Antoine Lejay

115
Documents

Publications

Publications

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Long time asymptotic behavior of a self-similar fragmentation equation

Gaetano Agazzotti , Madalina Deaconu , Antoine Lejay
Nonlinear Analysis: Theory, Methods and Applications, 2025, 257, pp.113805. ⟨10.1016/j.na.2025.113805⟩
Article dans une revue hal-04477123 v4
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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
SIAM Journal on Scientific Computing, 2024, 46 (4), pp.A2202-A2223. ⟨10.1137/23M1590846⟩
Article dans une revue hal-04166559 v2
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Random walk modeling of conductive heat transport in discontinuous media

Elisa Baioni , Antoine Lejay , Géraldine Pichot , Giovanni Michele Porta
Transport in Porous Media, 2024, 151, ⟨10.1007/s11242-024-02132-6⟩
Article dans une revue hal-04166562 v3
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General diffusion processes as the limit of time-space Markov chains

Alexis Anagnostakis , Antoine Lejay , Denis Villemonais
The Annals of Applied Probability, 2023, 33 (5), pp.3620-3651. ⟨10.48550/arXiv.2206.03713⟩
Article dans une revue hal-02897819 v2
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Probabilistic representations of fragmentation equations

Madalina Deaconu , Antoine Lejay
Probability Surveys, 2023, 20, pp.226-290. ⟨10.1214/23-PS14⟩
Article dans une revue hal-03483448 v4
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Maximum likelihood estimator for skew Brownian motion: the convergence rate

Antoine Lejay , Sara Mazzonetto
Scandinavian Journal of Statistics, 2023, 51 (2), pp.612-642. ⟨10.1111/sjos.12694⟩
Article dans une revue hal-03975966 v1
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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.
Methodology and Computing in Applied Probability, 2022, pp.29. ⟨10.1007/s11009-022-09938-1⟩
Article dans une revue hal-03040090 v1
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Constructing general rough differential equations through flow approximations

Antoine Lejay
Electronic Journal of Probability, 2022, 27, pp.1-24. ⟨10.1214/21-EJP717⟩
Article dans une revue hal-02871886 v4
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The non-linear sewing lemma II: Lipschitz continuous formulation

Antoine Brault , Antoine Lejay
Journal of Differential Equations, 2021, 293, pp.482-519. ⟨10.1016/j.jde.2021.05.020⟩
Article dans une revue hal-01839202 v3
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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, 59 (2), pp.283-287. ⟨10.1090/bull/1763⟩
Article dans une revue hal-03475899 v2
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A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations

Antoine Lejay , Hernán Mardones González
Journal of Computational Physics, 2020, 420 (109689), ⟨10.1016/j.jcp.2020.109689⟩
Article dans une revue hal-02377108 v3
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The non-linear sewing lemma III : stability and generic properties

Antoine Brault , Antoine Lejay
Forum Mathematicum, 2020, 32 (5), pp.1177-1197. ⟨10.1515/forum-2019-0309⟩
Article dans une revue hal-02265268 v2
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Book review "A Course on Rough Paths: With an Introduction to Regularity Structures

Antoine Lejay
Quantitative Finance, 2020, pp.2. ⟨10.1080/14697688.2020.1828611⟩
Article dans une revue (compte-rendu de lecture) hal-02959775 v1
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Maximum likelihood drift estimation for a threshold diffusion

Antoine Lejay , Paolo Pigato
Scandinavian Journal of Statistics, 2020, 47 (3), pp.29. ⟨10.1111/sjos.12417⟩
Article dans une revue hal-01731566 v3
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A Recommendation System For Car Insurance

Laurent Lesage , Madalina Deaconu , Antoine Lejay , Jorge Augusto Meira , Geoffrey Nichil et al.
European Actuarial Journal, 2020, 10, pp.377-398. ⟨10.1007/s13385-020-00236-z⟩
Article dans une revue hal-02420954 v2
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A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data

Antoine Lejay , Paolo Pigato
International Journal of Theoretical and Applied Finance, In press, ⟨10.1142/S0219024919500171⟩
Article dans une revue hal-01669082 v5
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Analytic expressions of the solutions of advection-diffusion problems in 1D with discontinuous coefficients

