| On the constructions of the skew Brownian motion A Lejay | 262 | 2006 |
| An introduction to rough paths A Lejay Lecture Notes in Mathematics, Séminaire de probabilités, XXXVII, 1–59, 1832 | 149* | 1832 |
| Young integrals and SPDEs M Gubinelli, A Lejay, S Tindel Potential Analysis 25 (4), 307-326, 2006 | 119 | 2006 |
| A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients A Lejay, M Martinez | 100 | 2006 |
| Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps A Lejay, G Pichot Journal of computational physics 231 (21), 7299-7314, 2012 | 65 | 2012 |
| A random walk on rectangles algorithm M Deaconu, A Lejay Methodology and Computing in Applied Probability 8, 135-151, 2006 | 63 | 2006 |
| Controlled differential equations as Young integrals: a simple approach A Lejay Journal of Differential Equations 249 (8), 1777-1798, 2010 | 62 | 2010 |
| On (p, q)-rough paths A Lejay, N Victoir Journal of Differential Equations 225 (1), 103-133, 2006 | 52 | 2006 |
| Semi-martingales and rough paths theory L Coutin, A Lejay | 47 | 2005 |
| Weak rate of convergence of the Euler–Maruyama scheme for stochastic differential equations with non-regular drift A Kohatsu-Higa, A Lejay, K Yasuda Journal of Computational and Applied Mathematics 326, 138-158, 2017 | 46 | 2017 |
| The snapping out Brownian motion A Lejay | 45 | 2016 |
| Simulating a diffusion on a graph. Application to reservoir engineering A Lejay Monte Carlo Methods Appl. 9 (3), 241-255, 2003 | 42 | 2003 |
| Statistical estimation of the oscillating Brownian motion A Lejay, P Pigato | 40 | 2018 |
| Méthodes probabilistes pour l'homogénéisation des opérateurs sous forme divergence: cas linéaires et semi-linéaires| Theses. fr A Lejay Aix-Marseille 1, 2000 | 40 | 2000 |
| Regime switching model for financial data: Empirical risk analysis K Salhi, M Deaconu, A Lejay, N Champagnat, N Navet Physica A: Statistical Mechanics and its Applications 461, 148-157, 2016 | 39 | 2016 |
| Yet another introduction to rough paths A Lejay Séminaire de probabilités XLII, 1-101, 2009 | 38 | 2009 |
| New Monte Carlo schemes for simulating diffusions in discontinuous media A Lejay, S Maire Journal of computational and applied mathematics 245, 97-116, 2013 | 35 | 2013 |
| BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization A Lejay Stochastic processes and their applications 97 (1), 1-39, 2002 | 34 | 2002 |
| A Donsker theorem to simulate one-dimensional processes with measurable coefficients P Étoré, A Lejay ESAIM: Probability and Statistics 11, 301-326, 2007 | 32 | 2007 |
| A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE A Lejay Stochastic processes and their applications 110 (1), 145-176, 2004 | 31 | 2004 |
Paolo PigatoUniversity of Rome Tor VergataVerified email at uniroma2.eu
