Zobrazeno 1 - 10
of 113
pro vyhledávání: '"Antoine Lejay"'
Autor:
Laurent Lesage, Jorge Augusto Meira, Antoine Lejay, Radu State, Geoffrey Nichil, Madalina Deaconu
Publikováno v:
European Actuarial Journal
European Actuarial Journal, 2020, 10, pp.377-398. ⟨10.1007/s13385-020-00236-z⟩
European Actuarial Journal, Springer, 2020, 10, pp.377-398. ⟨10.1007/s13385-020-00236-z⟩
European Actuarial Journal, 2020, 10, pp.377-398. ⟨10.1007/s13385-020-00236-z⟩
European Actuarial Journal, Springer, 2020, 10, pp.377-398. ⟨10.1007/s13385-020-00236-z⟩
International audience; We construct a recommendation system for car insurance, to allow agents to optimize up-selling performances, by selecting customers who are most likely to subscribe an additional cover. The originality of our recommendation sy
Publikováno v:
Journal of Computational Physics
Journal of Computational Physics, Elsevier, 2019, 396, pp.888-904. ⟨10.1016/j.jcp.2019.07.013⟩
Journal of Computational Physics, 2019, 396, pp.888-904. ⟨10.1016/j.jcp.2019.07.013⟩
Journal of Computational Physics, Elsevier, 2019, 396, pp.888-904. ⟨10.1016/j.jcp.2019.07.013⟩
Journal of Computational Physics, 2019, 396, pp.888-904. ⟨10.1016/j.jcp.2019.07.013⟩
International audience; We present a new Monte Carlo algorithm to simulate diffusion processes in presence of discontinuous convective and diffusive terms. The algorithm is based on the knowledge of close form analytic expressions of the resolvents o
Autor:
Madalina Deaconu, Antoine Lejay
Publikováno v:
Probability Surveys
Probability Surveys, inPress, 20 (none), pp.226-290. ⟨10.1214/23-PS14⟩
Probability Surveys, inPress, 20 (none), pp.226-290. ⟨10.1214/23-PS14⟩
International audience; In this survey article, we present various probabilistic representations of the fragmentation equation, and show how they are related. We focus on the stochastic process which represents the evolution of the mass of a typical
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ade1092746569d4986627d96f3b12088
https://hal.inria.fr/hal-03483448/document
https://hal.inria.fr/hal-03483448/document
Autor:
Antoine Brault, Antoine Lejay
Publikováno v:
Journal of Differential Equations
Journal of Differential Equations, Elsevier, 2021, 293, pp.482-519. ⟨10.1016/j.jde.2021.05.020⟩
Journal of Differential Equations, 2021, 293, pp.482-519. ⟨10.1016/j.jde.2021.05.020⟩
Journal of Differential Equations, Elsevier, 2021, 293, pp.482-519. ⟨10.1016/j.jde.2021.05.020⟩
Journal of Differential Equations, 2021, 293, pp.482-519. ⟨10.1016/j.jde.2021.05.020⟩
International audience; We give an unified framework to solve rough differential equations. Based on flows, our approach unifies the former ones developed by Davie, Friz-Victoir and Bailleul. The main idea is to build a flow from the iterated product
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a77b163c8df978c03411ef8d9a1f79a
https://hal.inria.fr/hal-01839202v3/document
https://hal.inria.fr/hal-01839202v3/document
Publikováno v:
SIAM Journal on Applied Mathematics. 79:1823-1849
In this article, we provide a general methodology to compute the resolvent kernel as well as the density when available for a one-dimensional second-order differential operators with discontinuous coefficients. In a sequel, the computed resolvent ker
Autor:
Laurent Lesage, Madalina Deaconu, Antoine Lejay, Jorge Augusto Meira, Geoffrey Nichil, Radu State
Publikováno v:
Methodology and Computing in Applied Probability
Methodology and Computing in Applied Probability, 2022, pp.29
HAL
Methodology and Computing in Applied Probability, 2022, pp.29. ⟨10.1007/s11009-022-09938-1⟩
Methodology and Computing in Applied Probability, 2022, pp.29
