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
Article dans une revue
hal-01098582v1
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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⟩
Chapitre d'ouvrage
hal-01620377v1
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On a Wasserstein-type distance between solutions to stochastic differential equations
Jocelyne Bion-Nadal
,
Denis Talay
Article dans une revue
hal-01943863v1
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Singular stochastic computational models, stochastic analysis, PDE analysis, and numerics
Denis Talay
Proceedings of ICM 2014 , ICM, 2014
Chapitre d'ouvrage
hal-01074676v1
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An hypothesis test for the domain of attraction of a random variable
Héctor Olivero
,
Denis Talay
2022
Pré-publication, Document de travail
hal-03817893v1
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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
Chapitre d'ouvrage
hal-01074664v1
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On a Wasserstein-type distance between solutions to stochastic differential equations
Jocelyne Bion-Nadal
,
Denis Talay
2018
Pré-publication, Document de travail
hal-01636082v2
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One-Dimensional Parabolic Diffraction Equations: Pointwise Estimates and Discretization of Related Stochastic Differential Equations With Weighted Local Times
Miguel Martinez
,
Denis Talay
2011
Pré-publication, Document de travail
inria-00607967v1
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Supplementary Material to ``A hypothesis test for the domain of attraction of a random variable
Héctor Olivero
,
Denis Talay
2023
Pré-publication, Document de travail
hal-04266438v1
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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
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⟩
Chapitre d'ouvrage
hal-00594200v1
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