 (2010), 130-162.
  
• V. Konakov, S. Menozzi, S. Molchanov. "Explicit parametrix and local limit theorems for some degenerate diffusion processes". Annales de l'Institut Henri Poincaré (Série B), 46-4 (2010), 908-923.
  
• F. Delarue, S. Menozzi. "Density Estimates for a Random Noise Propagating through a Chain of Differential Equations". Journal of functional analysis, 259-6 (2010), 1577-1630.
  
• V. Lemaire and S. Menozzi. "On some Non Asymptotic Bounds for the Euler Scheme". Electronic Journal of Probability, Volume 15 (2010), 1645-1681.
  
• V. Konakov, S. Menozzi. "Weak Error for stable driven SDEs: expansion of the densities". Journal of Theoretical Probability, 24-2 (2011), 454-478.
  
• S. Menozzi. "Parametrix techniques and martingale problems for some degenerate Kolmogorov equations". Electronic Communications in Probability 16 (2011), 234-250.
  
• V. Konakov, S. Menozzi and S. Molchanov. “Diffusion processes on solvable groups of upper triangular(2*2)-matrices and their approximations”. (Russian) Doklad. Akad. Nauk. 439-5 (2011), 585-588; translation in Dokl. Math. 84-1 (2011), 527-530.
  
• A. Bensoussan, H. Jasso-Fuentes, S. Menozzi, L. Mertz. "Asymptotic Analysis of Stochastic Variational Inequalities Modeling an Elasto-Plastic Problem with Vanishing Jumps". Asymptotic Analysis, 80 (1-2), (2012), 171-187.
  
• N. Frikha, S. Menozzi. "Concentration bounds for Stochastic Approximations". Electronic Communications in Probability 17 (2012), 47, 1-15.
  
• C.Cinti, S. Menozzi, S. Polidoro. "Two sided bounds for degenerate processes with densities supported in subsets of R^N". Potential Analysis, 42-1 (2015), 39-98.
  
• F. Delarue, S. Menozzi, E. Nualart. "The Landau Equation for Maxwellian molecules and the Brownian Motion on SO_R(N)". Electronic Journal of Probability, 20 (2015), 92, 1-39.
  
• M. Kelbert, V. Konakov, S. Menozzi. "Weak error for continuous time Markov chains related to fractional in time P(I)DEs". Stochastic Processes and their Applications, 126-4 (2016), 1145-1183.
  
• L. Huang, S. Menozzi. "A Parametrix Approach for some Degenerate Stable Driven SDEs". Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 52-4 (2016), 1925-1975.
  
• D. Chamorro, S. Menozzi. "Fractional operators with singular drift: Smoothing properties and Morrey-Campanato spaces". Revista Matemática Iberoamericana, 32-4 (2016), 1445-1499.
  
• V. Konakov, A. Kozhina, S. Menozzi. "Stability of Densities for Perturbed Diffusions and Markov Chains". ESAIM: Probability and Statistics, 21 (2017), 88-112.
  
• V. Konakov, S. Menozzi. "Weak Error for the Euler Scheme Approximation of Diffusions with Non-Smooth Coefficients". Electronic Journal of Probability, 22 (2017), paper #46, 47p.
  
• S. Menozzi. "Martingale problems for some degenerate Kolmogorov equations". Stochastic Processes and their Applications, 128-3 (2017), 756-802.
  
• D. Chamorro, S. Menozzi. "Non Linear Singular Drifts and Fractional Operators: when Besov meets Morrey and Campanato".Potential Analysis, 49-1 (2018), 1-35.
  
• L. Huang, S. Menozzi, E. Priola. "L^p Estimates For Degenerate Non-Local Kolmogorov Operators". Journal de Mathématiques Pures et Appliquées, 121 (2019), 162-215 .
  
• I. Honoré, S. Menozzi, G. Pagès. "Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion". Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 56-3 (2020), 1559–1605.
  
• V. Konakov, S. Menozzi, S. Molchanov. "The Brownian Motion on Aff(R) and Quasi-Local Theorems" Probabilistic methods in geometry, topology and spectral theory, 97–124, Contemp. Math., 739, Centre Rech. Math. Proc., Amer. Math. Soc., Providence, RI, 2019.
  
