Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps
Antoine Lejay
,
Géraldine Pichot
Article dans une revue
hal-00649170v3
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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
Article dans une revue
hal-00840211v5
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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-02928408v1
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The non-linear sewing lemma III : stability and generic properties
Antoine Brault
,
Antoine Lejay
Article dans une revue
hal-02265268v2
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Global existence for rough differential equations under linear growth conditions
Massimiliano Gubinelli
,
Antoine Lejay
2009
Pré-publication, Document de travail
hal-00384327v1
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Regime switching model for financial data: empirical risk analysis
Khaled Salhi
,
Madalina Deaconu
,
Antoine Lejay
,
Nicolas Champagnat
,
Nicolas Navet
Article dans une revue
hal-01095299v2
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A Recommendation System For Insurance Built With A Multivariate Hawkes Process Based On Customers' Life Events
Laurent Lesage
,
Madalina Deaconu
,
Antoine Lejay
,
Jorge Augusto Meira
,
Geoffrey Nichil
,
et al.
2021
Pré-publication, Document de travail
hal-03483812v1
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Maximum likelihood estimator for skew Brownian motion: the convergence rate
Antoine Lejay
,
Sara Mazzonetto
Article dans une revue
hal-03975966v1
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A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers
Antoine Lejay
Article dans une revue
hal-01216471v6
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Stochastic Differential Equations Driven by Processes Generated by Divergence Form Operators I: A Wong-Zakai Theorem
Antoine Lejay
Article dans une revue
inria-00092426v1
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On the convergence of stochastic integrals driven by processes converging on account of a homogenization property
Antoine Lejay
Article dans une revue
inria-00093190v2
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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-00541922v1
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Constructing general rough differential equations through flow approximations
Antoine Lejay
Article dans une revue
hal-02871886v4
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Measurable sub-Riemannian geometry on the lifted Sierpinski gasket to the Heisenberg group
Samia Haraketi
,
Ezedine Haouala
,
Antoine Lejay
2018
Pré-publication, Document de travail
hal-01927134v1
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Séminaire de Probabilités XLVI
Catherine Donati-Martin
,
Antoine Lejay
,
Alain Rouault
Ouvrages
hal-01109973v1
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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-00724872v1
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A Recommendation System For Car Insurance
Laurent Lesage
,
Madalina Deaconu
,
Antoine Lejay
,
Jorge Augusto Meira
,
Geoffrey Nichil
,
et al.
Article dans une revue
hal-02420954v2
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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-00001219v1
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BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization
Antoine Lejay
Article dans une revue
inria-00001229v1
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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
Pré-publication, Document de travail
hal-04166559v2
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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
inria-00561409v2
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Controlled differential equations as Young integrals: a simple approach
Antoine Lejay
Article dans une revue
inria-00402397v1
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A Donsker theorem to simulate one-dimensional processes with measurable coefficients
Pierre Etoré
,
Antoine Lejay
Article dans une revue
inria-00077851v1
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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-00092428v1
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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-00092418v1
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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
hal-03450260v1
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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
Article dans une revue
hal-00652117v1
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A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations
Antoine Lejay
,
Hernán Mardones González
Article dans une revue
hal-02377108v3
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Rough differential equations with affine boundary conditions
Antoine Lejay
,
Renaud Marty
2023
Pré-publication, Document de travail
hal-03626402v3
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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
inria-00357992v4
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