The following pages link to Antoine Lejay (Q204327):
Displaying 50 items.
- The snapping out Brownian motion (Q303968) (← links)
- Perturbed linear rough differential equations (Q397791) (← links)
- Simulation of a stochastic process in a discontinuous layered medium (Q428716) (← links)
- Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
- Controlled differential equations as Young integrals: a simple approach (Q710514) (← links)
- Semi-martingales and rough paths theory (Q850363) (← links)
- Young integrals and SPDEs (Q854744) (← links)
- Computing the principal eigenvalue of the Laplace operator by a stochastic method (Q870438) (← links)
- Computing the principal eigenelements of some linear operators using a branching Monte Carlo method (Q956335) (← links)
- On the constructions of the skew Brownian motion (Q980760) (← links)
- Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
- Estimation of the Brownian dimension of a continuous Itô process (Q1002566) (← links)
- On rough differential equations (Q1039106) (← links)
- Sensitivity of rough differential equations: an approach through the omega lemma (Q1690299) (← links)
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
- BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion. (Q1766037) (← links)
- On the convergence of stochastic integrals driven by processes converging on account of a homogenization property (Q1858665) (← links)
- New Monte Carlo schemes for simulating diffusions in discontinuous media (Q1947493) (← links)
- A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers (Q1996933) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- The non-linear sewing lemma. II. Lipschitz continuous formulation (Q2048512) (← links)
- Constructing general rough differential equations through flow approximations (Q2076650) (← links)
- A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
- The non-linear sewing lemma III: stability and generic properties (Q2199333) (← links)
- A recommendation system for car insurance (Q2219620) (← links)
- An exponential timestepping algorithm for diffusion with discontinuous coefficients (Q2222463) (← links)
- The non-linear sewing lemma I: weak formulation (Q2316583) (← links)
- Simulating diffusion processes in discontinuous media: benchmark tests (Q2375139) (← links)
- A random walk on rectangles algorithm (Q2433258) (← links)
- Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
- A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients (Q2494575) (← links)
- On \((p,q)\)-rough paths (Q2496725) (← links)
- A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE. (Q2574637) (← links)
- Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance (Q2684927) (← links)
- Probabilistic representations of fragmentation equations (Q2693375) (← links)
- A Monte Carlo method to compute the exchange coefficient in the double porosity model (Q2724980) (← links)
- Weak solution of semi-linear PDE, BSDE and homogenization (Q2732322) (← links)
- (Q2774033) (← links)
- Global Solutions to Rough Differential Equations with Unbounded Vector Fields (Q2908743) (← links)
- A Monte Carlo method without grid for a fractured porous domain model (Q3148742) (← links)
- Détection de courants marins côtiers à partir de séquences vidéo (Q3465874) (← links)
- (Q3582458) (← links)
- Yet another introduction to rough paths (Q3653073) (← links)
- Séminaire de Probabilités XXXVI (Q4451241) (← links)
- (Q4453255) (← links)
- Simulating a diffusion on a graph. Application to reservoir engineering (Q4462530) (← links)
- (Q4543595) (← links)
- Monte Carlo methods for fissured porous media: a gridless approach * (Q4655062) (← links)
- A Course on Rough Paths: With an Introduction to Regularity Structures (Q4991067) (← links)
