4. Mathematics
  5. Statistics Theory

Antoine Lejay

Mathematics – Statistics Theory

Scientist

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Scientist

IECN, INRIA Sophia Antipolis / INRIA Lorraine / IECN

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

Mathematics – Probability
Scientific paper

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Estimation of the Brownian dimension of a continuous Itô process

Mathematics – Statistics Theory
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Global existence for rough differential equations under linear growth conditions

Mathematics – Probability
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Is a Brownian skew?

Mathematics – Probability
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On the constructions of the skew Brownian motion

Mathematics – Probability
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