Global existence for rough differential equations under linear growth conditions
Massimiliano Gubinelli
,
Antoine Lejay
2009
Preprints, Working Papers, ...
hal-00384327v1
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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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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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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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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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Young integrals and SPDEs
Massimiliano Gubinelli
,
Antoine Lejay
,
Samy Tindel
Potential Analysis , 2006, 25 (4), pp.307-326
Journal articles
inria-00092425v1
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Monte Carlo methods for fissured porous media: a gridless approach
Antoine Lejay
IV IMACS Seminar on Monte Carlo Methods , Sep 2003, Berlin, pp.385-292
Conference papers
inria-00102181v1
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Random walk modeling of conductive heat transport in discontinuous media
Elisa Baioni
,
Antoine Lejay
,
Géraldine Pichot
,
Giovanni Michele Porta
2023
Preprints, Working Papers, ...
hal-04166562v2
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Book Review: a Course on Rough Paths - With an Introduction to Regularity Structures (Peter K. Friz and Martin Hairer)
Antoine Lejay
Bulletin of the American Mathematical Society , In press
Journal articles
hal-03475899v2
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Perturbed linear rough differential equations
Laure Coutin
,
Antoine Lejay
Journal articles
hal-00722900v3
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Estimation of the mean residence time in cells surrounded by semi-permeable membranes by a Monte Carlo method
Antoine Lejay
[Research Report] RR-8709, Inria Nancy - Grand Est (Villers-lès-Nancy, France); INRIA. 2015
Reports
hal-01140960v2
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Statistical estimation of the Oscillating Brownian Motion
Antoine Lejay
,
Paolo Pigato
Journal articles
hal-01430794v3
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An empirical analysis of heavy-tails behavior of financial data: The case for power laws
Nicolas Champagnat
,
Madalina Deaconu
,
Antoine Lejay
,
Nicolas Navet
,
Souhail Boukherouaa
2013
Preprints, Working Papers, ...
hal-00851429v1
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Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion
Antoine Lejay
Journal articles
hal-01319319v4
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Numerical approximation of Backward Stochastic Differential Equations with Jumps
Antoine Lejay
,
Ernesto Mordecki
,
Soledad Torres
[Research Report] RR-8595, INRIA. 2014, pp.32
Reports
inria-00357992v4
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Mesure de risque : détection du régime de crise et calcul de la Value-at-Risk
Nicolas Champagnat
,
Madalina Deaconu
,
Antoine Lejay
,
Khaled Salhi
[Contrat] non précisé. 2013, pp.67
Reports
hal-00942009v1
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Trajectoires rugueuses
Antoine Lejay
Matapli , 2012, 98, pp.119-134
Journal articles
hal-00701211v1
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The non-linear sewing lemma I : weak formulation
Antoine Brault
,
Antoine Lejay
Journal articles
hal-01716945v5
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Hawkes processes framework with a Gamma density as excitation function: application to natural disasters for insurance
Laurent Lesage
,
Madalina Deaconu
,
Antoine Lejay
,
Jorge Augusto Meira
,
Geoffrey Nichil
,
et al.
Journal articles
hal-03040090v1
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Beyond the delta method
Antoine Lejay
,
Sara Mazzonetto
2022
Preprints, Working Papers, ...
hal-03738371v1
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Book review "A Course on Rough Paths: With an Introduction to Regularity Structures
Antoine Lejay
Journal articles
hal-02959775v1
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The snapping out Brownian motion
Antoine Lejay
Journal articles
hal-00781447v4
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Simulation of a stochastic process in a discontinuous layered media
Antoine Lejay
Electronic Communications in Probability , 2011, 16, pp.764-774
Journal articles
inria-00583127v4
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A variance reduction technique using a quantized Brownian motion as a control variate
Antoine Lejay
,
Victor Reutenauer
The Journal of Computational Finance , 2012, 16 (2), pp.61-84
Journal articles
inria-00393749v3
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Yet another introduction to rough paths
Antoine Lejay
Journal articles
inria-00107460v3
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Simulation of exit times and positions for Brownian motions and Diffusions
Madalina Deaconu
,
Antoine Lejay
ICIAM 2007, 6th International Congress on Industrial and Applied Mathematics , International Council for Industrial and Applied Mathematics (ICIAM), Jul 2007, Zurich, Switzerland. pp.1081401-1081402,
⟨10.1002/pamm.200700564⟩
Conference papers
inria-00348693v1
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A Monte Carlo Method without Grid to Compute the Exchange Coefficient in the Double Porosity Model Part I : From the Matrix to the Fissures
Fabien Campillo
,
Antoine Lejay
[Research Report] RR-4048, INRIA. 2000, pp.28
Reports
inria-00072590v1
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Homogenization of divergence-form operators with lower order terms in random media
Antoine Lejay
Journal articles
inria-00001220v1
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A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE
Antoine Lejay
Journal articles
inria-00001228v1
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An Efficient Algorithm to Simulate a Brownian Motion Over Irregular Domains
Samih Zein
,
Antoine Lejay
,
Madalina Deaconu
Journal articles
inria-00444056v1
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