Denis Talay

Publications

3.4K

Citations

H-Index

1985

Active since

Affiliations

Institut national de recherche en sciences et technologies du numérique(Current)

Numerical Method (China)

Centre Inria d'Université Côte d'Azur

Centre de Mathématiques Appliquées de l'École polytechnique

Laboratoire de Probabilités et Modèles Aléatoires

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

EngineeringNumerical AnalysisStochastic CalculusStochastic Differential EquationsProbabilityPhysicsStochastic AnalysisApproximation TheoryNatural SciencesStochastic Processes

Publications per year

1985–2019

Publications

Expansion of the global error for numerical schemes solving stochastic differential equations

Denis Talay, Luciano Tubaro · Stochastic Analysis and Applications · 1990 · 563 citations

Numerical Analysis, Large Deviations, Engineering +21

Numerical solution of stochastic differential equations

Denis Talay · Stochastics and stochastics reports · 1994 · 397 citations

Numerical Analysis, P. E. Kioeden, Engineering +9

The law of the Euler scheme for stochastic differential equations

V. Bally, Denis Talay · Probability Theory and Related Fields · 1996 · 369 citations · Full text

Engineering, Stochastic System, Stochastic Calculus +7

The Euler scheme for Lévy driven stochastic differential equations

Philip Protter, Denis Talay · The Annals of Probability · 1997 · 230 citations · Full text

Large Deviations, Engineering, Euler Discretization Scheme +12

Discretization and simulation of stochastic differential equations

Étienne Pardoux, Denis Talay · Acta Applicandae Mathematicae · 1985 · 199 citations

Stochastic Simulation, Numerical Analysis, Engineering +5

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