Denis Talay - Concepedia

Author

Denis Talay

Institut national de recherche en sciences et technologies du numérique

Also Known As

D. TALAY, D. Talay, Denis TALAY, Denis Talay, TALAY, Denis, Talay, D., Talay, Denis

143

Publications

4.5K

Citations

H-Index

Concepts

All Affiliations

Institut national de recherche en sciences et technologies du numérique Numerical Method (China)Centre Inria d'Université Côte d'Azur Centre de Mathématiques Appliquées de l'École polytechnique Laboratoire de Probabilités et Modèles Aléatoires

About

Denis Talay is an author at Institut national de recherche en sciences et technologies du numérique specializing in engineering, stochastic calculus, and numerical analysis.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	19	22	2.4K
2	Natural Sciences	5	5	214
3	Management	2	2	107
4	Business	1	1	24
5	Public Health	1	1	24

Denis Talay

Publications

3.4K

Citations

H-Index

Page 1

	Year	Citations
Expansion of the global error for numerical schemes solving stochastic differential equations Denis Talay, Luciano Tubaro Stochastic Analysis and Applications Numerical AnalysisLarge DeviationsEngineeringDirect Numerical SimulationIon Schemes	1990	563
Numerical solution of stochastic differential equations Denis Talay Stochastics and stochastics reports Numerical AnalysisP. E. KioedenEngineeringStochastic ProcessesStochastic System	1994	397
The law of the Euler scheme for stochastic differential equations V. Bally, Denis Talay Probability Theory and Related Fields EngineeringStochastic SystemStochastic CalculusStochastic Dynamical SystemStochastic Analysis	1996	369
The Euler scheme for Lévy driven stochastic differential equations Philip Protter, Denis Talay The Annals of Probability Large DeviationsEngineeringEuler Discretization SchemeStochastic ProcessesStochastic Calculus	1997	230
Discretization and simulation of stochastic differential equations Étienne Pardoux, Denis Talay Acta Applicandae Mathematicae Stochastic SimulationNumerical AnalysisEngineeringStochastic SystemStochastic Calculus	1985	199
A stochastic particle method for the McKean-Vlasov and the Burgersequation Mireille Bossy, Denis Talay Mathematics of Computation	1997	199
The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density Vlad Bally, Denis Talay Monte Carlo Methods and Applications	1996	178
Second-order discretization schemes of stochastic differential systems for the computation of the invariant law Denis Talay Stochastics and stochastics reports Numerical AnalysisSecond-order Discretization SchemesEngineeringStochastic SystemStochastic Calculus	1990	155
Convergence rate for the approximation of the limit law of weakly interacting particles: application to the Burgers equation Mireille Bossy, Denis Talay The Annals of Applied Probability Numerical AnalysisDirichlet FormPhysicsNatural SciencesIntegrable Probability	1996	111
Nonlinear self-stabilizing processes – I Existence, invariant probability, propagation of chaos S. Benachour, Bernard Roynette, Denis Talay, Stochastic Processes and their Applications Invariant ProbabilityDeterministic Dynamical SystemChaos TheoryStochastic Dynamical SystemNonlinear Self-stabilizing Processes	1998	91

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