Antoine Lejay
Finance · 2003–2010
A researcher in the Science corpus: 7 papers; trusts 29 researchers and is trusted by 23 researchers here, as inferred from the citation graph.
Subfields
- Finance — 46 citations into it; #1,178 of 10,518 by trust here, #3,142 by citations
- Mathematical Physics — 22 citations into it; #1,691 of 8,562 by trust here, #3,022 by citations
- Applied Mathematics — 10 citations into it; #1,108 of 7,620 by trust here, #1,958 by citations
- Economics and Econometrics — 10 citations into it
- Computational Theory and Mathematics — 9 citations into it
- Geometry and Topology — 5 citations into it
Whom Antoine Lejay trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- A. Davie
- Massimiliano Gubinelli
- Terry Lyons
- Richard F. Bass
- Laure Coutin
- David Nualart
- Peter K. Friz
- Zhongmin Qian
- Michel Ledoux
- Nicolas Victoir
Who trusts Antoine Lejay overall
- Massimiliano Gubinelli
- Yaozhong Hu
- A. Gairat
- Peter K. Friz
- David Nualart
- Samy Tindel
- Laure Coutin
- Vadim Shcherbakov
- Terry Lyons
- Jorge A. León
Papers from Antoine Lejay's perspective
Ordered by how strongly the researchers Antoine Lejay trusts endorse each paper. Same corpus, a different order for every researcher.
- System Control and Rough Paths
- Controlling rough paths
- LÉVY AREA OF WIENER PROCESSES IN BANACH SPACES
- A version of Hörmander’s theorem for the fractional Brownian motion
- Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
- Extending the Wong-Zakai theorem to reversible Markov processes
- Stochastic analysis, rough path analysis and fractional Brownian motions
- Young Integrals and SPDEs
- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
- Probability and partial differential equations in modern applied mathematics
Their papers
- Semi-martingales and rough paths theory (2005) — 52 citations
- A Random Walk on Rectangles Algorithm (2006) — 55 citations
- Controlled differential equations as Young integrals: A simple approach (2010) — 58 citations
- Yet another introduction to rough paths (2009) — 46 citations
- On the constructions of the skew Brownian motion (2007) — 269 citations
- Young Integrals and SPDEs (2004) — 114 citations
- An Introduction to Rough Paths (2003) — 125 citations