• P.E. Chaudru de Raynal, S. Menozzi, E. Priola. "Schauder estimates for drifted fractional operators in the supercritical case". Journal of Functional Analysis 278 (2020), no. 8, paper #108425, 57 p
  
• P.E. Chaudru de Raynal, S. Menozzi, E. Priola. "Weak well-posedness of multidimensional stable driven SDEs in the critical case". Stochastic and Dynamics 20-6 (2020), paper #2040004, 20p
  
• S. Menozzi, A. Pesce, Xicheng Zhang "Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift". Journal of Differential Equations, Vol. 272 (2021), 330-369 .
• N. Frikha, V. Konakov, S. Menozzi "Well-posedness of some non-linear stable driven SDEs. Discrete and Continuous Dynamical Systems (Serie A) 41-2 (2021), 849-898.
• P.E. Chaudru de Raynal, I. Honoré, S. Menozzi. "Sharp Schauder Estimates for some Degenerate Kolmogorov Equations ". in Annali della Scuola Normale Superiore di Pisa, classe di Scienze, Vol. 22-3 (2021), 989-1089 .
  
• P.E. Chaudru de Raynal, S. Menozzi. "Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result". Transactions of the American Mathematical Society, 375-1 (2022), 1-45 .
  
• S. Menozzi, Xicheng Zhang. "Heat kernel of supercritical SDEs with unbounded drifts ". Journal de l'Ecole Polytechnique, Vol. 9 (2022), 537-579.
• L. Marino, S. Menozzi, E. Priola. "Poisson process and sharp constants in Lp and Schauder estimates for a class of degenerate Kolmogorov operators".Studia Mathematica 267 (2022), no. 3, 321–346.
  
• P.E. Chaudru de Raynal, I. Honoré, S. Menozzi. "Strong regularization by Brownian noise propagating through a weak Hörmander structure " Probability Theory and Related Fields,184 (2022), no. 1-2, 1–83.
  
• P.E. Chaudru de Raynal, S. Menozzi. "On Multidimensional stable-driven Stochastic Differential Equations with Besov drift ",Electronic Journal of Probability, 27 (2022), paper #163, 52pp..
  
• P. E. Chaudru de Raynal, S. Menozzi, A. Pesce, X. Zhang. "Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients" Bulletin des Sciences Mathématiques, 183 (2023) paper # 103229, 48 pp.
• * L. Marino, S. Menozzi "Weak well-posedness for degenerate SDEs driven by Lévy processes" Stochastic processes and their Applications, Vol 162, (2023), Pages 106-170.
• B. Jourdain, S. Menozzi. "Convergence Rate of the Euler-Maruyama Scheme Applied to Diffusion Processes with L Q − L ρ Drift Coefficient and Additive Noise" To appear in Annals of Applied Probability (2023).

• P. E. Chaudru de Raynal, J.F. Jabir, S. Menozzi. "Multidimensional Stable driven McKean-Vlasov SDEs with distributional interaction kernel - a regularization by noise perspective" (2022).
• D. Chamorro, S. Menozzi. "Non Linear Singular Drifts and Fractional Operators" (2022)
• P. E. Chaudru de Raynal, J.F. Jabir, S. Menozzi. "Multidimensional Stable Driven McKean-Vlasov SDEs with Distributional Interaction Kernel: Critical Thresholds and Related Models" (2023).
• L. Marino, S. Menozzi, E. Priola. "About the regularity of degenerate non-local Kolmogorov operators under diffusive perturbations" (2023)
• V. Konakov, S. Menozzi."Limit Theorems for Random Walks in the Hyperbolic Space" (2023).

• Conference of Numerical Probability in honour of Gilles Pagès' 60th birthday
  
• Kolmogorov operators and Applications

orcid.org/0000-0001-5069-6067

• Calcul Stochastique et Applications à la finance au: Master 2 d'Ingénierie financière, Université d'Evry
  
• Espaces de Fonctions (Licence 3 de Mathématiques)
  
• Mathématiques pour la Physique (Licence 2 et 3 de Physique)
  

• Finance numérique pour le M2 Quantitative Finance: Master 2 d'Ingénierie financière, Université d'Evry, Paris-Saclay (Site UPSAY) Master 2 d'Ingénierie financière, Université d'Evry (site d'Evry)
  
• Mathématiques pour la Physique (Licence 2 et 3 de Physique)
• Optimisation Numérique au Master 1 de Mathématiques.
• Equations de Navier Stokes Master 2 de Mathématique et Mécanique fondamentale

• Mathématiques pour la Physique (Licence 2 et 3 de Physique)
  
• Algèbre et Géométrie, Licence 3 de Mathématiques.
  
• Optimisation Numérique et Simulation probabiliste, Master 1 de Mathématiques.
  
• EDP et Méthodes hilbertiennes, Master 1 de Mathématiques.
  
• Equations de Navier Stokes Master 2 de Mathématique et Mécanique fondamentale

* Responsable UEVE du M2 de Finance Quantitative Master 2 d'Ingénierie financière, Université d'Evry (site d'Evry)