The following pages link to Denis Talay (Q271659):
Displayed 50 items.
- Clarification and complement to ``Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons'' (Q271660) (← links)
- One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times (Q428642) (← links)
- Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions (Q537129) (← links)
- On conditional McKean Lagrangian stochastic models (Q644781) (← links)
- (Q760094) (redirect page) (← links)
- Discretization and simulation of stochastic differential equations (Q760095) (← links)
- Estimation of the Brownian dimension of a continuous Itô process (Q1002566) (← links)
- On mean numbers of passage times in small balls of discretized Itô processes (Q1038968) (← links)
- The Euler scheme for Lévy driven stochastic differential equations (Q1356347) (← links)
- Worst case model risk management (Q1424697) (← links)
- Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives (Q1703897) (← links)
- Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos (Q1805765) (← links)
- A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations (Q1872347) (← links)
- The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus (Q1897655) (← links)
- A stochastic particle method for some one-dimensional nonlinear p.d.e (Q1897656) (← links)
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538) (← links)
- Mean-field limit of a particle approximation of the one-dimensional parabolic-parabolic Keller-Segel model without smoothing (Q1994114) (← links)
- A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: the one-dimensional case (Q2295035) (← links)
- Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation (Q2392069) (← links)
- On a Wasserstein-type distance between solutions to stochastic differential equations (Q2415509) (← links)
- Model misspecification analysis for bond options and Markovian hedging strategies (Q2462883) (← links)
- Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation (Q2564691) (← links)
- Approximation of quantiles of components of diffusion processes. (Q2574616) (← links)
- Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient (Q2583811) (← links)
- (Q2702620) (← links)
- Vitesse de convergence d'une méthode particulaire stochastique avec branchements (Q2732251) (← links)
- (Q2734996) (← links)
- A Pseudo-Markov Property for Controlled Diffusion Processes (Q2802081) (← links)
- Convergence rate of the Sherman and Peskin branching stochastic particle method (Q3043431) (← links)
- Modeling the Term Structure of Interest Rates: A Review of the Literature (Q3069054) (← links)
- (Q3083927) (← links)
- (Q3142700) (← links)
- (Q3159226) (← links)
- Mean-Field Limit of a Stochastic Particle System Smoothly Interacting Through Threshold Hitting-Times and Applications to Neural Networks with Dendritic Component (Q3195479) (← links)
- (Q3331110) (← links)
- On a Monte Carlo method for neutron transport criticality computations (Q3413525) (← links)
- Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913) (← links)
- (Q3473915) (← links)
- (Q3479954) (← links)
- Model Risk in Finance: Some Modeling and Numerical Analysis Issues (Q3631183) (← links)
- (Q3656685) (← links)
- Resolution trajectorielle et analyse numerique des equations differentielles stochastiques (Q3657148) (← links)
- (Q3660807) (← links)
- (Q3665993) (← links)
- (Q3773006) (← links)
- Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution (Q3813265) (← links)
- (Q3823497) (← links)
- Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems (Q3977639) (← links)
- (Q4263377) (← links)
- Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients (Q4317661) (← links)