Antoine Lejay , Lionel Lenôtre , Géraldine Pichot
SIAM Journal on Applied Mathematics, 2019, 79 (5), pp.1823-1849. ⟨10.1137/18M1164500⟩
Article dans une revue hal-01644270 v2
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An exponential timestepping algorithm for diffusion with discontinuous coefficients

Antoine Lejay , Lionel Lenôtre , Géraldine Pichot
Journal of Computational Physics, 2019, 396, pp.888-904. ⟨10.1016/j.jcp.2019.07.013⟩
Article dans une revue hal-01806465 v1
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The non-linear sewing lemma I : weak formulation

Antoine Brault , Antoine Lejay
Electronic Journal of Probability, 2019, 24 (59), pp.1-24. ⟨10.1214/19-EJP313⟩
Article dans une revue hal-01716945 v5
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Two consistent estimators for the Skew Brownian motion

Antoine Lejay , Ernesto Mordecki , Soledad Torres
ESAIM: Probability and Statistics, 2019, 23, ⟨10.1051/ps/2018018⟩
Article dans une revue hal-01492853 v6
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Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion

Antoine Lejay
Statistical Inference for Stochastic Processes, 2018, 21 (3), pp.539-551. ⟨10.1007/s11203-017-9161-9⟩
Article dans une revue hal-01319319 v4
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Statistical estimation of the Oscillating Brownian Motion

Antoine Lejay , Paolo Pigato
Bernoulli, 2018, 24 (4B), pp.3568-3602. ⟨10.3150/17-BEJ969⟩
Article dans une revue hal-01430794 v3
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Sensitivity of rough differential equations: an approach through the Omega lemma

Laure Coutin , Antoine Lejay
Journal of Differential Equations, 2018, 264 (6), pp.3899-3917. ⟨10.1016/j.jde.2017.11.031⟩
Article dans une revue hal-00875670 v6
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A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers

Antoine Lejay
Mathematics and Computers in Simulation, 2018, Tenth IMACS Seminar on Monte Carlo Methods (MCM 2015), 143C, pp.65-77. ⟨10.1016/j.matcom.2017.05.008⟩
Article dans une revue hal-01216471 v6
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Approximation of CVaR minimization for hedging under exponential-Lévy models

Madalina Deaconu , Antoine Lejay , Khaled Salhi
Journal of Computational and Applied Mathematics, 2017, 326, pp.171-182. ⟨10.1016/j.cam.2017.05.005⟩
Article dans une revue hal-01461215 v1
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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 of Computational and Applied Mathematics, 2017, 326C, pp.138-158. ⟨10.1016/j.cam.2017.05.015⟩
Article dans une revue hal-00840211 v5
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Simulating diffusion processes in discontinuous media: Benchmark tests

Antoine Lejay , Géraldine Pichot
Journal of Computational Physics, 2016, 314, pp.384 - 413. ⟨10.1016/j.jcp.2016.03.003⟩
Article dans une revue hal-01003853 v4
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The snapping out Brownian motion

Antoine Lejay
The Annals of Applied Probability, 2016, 26 (3), pp.1727-1742. ⟨10.1214/15-AAP1131⟩
Article dans une revue hal-00781447 v4
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Regime switching model for financial data: empirical risk analysis

Khaled Salhi , Madalina Deaconu , Antoine Lejay , Nicolas Champagnat , Nicolas Navet
Physica A: Statistical Mechanics and its Applications, 2016, 461, pp.148-157. ⟨10.1016/j.physa.2016.05.002⟩
Article dans une revue hal-01095299 v2
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Is a Brownian motion skew?

