E-LIB Suche - Ergebnisse für: Talay, Denis

1

ON A WASSERSTEIN-TYPE DISTANCE BETWEEN SOLUTIONS TO STOCHAS..:

Bion–Nadal, Jocelyne ; Talay, Denis
The Annals of Applied Probability. 29 (2019) 3 - p. 1609-1639 , 2019

2

A Pseudo-Markov Property for Controlled Diffusion Processes:

Claisse, Julien ; Talay, Denis ; Tan, Xiaolu
SIAM Journal on Control and Optimization. 54 (2016) 2 - p. 1017-1029 , 2016

Link: https://doi.org/10.1137/..

3

Liquidity Costs: A New Numerical Methodology and an Empiric..:

Michel, Christophe ; Reutenauer, Victor ; Talay, Denis.
Applied Mathematical Finance. 23 (2016) 1 - p. 57-79 , 2016

Link: https://doi.org/10.1080/..

4

Clarification and Complement to "Mean-Field Description and..:

Bossy, Mireille ; Faugeras, Olivier ; Talay, Denis
The Journal of Mathematical Neuroscience (JMN). 5 (2015) 1 - p. , 2015

Link: https://doi.org/10.1186/..

5

On conditional McKean Lagrangian stochastic models:

Bossy, Mireille ; Jabir, Jean-François ; Talay, Denis
Probability Theory and Related Fields. 151 (2010) 1-2 - p. 319-351 , 2010

Link: https://doi.org/10.1007/..

6

Estimation of the Brownian dimension of a continuous Itô pr..:

JACOD, JEAN ; LEJAY, ANTOINE ; TALAY, DENIS
Bernoulli. 14 (2008) 2 - p. 469-498 , 2008

Link: https://www.jstor.org/st..

7

Model misspecification analysis for bond options and Markov..:

Bossy, Mireille ; Gibson, Rajna ; Lhabitant, Francois-Serge..
Review of Derivatives Research. 9 (2007) 2 - p. 109-135 , 2007

Link: https://doi.org/10.1007/..

8

Technical analysis compared to mathematical models based me..:

Blanchet-Scalliet, Christophette ; Diop, Awa ; Gibson, Rajna..
Journal of Banking & Finance. 31 (2007) 5 - p. 1351-1373 , 2007

Link: https://doi.org/10.1016/..

9

Discrétisation d'équations différentielles stochastiques un..:

Martinez, Miguel ; Talay, Denis
Comptes Rendus Mathematique. 342 (2006) 1 - p. 51-56 , 2006

Link: https://doi.org/10.1016/..

10

On a Monte Carlo method for neutron transport criticality c..:

Maire, Sylvain ; Talay, Denis
IMA Journal of Numerical Analysis. 26 (2006) 4 - p. 657-685 , 2006

Link: https://doi.org/10.1093/..

11

Convergence Rate of the Sherman and Peskin Branching Stocha..:

Hervé Régnier ; Talay, Denis
Proceedings: Mathematical, Physical and Engineering Sciences. 460 (2004) 2041 - p. 199-220 , 2004

Link: https://www.jstor.org/st..

12

Approximation of quantiles of components of diffusion proce..:

Talay, Denis ; Zheng, Ziyu
Stochastic Processes and their Applications. 109 (2004) 1 - p. 23-46 , 2004

Link: https://doi.org/10.1016/..

13

A Symmetrized Euler Scheme for an Efficient Approximation o..:

Bossy, Mireille ; Gobet, Emmanuel ; Talay, Denis
Journal of Applied Probability. 41 (2004) 3 - p. 877-889 , 2004

Link: https://www.jstor.org/st..

14

A Stochastic Particle Method with Random Weights for the Co..:

Talay, Denis ; Vaillant, Olivier
The Annals of Applied Probability. 13 (2003) 1 - p. 140-180 , 2003

Link: https://www.jstor.org/st..

15

Quantiles of the Euler Scheme for Diffusion Processes and F..:

Talay, Denis ; Zheng, Ziyu
Mathematical Finance. 13 (2003) 1 - p. 187-199 , 2003

Link: https://doi.org/10.1111/..