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authIdHal_s : denis-talay

Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs.

Christophette Blanchet-Scalliet , Rajna Gibson Brandon , Benoîte de Saporta , Denis Talay , Etienne Tanré et al.
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⟩
Book sections hal-00594200v1
Image document

One-Dimensional Parabolic Diffraction Equations: Pointwise Estimates and Discretization of Related Stochastic Differential Equations With Weighted Local Times

Miguel Martinez , Denis Talay
2011
Preprints, Working Papers, ... inria-00607967v1

An hypothesis test for the domain of attraction of a random variable

Héctor Olivero , Denis Talay
2022
Preprints, Working Papers, ... hal-03817893v1

Singular stochastic computational models, stochastic analysis, PDE analysis, and numerics

Denis Talay
Proceedings of ICM 2014, ICM, 2014
Book sections hal-01074676v1
Image document

On a Wasserstein-type distance between solutions to stochastic differential equations

Jocelyne Bion-Nadal , Denis Talay
Annals of Applied Probability, 2019, 29 (3), pp.1609-1639. ⟨10.1214/18-AAP1423⟩
Journal articles hal-01943863v1
Image document

Clarification and Complement to " Mean-Field Description and Propagation of Chaos in Networks of Hodgkin–Huxley and FitzHugh–Nagumo Neurons

Mireille Bossy , Olivier Faugeras , Denis Talay
Journal of Mathematical Neuroscience, 2015, 5 (1), pp.19. ⟨10.1186/s13408-015-0031-8⟩
Journal articles hal-01098582v1
Image document

On a Wasserstein-type distance between solutions to stochastic differential equations

Jocelyne Bion-Nadal , Denis Talay
2018
Preprints, Working Papers, ... hal-01636082v2

On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators With Discontinuous Coefficients

Denis Talay
C. Parés; C. Vazquez Cendon; F. Coquel. Advances in Numerical Simulation in Physics and Engineering, 3, Springer, 2014, SEMA SIMAI Springer Series
Book sections hal-01074664v1
Image document

Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: Results and perspectives

Alexandre Richard , Denis Talay
Vladimir Panov. Modern Problems of Stochastic Analysis and Statistics, Springer, pp.219-236, 2017, 978-3-319-65313-6. ⟨10.1007/978-3-319-65313-6_9⟩
Book sections hal-01620377v1