Global existence for rough differential equations under linear growth conditions
Massimiliano Gubinelli
,
Antoine Lejay
2009
Preprints, Working Papers, ...
hal-00384327v1
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Hawkes point processes based inference applied to seismic data analysis
Loubna Ben Allal
,
Antoine Lejay
,
Radu S. Stoica
2020 RING MEETING , Sep 2020, Nancy, France
Conference papers
hal-02928408v1
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Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps
Antoine Lejay
,
Géraldine Pichot
Journal articles
hal-00649170v3
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The non-linear sewing lemma III : stability and generic properties
Antoine Brault
,
Antoine Lejay
Journal articles
hal-02265268v2
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Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift
Arturo Kohatsu-Higa
,
Antoine Lejay
,
Kazuhiro Yasuda
Journal articles
hal-00840211v5
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An Introduction to Rough Paths
Antoine Lejay
J. Azéma; M. Ledoux; M. Emery; M. Yor.
Seminaire de Probabilités XXXVII , 1832 (1832), Springer Berlin / Heidelberg, pp.1-59, 2003, Lecture Notes in Mathematics, 978-3-540-20520-3.
⟨10.1007/b94376⟩
Book sections
inria-00102184v1
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On the decomposition of excursions measures of processes whose generators have diffusion coefficients discontinuous at one point
Antoine Lejay
Markov Processes And Related Fields , 2002, 8 (1), pp.117-126
Journal articles
inria-00001230v1
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Semi-martingales and rough paths theory
Laure Coutin
,
Antoine Lejay
Electronic Journal of Probability , 2005, 10 (23), pp.761-785
Journal articles
inria-00000411v1
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A short introduction to rough paths: outline and selected bibliography
Antoine Lejay
2009
Preprints, Working Papers, ...
inria-00419931v1
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A Monte Carlo method without grid for a fractured porous domain model
Fabien Campillo
,
Antoine Lejay
Monte Carlo Methods and Applications , 2002, 8 (2), pp.129-147
Journal articles
inria-00152412v1
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On the Constructions of the Skew Brownian Motion
Antoine Lejay
Journal articles
inria-00000785v2
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A random walk on rectangles algorithm
Madalina Deaconu
,
Antoine Lejay
Journal articles
inria-00092424v1
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Semimartignales and rough path theory
Laure Coutin
,
Antoine Lejay
European Journal of Physics , 2005, pp.23
Journal articles
hal-00266889v1
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Computing the first eigenelements of some linear operators using a branching Monte Carlo method
Antoine Lejay
,
Sylvain Maire
Journal articles
inria-00151884v2
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Perturbation of linear rough differential equations and applications
Antoine Lejay
Conference papers
hal-00760588v1
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Problème d'éclatement de tuyaux : approches Monte Carlo
Madalina Deaconu
,
Antoine Lejay
[Contrat] 2010
Reports
hal-00768371v1
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Séminaire de probabilités XLIX
Emmanuel Boissard
,
Patrick Cattiaux
,
Arnaud Guillin
,
Laurent Miclo
,
Florian Bouguet
,
et al.
Books
hal-01931202v1
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Global solutions to rough differential equations with unbounded vector fields
Antoine Lejay
Catherine Donati-Martin and Antoine Lejay and Alain Rouault.
Séminaire de Probabilités XLIV , 2046, Springer, pp.215-246, 2012, Lecture Notes in Mathemics, 978-3-642-27460-2.
⟨10.1007/978-3-642-27461-9_11⟩
Book sections
istex
inria-00451193v3
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Mesure de risques : calcul de la Value-at-Risk et application à la gestion de portefeuilles
Souhail Boukherouaa
,
Nicolas Champagnat
,
Madalina Deaconu
,
Antoine Lejay
[Contrat] non spécifié. 2013, pp.77
Reports
hal-00780460v1
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Is a Brownian motion skew?
Antoine Lejay
,
Ernesto Mordecki
,
Soledad Torres
Journal articles
istex
inria-00544442v4
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On the use of the Radon transform to estimate longshore currents from video imagery
Stanislas Larnier
,
Rafael Almar
,
Rodrigo Cienfuegos
,
Antoine Lejay
ICS 2014 : International Coastal Symposium, Durban (ZFA), 2014/04/13-18 , Coastal Education and Research Foundation (CERF) and the Journal of Coastal Research (JCR), Apr 2014, Durban, South Africa. pp.023-028,
⟨10.2112/SI70-005.1⟩
Conference papers
hal-00917807v1
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Analyse de dépendance d'actifs financiers par la méthode des copules
Nicolas Champagnat
,
Madalina Deaconu
,
Antoine Lejay
,
Akram Bedoui
[Contract] Inria. 2015, pp.61
Reports
hal-01114790v1
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Monte Carlo simulations in media with interfaces
Antoine Lejay
,
Sylvain Maire
,
Géraldine Pichot
Interplay of Theory and Numerics for Deterministic and Stochastic Homogenization , Mathematisches Forschungsinstitut Oberwolfach, Mar 2013, Oberwolfach, Germany. pp.38-30,
⟨10.4171/OWR/2013/14⟩
Conference papers
hal-00819900v1
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A Donsker theorem to simulate one-dimensional processes with measurable coefficients
Pierre Etoré
,
Antoine Lejay
Journal articles
inria-00077851v1
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A probabilistic interpretation of the transmission conditions using the Skew Brownian motion
Antoine Lejay
Multi Scale problems and asymptotic analysis - Narvik Midnight Sun Conference 2004 , European Research Training Network Homogenization and Multiple Scales (HMS2000)., 2004, Narvik Norvège
Conference papers
inria-00092418v1
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Simulating a diffusion on a graph. Application to reservoir engineering
Antoine Lejay
Monte Carlo Methods and Applications , 2003, 9 (3), pp.241-255
Journal articles
inria-00092428v1
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Controlled differential equations as Young integrals: a simple approach
Antoine Lejay
Journal articles
inria-00402397v1
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exitbm: a library for simulating Brownian motion's exit times and positions from simple domains
Antoine Lejay
[Technical Report] RT-0402, INRIA. 2011, pp.26
Reports
inria-00561409v2
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A Monte Carlo method to compute the exchange coefficient in the double porosity model
Fabien Campillo
,
Antoine Lejay
Monte Carlo Methods and Applications , 2001, 7 (1--2), pp.65--72
Journal articles
hal-00652117v1
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Modeling diffusion in discontinuous media under generalized interface conditions: theory and algorithms
Elisa Baioni
,
Antoine Lejay
,
Géraldine Pichot
,
Giovanni Michele Porta
2023
Preprints, Working Papers, ...
hal-04166559v2
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