Antoine Lejay , Ernesto Mordecki , Soledad Torres
Scandinavian Journal of Statistics, 2014, 5 (2), pp.346-364. ⟨10.1111/sjos.12033⟩
Article dans une revue istex inria-00544442 v4
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Perturbed linear rough differential equations

Laure Coutin , Antoine Lejay
Annales Mathématiques Blaise Pascal, 2014, 21 (1), pp.103-150. ⟨10.5802/ambp.338⟩
Article dans une revue hal-00722900 v3
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New Monte Carlo schemes for simulating diffusions in discontinuous media

Antoine Lejay , Sylvain Maire
Journal of Computational and Applied Mathematics, 2013, 245 (97-116), ⟨10.1016/j.cam.2012.12.013⟩
Article dans une revue hal-00689581 v4
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Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps

Antoine Lejay , Géraldine Pichot
Journal of Computational Physics, 2012, 231 (21), pp.7299-7314. ⟨10.1016/j.jcp.2012.07.011⟩
Article dans une revue hal-00649170 v3
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Trajectoires rugueuses

Antoine Lejay
Matapli, 2012, 98, pp.119-134
Article dans une revue hal-00701211 v1
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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
Article dans une revue inria-00393749 v3
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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
Article dans une revue inria-00583127 v4
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Controlled differential equations as Young integrals: a simple approach

Antoine Lejay
Journal of Differential Equations, 2010, 249, pp.1777-1798. ⟨10.1016/j.jde.2010.05.006⟩
Article dans une revue inria-00402397 v1
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Simulating diffusions with piecewise constant coefficients using a kinetic approximation

Antoine Lejay , Sylvain Maire
Computer Methods in Applied Mechanics and Engineering, 2010, 199 (29-32), pp.2014-2023. ⟨10.1016/j.cma.2010.03.002⟩
Article dans une revue inria-00358003 v4
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An Efficient Algorithm to Simulate a Brownian Motion Over Irregular Domains

Samih Zein , Antoine Lejay , Madalina Deaconu
Communications in Computational Physics, 2010, 8 (4), pp.901-916. ⟨10.4208/cicp.240209.031209a⟩
Article dans une revue inria-00444056 v1
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Simulation of diffusions by means of importance sampling paradigm

Madalina Deaconu , Antoine Lejay
The Annals of Applied Probability, 2010, 20 (4), pp.1389-1424. ⟨10.1214/09-AAP659⟩
Article dans une revue inria-00126339 v2
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Yet another introduction to rough paths

Antoine Lejay
Séminaire de Probabilités, 2009, Séminaire de Probabilités XLII / Lecture Notes in Mathematics, 1979, pp.1-101. ⟨10.1007/978-3-642-01763-6_1⟩
Article dans une revue inria-00107460 v3
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On rough differential equations

Antoine Lejay
Electronic Journal of Probability, 2009, 14 (12), pp.341-364
Article dans une revue inria-00278246 v3
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Computing the first eigenelements of some linear operators using a branching Monte Carlo method

Antoine Lejay , Sylvain Maire
Journal of Computational Physics, 2008, 227 (23), pp.9794-9806. ⟨10.1016/j.jcp.2008.07.018⟩
Article dans une revue inria-00151884 v2

Computing the principal eigenelements of some linear operators using a branching Monte Carlo method

Antoine Lejay , Sylvain Maire
Journal of Computational Physics, 2008, 227 (23), pp.9794-9806. ⟨10.1016/j.jcp.2008.07.018⟩
Article dans une revue hal-01479830 v1
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Estimation of the Brownian dimension of a continuous Ito process

Jean Jacod , Antoine Lejay , Denis Talay
Bernoulli, 2008, 14 (2), pp.469-498. ⟨10.3150/07-BEJ6190⟩
Article dans une revue inria-00143541 v2
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Stochastic Differential Equations Driven by Processes Generated by Divergence Form Operators II: Convergence results

Antoine Lejay
ESAIM: Probability and Statistics, 2008, 12, pp.387-411. ⟨10.1051/ps:2007040⟩
Article dans une revue inria-00092427 v3
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A Donsker theorem to simulate one-dimensional processes with measurable coefficients

Pierre Etoré , Antoine Lejay
ESAIM: Probability and Statistics, 2007, 11, pp.301-326. ⟨10.1051/ps:2007021⟩
Article dans une revue inria-00077851 v1
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Computing the principal eigenvalue of the Laplace operator by a stochastic method

Antoine Lejay , Sylvain Maire
Mathematics and Computers in Simulation, 2007, 73 (3), pp.351-363. ⟨10.1016/j.matcom.2006.06.011⟩
Article dans une revue inria-00092408 v1
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On the Constructions of the Skew Brownian Motion

