Denis Talay
- Mean-field limit of a stochastic particle system smoothly interacting through threshold hitting-times and applications to neural networks with dendritic component
2014/09/29 by J. Inglis, Inglis, James, Denis Talay +1 · 3 citations
Mathematics · Physics and Astronomy · #Markov Chains and Monte Carlo Methods #stochastic dynamics and bifurcation #Quantum chaos and dynamical systems
- Convergence rate for the approximation of the limit law of weakly interacting particles: application to the Burgers equation
1996/08/01 by Mireille Bossy, Denis Talay · 1 citation
- A pseudo-Markov property for controlled diffusion processes
2015/01/16 by Julien Claisse, Claisse, Julien, Denis Talay +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Advanced Topology and Set Theory #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Primary 49L20 #Probability (math.PR) #Stochastic processes and financial applications #secondary 93E20