Denis Talay

According to our database, Denis Talay authored at least 5 papers between 1996 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2016

A Pseudo-Markov Property for Controlled Diffusion Processes.

Julien Claisse, Denis Talay, Xiaolu Tan

SIAM J. Control. Optim., 2016

2002

Worst case model risk management.

Denis Talay, Ziyu Zheng

Finance Stochastics, 2002

1997

A stochastic particle method for the McKean-Vlasov and the Burgers equation.

Mireille Bossy, Denis Talay

Math. Comput., 1997

1996

Approximation of Lyapunov Exponents of Nonlinear Stochastic Differential Equations.

Axel Grorud, Denis Talay

SIAM J. Appl. Math., 1996

The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density.

Vlad Bally, Denis Talay

Monte Carlo Methods Appl., 1996