Antoine Lejay
Probability Surveys, 2006, 3, pp.413-466. ⟨10.1214/154957807000000013⟩
Article dans une revue inria-00000785 v2
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A random walk on rectangles algorithm

Madalina Deaconu , Antoine Lejay
Methodology and Computing in Applied Probability, 2006, 8 (1), pp.135-151. ⟨10.1007/s11009-006-7292-3⟩
Article dans une revue inria-00092424 v1
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On (p,q)-rough paths

Antoine Lejay , Nicolas Victoir
Journal of Differential Equations, 2006, 225 (1), pp.103-133. ⟨10.1016/j.jde.2006.01.018⟩
Article dans une revue inria-00092420 v1
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Young integrals and SPDEs

Massimiliano Gubinelli , Antoine Lejay , Samy Tindel
Potential Analysis, 2006, 25 (4), pp.307-326
Article dans une revue inria-00092425 v1
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A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients

Antoine Lejay , Miguel Martinez
The Annals of Applied Probability, 2006, 16 (1), pp.107-139. ⟨10.1214/105051605000000656⟩
Article dans une revue inria-00000410 v1
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Stochastic Differential Equations Driven by Processes Generated by Divergence Form Operators I: A Wong-Zakai Theorem

Antoine Lejay
ESAIM: Probability and Statistics, 2006, 10, pp.356-379. ⟨10.1051/ps:2006015⟩
Article dans une revue inria-00092426 v1
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Semi-martingales and rough paths theory

Laure Coutin , Antoine Lejay
Electronic Journal of Probability, 2005, 10 (23), pp.761-785
Article dans une revue inria-00000411 v1

Semimartignales and rough path theory

Laure Coutin , Antoine Lejay
European Journal of Physics, 2005, pp.23
Article dans une revue hal-00266889 v1
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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
Stochastic Processes and their Applications, 2004, 110 (1), pp.145-176. ⟨10.1016/j.spa.2003.09.012⟩
Article dans une revue inria-00001228 v1
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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
Article dans une revue inria-00092428 v1
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On the convergence of stochastic integrals driven by processes converging on account of a homogenization property

Antoine Lejay
Electronic Journal of Probability, 2003, 7 (18), pp.1-18. ⟨10.1214/EJP.v7-117⟩
Article dans une revue inria-00093190 v2
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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
Article dans une revue inria-00001230 v1
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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
Article dans une revue inria-00152412 v1
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BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization

Antoine Lejay
Stochastic Processes and their Applications, 2002, 97 (1), pp.1-39. ⟨10.1016/S0304-4149(01)00124-7⟩
Article dans une revue inria-00001229 v1

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
Article dans une revue hal-00652117 v1
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Homogenization of divergence-form operators with lower order terms in random media

Antoine Lejay
Probability Theory and Related Fields, 2001, 120 (2), pp.255-276. ⟨10.1007/s004400100135⟩
Article dans une revue inria-00001220 v1
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A Probabilistic Approach to the Homogenization of Divergence-Form Operators in Periodic Media

Antoine Lejay
Asymptotic Analysis, 2001, 28 (2), pp.151-162
Article dans une revue inria-00001219 v1
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Modèles de couplage aléatoire sur un graphe d’interaction

Nicolas Lengert , Madalina Deaconu , Antoine Lejay , Pascal Moyal
[Rapport de recherche] Institut Elie Cartan de Lorraine. 2020
Rapport (rapport de recherche) hal-03450260 v1
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Asymmetric Spectral clustering

Antoine Lejay
[Technical Report] Inria Nancy - Grand Est. 2019
Rapport (rapport technique) hal-02372570 v1
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Data and methods for A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data

Antoine Lejay , Paolo Pigato
[Technical Report] RT-0494, Inria Nancy - Grand Est; Weierstrass Institute. 2017, pp.1-24
Rapport (rapport technique) hal-01668975 v3

Méthodes de calcul de la Value-at-Risk et de la Conditional Value-at-Risk

Nicolas Champagnat , Madalina Deaconu , Antoine Lejay
[Contrat] Inria Nancy - Grand Est (Villers-lès-Nancy, France). 2016
Rapport (rapport contrat/projet) hal-01305032 v1

