Denis Talay's Web page

Denis TALAY << Un homme tirait au sort toutes ses décisions.
Il ne lui arriva pas plus de mal qu'aux autres qui réfléchissent. >>
(`` A man has made all his decisions at random. He did not do worse than others who consider carefully their choices.'')

Chargé de Recherche, then Directeur de Recherche at INRIA (1993-) Paul Valéry -- Choses Tues -- Oeuvres II, Pléiade, p.505.

Professeur (1998-2011) and associate researcher (2012-) at École Polytechnique
And if he had reflected carefully in addition to random choice, then...?

During my plenary conference
at ENUMATH99:
Discretization of stochastic differential equations
at the City University of Hong Kong:
Conference in E. Pardoux' honor

(photographed by Bernard Lapeyre) (photographed by Geneviève Foissac)

My field:

Stochastic analysis and (linear and non-linear) partial differential equations

Singular stochastic models (analysis, simulation)

Numerical probability

Financial mathematics

Scientific responsabilities:

Scientific Leader of the Inria - Ecole Polytechnique - CNRS ASCII joint Research Group (2019-) at Inria Saclay

Scientific Leader of the OMEGA (1994-2006) and TOSCA (2006-2019) Research Groups at Inria Sophia Antipolis

2010-2014: Head of Science and Chairman of the project-teams committee of INRIA Sophia-Antipolis Méditerranée research center

2006-2009: President of the French Applied Math. Society SMAI

From 2014: Chair of the Scientific Council of the French Applied Math. Society SMAI

From 2007: Vice-President of `Fondation d'entreprise NATIXIS'

From 2011: Member of the Scientific Council of the Maths-Industry Agency AMIES

Editorial Boards

Teaching:

From 1990: `Probabilités et Modèles Aléatoires' Master program (Paris 6 University)

1998-2011: Professeur chargé de cours at École Polytechnique

1997-2007: Doctoral Program in Finance (FAME and FINRISK NCCR)

1990-2000: Mastere de Finance Internationale à HEC

Award: Invited lecture at International Congress of Mathematicians (Seoul, 2014)
Selected publications:

Books

Papers published after 1990

My 1996 CIME course on Stochastic Numerical Methods

A survey paper on Stochastic Numerical Methods (1995)

Postal address: 2004 route des Lucioles, BP 93, F-06902 Sophia Antipolis (France)

Phone: +33 4 92 38 78 98

E-mail address: denis.talay@inria.fr

French version of this page

Denis TALAY	<< Un homme tirait au sort toutes ses décisions. Il ne lui arriva pas plus de mal qu'aux autres qui réfléchissent. >> (`` A man has made all his decisions at random. He did not do worse than others who consider carefully their choices.'')
Chargé de Recherche, then Directeur de Recherche at INRIA (1993-)	Paul Valéry -- Choses Tues -- Oeuvres II, Pléiade, p.505.
Professeur (1998-2011) and associate researcher (2012-) at École Polytechnique	And if he had reflected carefully in addition to random choice, then...?

During my plenary conference at ENUMATH99:	Discretization of stochastic differential equations at the City University of Hong Kong:	Conference in E. Pardoux' honor

	(photographed by Bernard Lapeyre)	(photographed by Geneviève Foissac)

Postal address:	2004 route des Lucioles, BP 93, F-06902 Sophia Antipolis (France)
Phone:	+33 4 92 38 78 98
E-mail address:	denis.talay@inria.fr