D. Talay

Simulation of diffusion processes with PRESTO building systems like PRESTO with ADAGIO

J. Leblond, D. Talay, 1990 .

Numerical Methods in Finance: Introduction

D. Talay, L.C.R. Rogers, 1997 .

Mean-Field Limit of a Stochastic Particle System Smoothly Interacting Through Threshold Hitting-Times and Applications to Neural Networks with Dendritic Component

D. Talay, J. Inglis, D. Talay, 2014, SIAM J. Math. Anal..

Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres

Karl K. Sabelfeld, D. Talay, D. Talay, 1995, Monte Carlo Methods Appl..

Numerical Methods in Finance: Contents

D. Talay, L. C. G. Rogers, 1997 .

A stochastic particle method for McKean-Vlasov PDE's and the Burgers equation

D. Talay, M. Bossy, 1996 .

Approximation of the invariant probability measure of stochastic Hamiltonian dissipative systems with non globally Lipschitz coefficients

D. Talay, 1999 .