Denis Talay

According to our database1, Denis Talay authored at least 5 papers between 1996 and 2016.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Links

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Bibliography

2016
A Pseudo-Markov Property for Controlled Diffusion Processes.
SIAM J. Control. Optim., 2016

2002
Worst case model risk management.
Finance Stochastics, 2002

1997
A stochastic particle method for the McKean-Vlasov and the Burgers equation.
Math. Comput., 1997

1996
Approximation of Lyapunov Exponents of Nonlinear Stochastic Differential Equations.
SIAM J. Appl. Math., 1996

The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density.
Monte Carlo Methods Appl., 1996


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