Antoine Lejay
Publications
Publications
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Beyond the delta method2025 |
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A Recommendation System For Insurance Built With A Multivariate Hawkes Process Based On Customers' Life Events2024 |
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Rough differential equations with affine boundary conditions2023 |
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Measurable sub-Riemannian geometry on the lifted Sierpinski gasket to the Heisenberg group2018 |
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An empirical analysis of heavy-tails behavior of financial data: The case for power laws2013 |
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Global existence for rough differential equations under linear growth conditions2009 |
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A short introduction to rough paths: outline and selected bibliography2009 |
Séminaire de Probabilités LIISpringer Nature Switzerland, 2363, 2025, Lecture Notes in Mathematics, 978-3-031-86421-6. ⟨10.1007/978-3-031-86422-3⟩ |
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Séminaire de Probabilités LISpringer Nature, 2301, 389 p., 2022, Séminaire de Probabilités / Lecture Notes in Mathematics, 978-3-030-96408-5. ⟨10.1007/978-3-030-96409-2⟩ |
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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⟩ |
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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⟩ |
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⟩ |
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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⟩ |
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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⟩ |
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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⟩ |
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Hawkes point processes based inference applied to seismic data analysis2020 RING MEETING, Sep 2020, Nancy, France |
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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 |
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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⟩ |
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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⟩ |
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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⟩ |
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On Weak Approximation of Stochastic Differential Equations with Discontinuous Drift CoefficientMathematical Economics, Oct 2011, Kyoto, Japan. pp.94-106 |
Perturbation of linear rough differential equations and applicationsRough Paths and PDEs, Aug 2012, Oberwolfach, Germany. ⟨10.4171/OWR/2012/41⟩ |
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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 |
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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 |
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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⟩ |
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Rough paths: an introduction using classical analysisNumerical Nalaysus abd Applied Mathematics (ICNAAM), Sep 2007, Corfou, Greece. pp.339--342 |
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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 |
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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 |
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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 |
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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 |
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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 |
La collecte d’histoires de collaborations mathématiques - entreprises réussies2020, numéro 123, p. 45-57 |
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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⟩ |
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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⟩ |
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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⟩ |
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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⟩ |