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hal-00954842v1  Ouvrage (y compris édition critique et traduction)
Denis Talay, Carl Graham. Stochastic Simulation and Monte Carlo Methods. Mathematical Foundations of Stochastic Simulation.
Springer, 68, pp.268, 2013, Stochastic Modelling and Applied Probability, 978-3-642-39363-1
hal-01074664v1  Chapitre d'ouvrage
Denis Talay. On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators With Discontinuous Coefficients
C. Parés; C. Vazquez Cendon; F. Coquel. Advances in Numerical Simulation in Physics and Engineering, 3, Springer, 2014, SEMA SIMAI Springer Series
hal-00594200v1  Chapitre d'ouvrage
Christophette Blanchet-Scalliet, Rajna Gibson Brandon, Benoîte De Saporta, Denis Talay, Etienne Tanré. Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs.
Albrecher Hansjörg, Runggaldier Wolfgang J. and Schachermayer Walter. Advanced Financial Modelling, Walter de Gruyter, pp.53-90, 2009, Radon series on computational and applied mathematics 8, <10.1515/9783110213140.53>
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inria-00074265v1  Rapport
Mireille Bossy, Denis Talay. Convergence Rate for the Approximation of the Limit Law of Weakly Interacting Particles 2: Application to the Burgers Equation
[Research Report] RR-2410, INRIA. 1994, pp.49
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inria-00074016v1  Rapport
Vlad Bally, Denis Talay. The Law of the Euler Scheme for Stochastic Differential Equations : II. Convergence Rate of the Density
[Research Report] RR-2675, INRIA. 1995, pp.30
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inria-00074065v1  Rapport
Philip Protter, Denis Talay. The Euler Scheme for Lévy driven Stochastic Differential Equations
[Research Report] RR-2621, INRIA. 1995, pp.31
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inria-00074750v1  Rapport
Pierre Bernard, Denis Talay, Luciano Tubaro. Rate of convergence of a stochastic particle method for the Kolmogorov equation with variable coefficients
[Research Report] RR-1924, INRIA. 1993
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inria-00075246v1  Rapport
Denis Talay. Simulation and numerical analysis of stochastic differential systems : a review
[Research Report] RR-1313, INRIA. 1990, pp.51
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inria-00084905v4  Rapport
Olivier Faugeras, Théodore Papadopoulo, Jonathan Touboul, Denis Talay, Etienne Tanré et al.  The Statistics Of Spikes Trains For Some Simple Types Of Neuron Models
[Research Report] RR-5950, INRIA. 2007, pp.15
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inria-00074492v1  Rapport
Mireille Bossy, Denis Talay. Convergence rate for the approximation of the limit law of weakly interacting particles 1: smooth interacting kernels
[Research Report] RR-2180, INRIA. 1994
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inria-00074427v1  Rapport
Vlad Bally, Denis Talay. The Law of the Euler scheme for stochastic differential equations : I. convergence rate of the distribution function
[Research Report] RR-2244, INRIA. 1994
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inria-00075218v1  Rapport
Axel Grorud, Denis Talay. Approximation of Lyapunov exponents of non-linear stochastic differential systems
[Research Report] RR-1341, INRIA. 1990
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inria-00075490v1  Rapport
Denis Talay, Luciano Tubaro. Expansion of the global error for numerical schemes solving stochastic differential equations
[Research Report] RR-1069, INRIA. 1989
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inria-00075594v1  Rapport
Denis Talay. Approximation of upper Lyapunov exponents of bilinear stochastic differential systems
[Research Report] RR-0965, INRIA. 1989, pp.39
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inria-00381854v4  Rapport
Mireille Bossy, Mamadou Cissé, Denis Talay. Stochastic representations of derivatives of solutions of one dimensional parabolic variational inequalities with Neumann boundary conditions
[Research Report] RR-6921, INRIA. 2009, pp.45
hal-00602795v1  Ouvrage (y compris édition critique et traduction)
Carl Graham, Denis Talay. Simulation stochastique et méthodes de Monte-Carlo
Les Éditions de l'École Polytechnique, pp.198, 2011
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inria-00345524v4  Article dans une revue
Mireille Bossy, Jean Francois Jabir, Denis Talay. On conditional McKean Lagrangian stochastic models
Probability Theory and Related Fields, Springer Verlag, 2011, 151, pp.319-351. <10.1007/s00440-010-0301-z>
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inria-00072259v1  Rapport
Denis Talay, Ziyu Zheng. Worst Case Management of the Model Risk in Option Hedging
[Research Report] RR-4328, INRIA. 2002, pp.24
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inria-00072260v1  Rapport
Denis Talay, Olivier Vaillant. A Stochastic Particle Method with Random Weights for the Computation of Statistical Solutions of McKean-Vlasov Equations. Part II: Convergence Rate of The Method
[Research Report] RR-4327, INRIA. 2001, pp.27
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inria-00072261v1  Rapport
Denis Talay, Olivier Vaillant. A Stochastic Particle Method with Random Weights for the Computation of Statistical Solutions of McKean-Vlasov Equations. Part I: Foundation of the Method and Empirical Evidence
[Research Report] RR-4326, INRIA. 2001, pp.28
hal-00605427v1  Chapitre d'ouvrage
Denis Talay. Around Model Risk in Finance
Modèles aléatoires en finance mathématique, Hermann, 2009, Travaux en cours ; 77
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hal-00809304v1  Pré-publication, Document de travail
Julien Claisse, Denis Talay, Xiaolu Tan. A note on solutions to controlled martingale problems and their conditioning
2013
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inria-00607967v1  Pré-publication, Document de travail
Miguel Martinez, Denis Talay. One-Dimensional Parabolic Diffraction Equations: Pointwise Estimates and Discretization of Related Stochastic Differential Equations With Weighted Local Times
2011
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inria-00070060v1  Rapport
Denis Talay. PRESTO : Mode d'emploi
[Rapport de recherche] RT-0106, INRIA. 1989, pp.43
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inria-00075799v1  Rapport
Denis Talay. Second order discretization schemes of stochastic differential systems for the computation of the invariant law
[Research Report] RR-0753, INRIA. 1987, pp.21
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inria-00076260v1  Rapport
Denis Talay. Discretisation d'une equation differentielle stochastique et calcul approche d'esperances de fonctionnelles de la solution
[Rapport de recherche] RR-0297, INRIA. 1984, pp.42
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