Take a look at the Codex documentation. The items_wrap attribute is for wrapping the list elements as a whole – not each individual menu item:
Whatever to wrap the items with an ul, and how to wrap them with
If you look at this line you’ll see that it is using sprintf to replace three place-holders in the provided items_wrap. The first being an ID, the second a class, and lastly the items.
Try:
wp_nav_menu( array(
'menu' => 'menu_lateral_1',
'items_wrap' => '<ul id=\"%1$s\" class=\"%2$s\">%3$s</ul>'
) ); ?>
This should give:
<ul id="menu-menu_lateral_1" class="menu">
<li id="menu-item-212" class="menu-item menu-item-type-post_type menu-item-object-page menu-item-212"><a href="https://wordpress.stackexchange.com/questions/50277/my_website">my page</a></li>
</ul>