Analyse de dépendance d'actifs financiers par la méthode des copules

Nicolas Champagnat , Madalina Deaconu , Antoine Lejay , Akram Bedoui
[Contract] Inria. 2015, pp.61
Rapport (rapport contrat/projet) hal-01114790 v1
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One-dimensional skew diffusions: explicit expressions of densities and resolvent kernels

Antoine Lejay , Lionel Lenôtre , Géraldine Pichot
[Research Report] Inria Rennes - Bretagne Atlantique; Inria Nancy - Grand Est. 2015
Rapport (rapport de recherche) hal-01194187 v2
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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
Rapport (rapport de recherche) hal-01140960 v2
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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
Rapport (rapport de recherche) inria-00357992 v4

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
Rapport (rapport contrat/projet) hal-00780460 v1

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
Rapport (rapport contrat/projet) hal-00942009 v1
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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
Rapport (rapport technique) inria-00561409 v2

Problème d'éclatement de tuyaux : approches Monte Carlo

Madalina Deaconu , Antoine Lejay
[Contrat] 2010
Rapport (rapport contrat/projet) hal-00768371 v1

Sur le problème de la stratégie optimale de couverture d'une centrale électrique

Madalina Deaconu , Antoine Lejay , Samuel Herrmann
[Contrat] 2010
Rapport (rapport contrat/projet) hal-00768303 v1

Méthodes de réduction de variance originales et de simulation exacte de prix et de grecques en finance

Aymen Bergaoui , Madalina Deaconu , Mohamed Zied Ghazai , Ines Henrichi , Samuel Herrmann et al.
[Contrat] 2009
Rapport (rapport contrat/projet) hal-00768376 v1
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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
Rapport (rapport de recherche) inria-00072590 v1
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Approche probabiliste de l'homogénéisation des opérateurs sous forme divergence en milieu périodique

Antoine Lejay
RR-3569, INRIA. 1998
Rapport inria-00073112 v1
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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
Communication dans un congrès hal-02928408 v1
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Diffusion processes in discontinuous media: numerical algorithms and benchmark tests

Antoine Lejay , Géraldine Pichot , Lionel Lenôtre
Workshop Validation approaches for multiscale porous media models., Jul 2018, Nottingham, United Kingdom
Communication dans un congrès hal-01900609 v1
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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⟩
Communication dans un congrès hal-00917807 v1
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Détection de courants marins côtiers à partir de séquences vidéo

Stanislas Larnier , Rafael Almar , Rodrigo Cienfuegos , Antoine Lejay
Congrès SMAI 2013 - Seignosse le Penon, France, 27-31 mai 2013, May 2013, Seignosse, France. ⟨10.1051/proc/201445037⟩
Communication dans un congrès hal-00868401 v2
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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⟩
Communication dans un congrès hal-00819900 v1

Perturbation of linear rough differential equations and applications

Antoine Lejay
Rough Paths and PDEs, Aug 2012, Oberwolfach, Germany. ⟨10.4171/OWR/2012/41⟩
Communication dans un congrès hal-00760588 v1
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On Weak Approximation of Stochastic Differential Equations with Discontinuous Drift Coefficient

Arturo Kohatsu-Higa , Antoine Lejay , Kazuhiro Yasuda
Mathematical Economics, Oct 2011, Kyoto, Japan. pp.94-106
Communication dans un congrès hal-00670123 v1

Comparison of some Lagrangian schemes for the simulation of diffusion in discontinuous media

Jocelyne Erhel , Antoine Lejay , Géraldine Pichot
Mamern 2011, May 2011, Saidia, Morocco. pp.319-322
Communication dans un congrès hal-00642194 v1
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Monte Carlo methods for discontinuous media

Antoine Lejay
3rd International Conference on Approximation Methods and numerical Modeling in Environment and Natural Resources MAMERN 2009, Jun 2009, Pau, France. pp.591-596
Communication dans un congrès inria-00393738 v1
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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⟩
Communication dans un congrès inria-00348693 v1
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Rough paths: an introduction using classical analysis

