The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density. - Vlad Bally; Denis Talay (Monte Carlo Methods Appl., 1996)

Approximation of Lyapunov Exponents of Nonlinear Stochastic Differential Equations. - Axel Grorud; Denis Talay (SIAM J. Appl. Math., 1996)

A stochastic particle method for the McKean-Vlasov and the Burgers equation. - Mireille Bossy; Denis Talay (Math. Comput., 1997)

Worst case model risk management. - Denis Talay; Ziyu Zheng (Finance Stochastics, 2002)

A Pseudo-Markov Property for Controlled Diffusion Processes. - Julien Claisse; Denis Talay; Xiaolu Tan (SIAM J. Control. Optim., 2016)