99 citations · 116 across the 7 of their papers we have counts for
9 papers
A hypothesis test for the domain of attraction of a random variable
Héctor Olivero, Denis Talay
In this work we address the problem of detecting whether a sampled probability distribution of a random variable has infinite first moment. This issue is notably important when…
A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The one-dimensional case
Denis Talay, Milica Tomasevic
In this paper we analyze a stochastic interpretation of the one-dimensional parabolic-parabolic Keller-Segel system without cut-off. It involves an original type of McKean-Vlasov i…
Mean--field limit of a particle approximation of the one-dimensional parabolic--parabolic Keller-Segel model without smoothing
Jean-Francois Jabir, Denis Talay, Milica Tomasevic
In this work, we prove the well--posedness of a singularly interacting stochastic particle system and we establish propagation of chaos result towards the one-dimensional parabolic…
Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: Results and perspectives
Alexandre Richard, Denis Talay
We present an innovating sensitivity analysis for stochastic differential equations: We study the sensitivity, when the Hurst parameter~ of the driving fractional Brownian motio…
CRKSPH - A Conservative Reproducing Kernel Smoothed Particle Hydrodynamics Scheme
Nicholas Frontiere, Cody D. Raskin, J. Michael Owen
We present a formulation of smoothed particle hydrodynamics (SPH) that utilizes a first-order consistent reproducing kernel, a smoothing function that exactly interpolates linear f…
A pseudo-Markov property for controlled diffusion processes
Julien Claisse, Denis Talay, Xiaolu Tan
In this note, we propose two different approaches to rigorously justify a pseudo-Markov property for controlled diffusion processes which is often (explicitly or implicitly) used t…