Denis Talay

Publication Activity (10 Years)

Years Active: 1996-2016
Publications (10 Years): 1

Top Topics

Temporal Context

Conditional Independence

Top Venues

SIAM J. Control. Optim.

Publications

Julien Claisse, Denis Talay, Xiaolu Tan
A Pseudo-Markov Property for Controlled Diffusion Processes. SIAM J. Control. Optim. 54 (2) (2016)
Denis Talay, Ziyu Zheng
Worst case model risk management. Finance Stochastics 6 (4) (2002)
Mireille Bossy, Denis Talay
A stochastic particle method for the McKean-Vlasov and the Burgers equation. Math. Comput. 66 (217) (1997)
Vlad Bally, Denis Talay
The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density. Monte Carlo Methods Appl. 2 (2) (1996)
Axel Grorud, Denis Talay
Approximation of Lyapunov Exponents of Nonlinear Stochastic Differential Equations. SIAM J. Appl. Math. 56 (2) (1996)