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Publications by Antoine Lejay

Simulating Diffusions With Piecewise Constant Coefficients Using a Kinetic Approximation

Computer Methods in Applied Mechanics and Engineering
Mechanics of MaterialsMechanical EngineeringComputer Science ApplicationsComputational MechanicsAstronomyPhysics
2010English

Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension With Discontinuous Coefficients

SIAM Journal on Applied Mathematics
Applied Mathematics
2019English

Two Consistent Estimators for the Skew Brownian Motion

ESAIM - Probability and Statistics
StatisticsProbability
2019English

Global Solutions to Rough Differential Equations With Unbounded Vector Fields

Lecture Notes in Mathematics
Number TheoryAlgebra
2012English

Détection De Courants Marins Côtiers À Partir De Séquences Vidéo

ESAIM: Proceedings and Surveys
2014English

A Random Walk on Rectangles Algorithm

Methodology and Computing in Applied Probability
MathematicsStatisticsProbability
2006English

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