Authors: Lejay, Antoine Martinez, Miguel

Citation: Lejay, Antoine et Martinez, Miguel, A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients, Annals of applied probability , 16(1), 2006, pp. 107-139

Authors: Deaconu, Madalina Lejay, Antoine

Citation: Deaconu, Madalina et Lejay, Antoine, Simulation of diffusions by means of importance sampling paradigm, Annals of applied probability , 20(4), 2010, pp. 1389-1424

Authors: Lejay, Antoine

Citation: Lejay, Antoine, The snapping out brownian motion, Annals of applied probability , 26(3), 2016, pp. 1727-1742