Antoine Lejay
115
Documents
Publications
Publications
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Beyond the delta method2025
Pré-publication, Document de travail
hal-03738371
v4
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A Recommendation System For Insurance Built With A Multivariate Hawkes Process Based On Customers' Life Events2024
Pré-publication, Document de travail
hal-03483812
v2
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Rough differential equations with affine boundary conditions2023
Pré-publication, Document de travail
hal-03626402
v3
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Measurable sub-Riemannian geometry on the lifted Sierpinski gasket to the Heisenberg group2018
Pré-publication, Document de travail
hal-01927134
v1
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An empirical analysis of heavy-tails behavior of financial data: The case for power laws2013
Pré-publication, Document de travail
hal-00851429
v1
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A short introduction to rough paths: outline and selected bibliography2009
Pré-publication, Document de travail
inria-00419931
v1
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Global existence for rough differential equations under linear growth conditions2009
Pré-publication, Document de travail
hal-00384327
v1
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Hawkes point processes based inference applied to seismic data analysis2020 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 testsWorkshop 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 imageryICS 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 vidéoCongrès 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 interfacesInterplay 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
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Perturbation of linear rough differential equations and applicationsRough 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 CoefficientMathematical Economics, Oct 2011, Kyoto, Japan. pp.94-106
Communication dans un congrès
hal-00670123
v1
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Comparison of some Lagrangian schemes for the simulation of diffusion in discontinuous mediaMamern 2011, May 2011, Saidia, Morocco. pp.319-322
Communication dans un congrès
hal-00642194
v1
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Monte Carlo methods for discontinuous media3rd 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 DiffusionsICIAM 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 analysisNumerical 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 motionMulti 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 HomogenizationCurrent 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 approachIV 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 homogenizationMonte 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 modelMonte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000), 2000, Monte Carlo, pp.65-72
Communication dans un congrès
inria-00101707
v1
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La collecte d’histoires de collaborations mathématiques - entreprises réussies2020, numéro 123, p. 45-57
Autre publication scientifique
hal-04442266
v1
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Séminaire de Probabilités LCatherine 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
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Séminaire de probabilités XLIXDonati-Martin, Catherine; Lejay, Antoine; Rouault, Alain. Springer, 2215, 2018, Lecture notes in mathematics, ⟨10.1007/978-3-319-92420-5⟩
Ouvrages
hal-01931202
v1
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Séminaire de Probabilités XLVISpringer 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
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Séminaire de Probabilités XLVDonati-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
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Séminaire de Probabilités XLIVCatherine 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
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Séminaire de Probabilités XLIIICatherine 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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The Girsanov theorem without (so much) stochastic analysisDonati-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 fieldsCatherine 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 propresJ. 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 PathsJ. 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
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