World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
31
Citations
5841
World Ranking
3288
National Ranking
198

Denis Talay publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Denis Talay sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 82 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 98 publications — 10th percentile

10% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Denis Talay D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Denis Talay sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 137 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 31 D-Index — 9th percentile

9% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Overview

Denis Talay is affiliated with the French Institute for Research in Computer Science and Automation (INRIA) in France. Their research primarily intersects the fields of economics, econometrics, finance, and mathematics, with an emphasis on stochastic processes and financial applications.

The main areas of study covered by Talay's work include:

  • Stochastic processes and financial applications
  • Financial risk and volatility modeling
  • Fractional differential equations solutions
  • Mathematical biology tumor growth
  • Markov chains and Monte Carlo methods
  • Stochastic processes and statistical mechanics
  • Probability and risk models

Talay has contributed to the subfields of finance, modeling and simulation, statistics and probability, mathematical physics, and management science and operations research. Their publication record, spanning a range of notable academic venues, includes:

  • Electronic Journal of Probability
  • Bernoulli
  • ESAIM Probability and Statistics
  • Bulletin of the American Mathematical Society
  • arXiv (Cornell University)

Among the recent papers authored or co-authored by Talay are:

  • A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The one-dimensional case, 2020, Bernoulli
  • Book Review: Sobolev and viscosity solutions for fully nonlinear elliptic and parabolic equations, 2021, Bulletin of the American Mathematical Society

While not all papers include Talay as the primary author, collaborative work often addresses complex topics in probability and stochastic processes. Other recent works connected to Talay's research network include:

  • Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion, 2024, Electronic Journal of Probability
  • A hypothesis test for the domain of attraction of a random variable, 2022, arXiv (Cornell University)
  • A hypothesis test for the domain of attraction of a random variable, 2024, ESAIM Probability and Statistics

Frequent co-authors collaborating with Talay include Héctor Olivero, Alexandre Richard, and Milica Tomašević. Their joint contributions often explore intersections between stochastic modeling and statistical methods.

Best Publications

  • Expansion of the global error for numerical schemes solving stochastic differential equations

    Denis Talay;Luciano Tubaro

  • THE LAW OF THE EULER SCHEME FOR STOCHASTIC DIFFERENTIAL EQUATIONS: I. CONVERGENCE RATE OF THE DISTRIBUTION FUNCTION

    Vlad Bally;Denis Talay

  • The Euler scheme for Lévy driven stochastic differential equations

    Philip Protter;Denis Talay

  • The Law of the Euler Scheme for Stochastic Differential Equations : II. Convergence Rate of the Density

    Vlad Bally;Denis Talay

  • A stochastic particle method for the McKean-Vlasov and the Burgers equation

    Mireille Bossy;Denis Talay

  • Discretization and simulation of stochastic differential equations

    E. Pardoux;E. Pardoux;D. Talay

  • Second order discretization schemes of stochastic differential systems for the computation of the invariant law

    Denis Talay

  • Numerical methods in finance

    L. C. G. Rogers;D. Talay

  • Convergence Rate for the Approximation of the Limit Law of Weakly Interacting Particles 2: Application to the Burgers Equation

    Mireille Bossy;Denis Talay

  • Nonlinear self-stabilizing processes – I Existence, invariant probability, propagation of chaos

    S. Benachour;B. Roynette;D. Talay;P. Vallois

  • Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applications

    Denis Talay

  • Monte Carlo and quasi-Monte Carlo methods 2004

    Harald Niederreiter;Denis Talay

  • A symmetrized Euler scheme for an efficient approximation of reflected diffusions

    Mireille Bossy;Emmanuel Gobet;Denis Talay

  • Worst case model risk management

    Denis Talay;Ziyu Zheng

  • Probabilistic numerical methods for partial differential equations: Elements of analysis

    Denis Talay

  • Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution

    Denis Talay

  • Modeling the Term Structure of Interest Rates: A Review of the Literature

    Rajna Gibson;Rajna Gibson;Francois Serge Lhabitant;Denis Talay

  • Probabilistic Models for Nonlinear Partial Differential Equations

    Carl Graham;Thomas G. Kurtz;Sylvie Méléard;Philip E. Protter

  • A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations

    Denis Talay;Olivier Vaillant

  • Numerical solution of stochastic differential equations

    Denis Talay

  • Clarification and Complement to “Mean-Field Description and Propagation of Chaos in Networks of Hodgkin–Huxley and FitzHugh–Nagumo Neurons”

    Mireille Bossy;Olivier Faugeras;Denis Talay

Frequent Co-Authors

Olivier Faugeras
Olivier Faugeras Université Côte d'Azur
Philip Protter
Philip Protter Columbia University
Harald Niederreiter
Harald Niederreiter Austrian Academy of Sciences
Thomas G. Kurtz
Thomas G. Kurtz University of Wisconsin–Madison
Jean Jacod
Jean Jacod Sorbonne University
Yvon Maday
Yvon Maday Sorbonne University
Etienne Pardoux
Etienne Pardoux Aix-Marseille University
Sylvie Méléard
Sylvie Méléard École Polytechnique
Emmanuel Gobet
Emmanuel Gobet École Polytechnique

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