Seguir
Antoine Lejay
Antoine Lejay
Institut Elie Cartan de Lorraine; Inria
Dirección de correo verificada de univ-lorraine.fr - Página principal
Título
Citado por
Citado por
Año
On the constructions of the skew Brownian motion
A Lejay
2572006
An introduction to rough paths
A Lejay
Lecture Notes in Mathematics, Séminaire de probabilités, XXXVII, 1–59, 1832
148*1832
Young integrals and SPDEs
M Gubinelli, A Lejay, S Tindel
Potential Analysis 25 (4), 307-326, 2006
1182006
A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients
A Lejay, M Martinez
1002006
A random walk on rectangles algorithm
M Deaconu, A Lejay
Methodology and Computing in Applied Probability 8, 135-151, 2006
652006
Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps
A Lejay, G Pichot
Journal of computational physics 231 (21), 7299-7314, 2012
642012
Controlled differential equations as Young integrals: a simple approach
A Lejay
Journal of Differential Equations 249 (8), 1777-1798, 2010
582010
On (p, q)-rough paths
A Lejay, N Victoir
Journal of Differential Equations 225 (1), 103-133, 2006
532006
Semi-martingales and rough paths theory
L Coutin, A Lejay
482005
Weak rate of convergence of the Euler–Maruyama scheme for stochastic differential equations with non-regular drift
A Kohatsu-Higa, A Lejay, K Yasuda
Journal of Computational and Applied Mathematics 326, 138-158, 2017
432017
Simulating a diffusion on a graph. Application to reservoir engineering
A Lejay
Monte Carlo Methods Appl. 9 (3), 241-255, 2003
422003
The snapping out Brownian motion
A Lejay
402016
Méthodes probabilistes pour l'homogénéisation des opérateurs sous forme divergence: cas linéaires et semi-linéaires
A Lejay
Aix-Marseille 1, 2000
402000
Regime switching model for financial data: Empirical risk analysis
K Salhi, M Deaconu, A Lejay, N Champagnat, N Navet
Physica A: Statistical Mechanics and its Applications 461, 148-157, 2016
382016
Yet another introduction to rough paths
A Lejay
Séminaire de probabilités XLII, 1-101, 2009
382009
Statistical estimation of the oscillating Brownian motion
A Lejay, P Pigato
372018
New Monte Carlo schemes for simulating diffusions in discontinuous media
A Lejay, S Maire
Journal of computational and applied mathematics 245, 97-116, 2013
352013
A Donsker theorem to simulate one-dimensional processes with measurable coefficients
P Étoré, A Lejay
ESAIM: Probability and Statistics 11, 301-326, 2007
332007
BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization
A Lejay
Stochastic processes and their applications 97 (1), 1-39, 2002
322002
A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE
A Lejay
Stochastic processes and their applications 110 (1), 145-176, 2004
312004
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20