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researcher

A. Lejay

19 papers hereh-index 242k citations116 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author7
  • middle author3
  • last author6

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR14
  • math.ST3
  • math.CA1
  • q-fin.CP1
same name
  • A. Lejay — 1 paper, h 6

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20042023
most citedOn the constructions of the skew Brownian motion

179 citations · 335 across the 13 of their papers we have counts for

collaborators
Showing 2006 · math.PRShow all

1 paper · 2 filters

math.PR2006★ 76 cited

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

Antoine Lejay, Miguel Martinez

The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coeffi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.