Dr. Denis Talay

Associate Professor

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Biography

Denis Talay is a distinguished researcher in the field of Stochastic Analysis and its applications, particularly focusing on linear and non-linear partial differential equations, singular stochastic models, numerical probability, and financial mathematics. He has held various significant positions, including Research Director at INRIA since 1993 and Professor at École Polytechnique from 1998 to 2011. As an influential figure, he served as the Scientific Leader for notable joint research groups, including the ASCII Research Group from 2019 to 2022, and has directed projects like OMEGA and TOSCA between 1994 and 2019. Talay's contributions to academia include leading research groups at INRIA Sophia Antipolis and presiding over the French Applied Mathematics Society. He has also been involved in editorial boards and has taught various programs including the Master program in Probabilities and Random Models at Paris 6 University and the Doctoral Program in Finance. His impactful work and leadership in scientific committees and conferences have established him as a prominent scholar in applied mathematics, particularly in stochastic methods and financial analysis.

Research Interests

Courses

Probabilities and Random Models Master in International Finance