Concepedia

Antoine Lejay

AL

43

Publications

1.1K

Citations

19

H-Index

2001

Active since

Affiliations

Institut Élie Cartan de Lorraine(Current)

Université de Lorraine

Centre National de la Recherche Scientifique

Institut national de recherche en sciences et technologies du numérique

Centre Inria de l'Université de Lorraine

Antoine Lejay is an author at Institut Élie Cartan de Lorraine specializing in engineering, stochastic processes, and stochastic calculus.

Top concepts

EngineeringStochastic ProcessesStochastic CalculusTransport PhenomenaNumerical AnalysisNumerical SimulationStatisticsProbabilityBrownian MotionNatural Sciences

Publications per year

2001–2022

43

Publications

43

Young Integrals and SPDEs

Massimiliano Gubinelli, Antoine Lejay, Samy Tindel · Potential Analysis · 2006 · 104 citations

Young Integrals, Approximation Theory, Integrable Probability +1

A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients

Antoine Lejay, Miguel Martínez · The Annals of Applied Probability · 2006 · 75 citations · Full text

Numerical Analysis, Infinitesimal Generator, Skew Brownian Motion +13

A Course on Rough Paths: With an Introduction to Regularity Structures

Antoine Lejay · Quantitative Finance · 2020 · 59 citations · Full text

Simulating diffusion processes in discontinuous media: A numerical scheme with constant time steps

Antoine Lejay, Géraldine Pichot · Journal of Computational Physics · 2012 · 55 citations · Full text

Numerical Analysis, Engineering, Diffusion Resistance +14

A Random Walk on Rectangles Algorithm

Mädälina Deaconu, Antoine Lejay · Methodology And Computing In Applied Probability · 2006 · 52 citations · Full text

Engineering, Random Walks, Geometric Algorithm +7

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