Antoine Lejay
Numerical Nalaysus abd Applied Mathematics (ICNAAM), Sep 2007, Corfou, Greece. pp.339--342
Communication dans un congrès inria-00200339 v1
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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
Communication dans un congrès inria-00092418 v1
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On the Importance of the Levy Area for Studying the Limits of Functions of Converging Stochastic Processes. Application to Homogenization

Antoine Lejay , Terry J. Lyons
Current Trends in Potential Theory, 2003, Bucarest
Communication dans un congrès inria-00092419 v1
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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
Communication dans un congrès inria-00102181 v1
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Weak solution of semi-linear PDE, BSDE and homogenization

Antoine Lejay
Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000), 2000, Monte Carlo, pp.262-272
Communication dans un congrès inria-00101706 v1
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A Monte Carlo Method to Compute the exchange coefficient in the double porosity model

Fabien Campillo , Antoine Lejay
Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000), 2000, Monte Carlo, pp.65-72
Communication dans un congrès inria-00101707 v1

Séminaire de Probabilités L

Catherine Donati-Martin , Antoine Lejay , Alain Rouault
Catherine Donati-Martin; Antoine Lejay; Alain Rouault. Springer, Cham, 50, pp.562, 2019, Séminaire de Probabilités / Lecture Notes in Mathematics - 2252, 978-3-030-28535-7. ⟨10.1007/978-3-030-28535-7⟩
Ouvrages hal-02375632 v1

Séminaire de probabilités XLIX

Emmanuel Boissard , Patrick Cattiaux , Arnaud Guillin , Laurent Miclo , Florian Bouguet et al.
Donati-Martin, Catherine; Lejay, Antoine; Rouault, Alain. Springer, 2215, 2018, Lecture notes in mathematics, ⟨10.1007/978-3-319-92420-5⟩
Ouvrages hal-01931202 v1

Séminaire de Probabilités XLVI

Catherine Donati-Martin , Antoine Lejay , Alain Rouault
Springer International Publishing, 2123, pp.512, 2014, Lecture Notes in Mathematics, 978-3-319-11969-4. ⟨10.1007/978-3-319-11970-0⟩
Ouvrages hal-01109973 v1

Séminaire de Probabilités XLV

Catherine Donati-Martin , Antoine Lejay , Alain Rouault
Donati-Martin, Catherine and Lejay, Antoine and Rouault, Alain. Springer, 2078, pp.558, 2013, Lecture Notes in Mathematics, 978-3-319-00320-7. ⟨10.1007/978-3-319-00321-4⟩
Ouvrages hal-00849019 v1

Séminaire de Probabilités XLIV

Catherine Donati-Martin , Antoine Lejay , Alain Rouault
Catherine Donati-Martin and Antoine Lejay and Alain Rouault. Springer-Verlag, 2046, pp.465, 2012, Lecture Notes in Mathematics, 978-3-642-27460-2. ⟨10.1007/978-3-642-27461-9⟩
Ouvrages hal-00724872 v1

Séminaire de Probabilités XLIII

Catherine Donati-Martin , Antoine Lejay , Alain Rouault
Catherine Donati-Martin and Antoine Lejay and Alain Rouault. Springer-Verlag, 2006, pp.503, 2011, Lecture Notes in Mathematics, 978-3-642-15216-0. ⟨10.1007/978-3-642-15217-7⟩
Ouvrages inria-00541922 v1
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Antoine Lejay
Donati-Martin, Catherine; Lejay, Antoine; Rouault, Alain. Séminaire de Probabilités XLIX, 2215, Springer-Nature, 2018, 978-3-319-92419-9. ⟨10.1007/978-3-319-92420-5_8⟩
Chapitre d'ouvrage hal-01498129 v3
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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⟩
Chapitre d'ouvrage istex inria-00451193 v3
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Matrices aléatoires: Statistique asymptotique des valeurs propres

Leonid Pastur , Antoine Lejay
J. Azéma; M. Émery; M. Ledoux; M. Yor. Séminaire de Probabilités XXXVI, 1801 (1801), Springer Berlin / Heidelberg, pp.135-164, 2004, Lecture Notes in Mathematics, 978-3-540-00072-3. ⟨10.1007/b10068⟩
Chapitre d'ouvrage inria-00102375 v1
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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⟩
Chapitre d'ouvrage inria-00102184 v1