Denis Talay

Identifiers

• name variant Denis Talay 0.60 · backfill

Papers (5)

1. Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: Results and perspectives math.PR · 2017 · author #2
2. Liquidity costs: a new numerical methodology and an empirical study q-fin.CP · 2015 · author #3
3. A pseudo-Markov property for controlled diffusion processes math.PR · 2015 · author #2
4. Clarification and complement to "Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and FitzHugh-Nagumo neurons" math.PR · 2014 · author #3
5. Estimation of the Brownian dimension of a continuous It\^{o} process math.ST · 2008 · author #3

Mentions

• 0805.2072 #3 · backfill · confidence 0.70 Denis Talay

Frequent Coauthors

• Alexandre Richard 1 shared papers
• Antoine Lejay 1 shared papers
• Christophe Michel 1 shared papers
• Etienne Tanr\'e 1 shared papers
• Jean Jacod 1 shared papers
• Julien Claisse 1 shared papers
• Mireille Bossy 1 shared papers
• Olivier Faugeras 1 shared papers
• Victor Reutenauer 1 shared papers
• Xiaolu Tan 1 shared papers