HAL
Methodology and Computing in Applied Probability, 2022, pp.29. ⟨10.1007/s11009-022-09938-1⟩
International audience; Hawkes process are temporal self-exciting point processes. They are well established in earthquake modelling or finance and their application is spreading to diverse areas. Most models from the literature have two major drawba
Autor:
Antoine Lejay
Publikováno v:
Bulletin of the American Mathematical Society
Bulletin of the American Mathematical Society, American Mathematical Society, In press
HAL
Bulletin of the American Mathematical Society, In press
Bulletin of the American Mathematical Society, American Mathematical Society, In press
HAL
Bulletin of the American Mathematical Society, In press
International audience; We give a review of the book A course on rough paths-With an introduction to regularity structures (2nd edition) by P.K. Friz and M Hairer with a brief insight of some current developments in the field as well as their usefuln
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4c2cedba22e96ebe0ba625c773a5298c
https://hal.inria.fr/hal-03475899/file/book_review_Friz_Hairer_Bull_AMS.pdf
https://hal.inria.fr/hal-03475899/file/book_review_Friz_Hairer_Bull_AMS.pdf
Publikováno v:
Journal of Computational Physics
Journal of Computational Physics, 2020, 420 (109689), ⟨10.1016/j.jcp.2020.109689⟩
Journal of Computational Physics, Elsevier, 2020, 420 (109689), ⟨10.1016/j.jcp.2020.109689⟩
Journal of Computational Physics, 2020, 420 (109689), ⟨10.1016/j.jcp.2020.109689⟩
Journal of Computational Physics, Elsevier, 2020, 420 (109689), ⟨10.1016/j.jcp.2020.109689⟩
International audience; A novel probabilistic scheme for solving the incompressible Navier-Stokes equations is studied, in which we approximate a generalized nonlinear Feyman-Kac formula. The velocity field is interpreted as the mean value of a stoch
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::38166a80fd9b7f898c530aab63ed97e7
https://inria.hal.science/hal-02377108v3/document
https://inria.hal.science/hal-02377108v3/document
Publikováno v:
Lecture Notes in Mathematics ISBN: 9783030285340
Catherine Donati-Martin; Antoine Lejay; Alain Rouault. Springer, Cham, 50, pp.562, 2019, Séminaire de Probabilités / Lecture Notes in Mathematics-2252, 978-3-030-28535-7. ⟨10.1007/978-3-030-28535-7⟩
Catherine Donati-Martin; Antoine Lejay; Alain Rouault. 50, Springer, Cham, pp.562, 2019, Séminaire de Probabilités / Lecture Notes in Mathematics-2252, 978-3-030-28535-7. ⟨10.1007/978-3-030-28535-7⟩
Catherine Donati-Martin; Antoine Lejay; Alain Rouault. Springer, Cham, 50, pp.562, 2019, Séminaire de Probabilités / Lecture Notes in Mathematics-2252, 978-3-030-28535-7. ⟨10.1007/978-3-030-28535-7⟩
Catherine Donati-Martin; Antoine Lejay; Alain Rouault. 50, Springer, Cham, pp.562, 2019, Séminaire de Probabilités / Lecture Notes in Mathematics-2252, 978-3-030-28535-7. ⟨10.1007/978-3-030-28535-7⟩
International audience; This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e59bfbf572e208a74397d3ad77d7004b
https://doi.org/10.1007/978-3-030-28535-7
https://doi.org/10.1007/978-3-030-28535-7
Publikováno v:
2020 RING MEETING
2020 RING MEETING, Sep 2020, Nancy, France
HAL
2020 RING MEETING, Sep 2020, Nancy, France
HAL
International audience; The occurrences of earthquakes can be regarded as a point process. The arrivals of these earthquakes are, however not independent. Large earthquakes can trigger aftershocks. We say that the process is self-exciting. Hawkes pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::1a29da84dc3120a91ee8822a33353d1d
https://hal.science/hal-02928408
https://hal.science/hal-02928408