Antoine Lejay

Identifiers

• name variant Antoine Lejay 0.60 · backfill

Papers (8)

1. Statistical estimation of the Oscillating Brownian Motion math.PR · 2017 · author #1
2. The snapping out Brownian motion math.PR · 2016 · author #1
3. Is a Brownian skew? math.PR · 2011 · author #1
4. Simulation of diffusions by means of importance sampling paradigm math.PR · 2010 · author #2
5. Estimation of the Brownian dimension of a continuous It\^{o} process math.ST · 2008 · author #2
6. On the constructions of the skew Brownian motion math.PR · 2007 · author #1
7. A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients math.PR · 2006 · author #1
8. Young integrals and SPDEs math.PR · 2004 · author #1

Mentions

• 1101.0933 #1 · backfill · confidence 0.70 Antoine Lejay
• 1010.4447 #2 · backfill · confidence 0.70 Antoine Lejay
• 0805.2072 #2 · backfill · confidence 0.70 Antoine Lejay

Frequent Coauthors

• Denis Talay 1 shared papers
• Ernesto Mordecki 1 shared papers
• Jean Jacod 1 shared papers
• Madalina Deaconu 1 shared papers
• Massimiliano Gubinelli 1 shared papers
• Miguel Martinez 1 shared papers
• Paolo Pigato 1 shared papers
• Samy Tindel 1 shared papers
• Soledad Torres 1 shared papers