Antoine Lejay

Antoine Lejay

Université de Lorraine - Nancy / France
Others
AD Scientific Index ID: 1706430
University of Lorraine
person_outline Antoine Lejay's MOST POPULAR ARTICLES
1-) On the constructions of the skew Brownian motionA LejayProbability Surveys 3, 413-466, 20062202006
2-) An introduction to rough pathsA LejaySéminaire de probabilités XXXVII, 1-59, 20031402003
3-) Young integrals and SPDEsM Gubinelli, A Lejay, S TindelPotential Analysis 25 (4), 307-326, 20061182006
4-) A scheme for simulating one-dimensional diffusion processes with discontinuous coefficientsA Lejay, M Martinez1002006
5-) Simulating diffusion processes in discontinuous media: a numerical scheme with constant time stepsA Lejay, G PichotJournal of computational physics 231 (21), 7299-7314, 2012662012