Antoine Lejay

1.4k total citations
70 papers, 705 citations indexed

About

Antoine Lejay is a scholar working on Finance, Computational Theory and Mathematics and Mathematical Physics. According to data from OpenAlex, Antoine Lejay has authored 70 papers receiving a total of 705 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 26 papers in Computational Theory and Mathematics and 15 papers in Mathematical Physics. Recurrent topics in Antoine Lejay's work include Stochastic processes and financial applications (27 papers), Advanced Mathematical Modeling in Engineering (26 papers) and Stochastic processes and statistical mechanics (12 papers). Antoine Lejay is often cited by papers focused on Stochastic processes and financial applications (27 papers), Advanced Mathematical Modeling in Engineering (26 papers) and Stochastic processes and statistical mechanics (12 papers). Antoine Lejay collaborates with scholars based in France, United States and Chile. Antoine Lejay's co-authors include Géraldine Pichot, Sylvain Maire, Laure Coutin, Paolo Pigato, Samy Tindel, Massimiliano Gubinelli, Ernesto Mordecki, Soledad Torres, Arturo Kohatsu‐Higa and Nicolas Victoir and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Computational Physics and Computer Methods in Applied Mechanics and Engineering.

In The Last Decade

Antoine Lejay

64 papers receiving 681 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Antoine Lejay France 16 383 232 201 90 87 70 705
Sergey V. Lototsky United States 16 458 1.2× 197 0.8× 287 1.4× 250 2.8× 54 0.6× 48 996
Mihály Kovács Sweden 20 422 1.1× 165 0.7× 258 1.3× 170 1.9× 52 0.6× 66 1.1k
Tomasz Komorowski Poland 15 162 0.4× 348 1.5× 165 0.8× 110 1.2× 122 1.4× 88 620
Mireille Bossy France 12 325 0.8× 111 0.5× 66 0.3× 77 0.9× 64 0.7× 47 587
Aldo Tagliani Italy 17 182 0.5× 66 0.3× 81 0.4× 115 1.3× 172 2.0× 83 1.0k
Wolfgang M. Schmidt Germany 17 308 0.8× 389 1.7× 312 1.6× 141 1.6× 65 0.7× 79 1.3k
Mikhail Lifshits Russia 14 414 1.1× 406 1.8× 80 0.4× 216 2.4× 251 2.9× 100 1.0k
S. R. Srinivasa Varadhan United States 2 582 1.5× 365 1.6× 207 1.0× 232 2.6× 153 1.8× 2 1.0k
Emmanuel Gobet France 22 1.4k 3.6× 201 0.9× 196 1.0× 61 0.7× 298 3.4× 101 1.8k
Stéphane Menozzi France 14 391 1.0× 144 0.6× 131 0.7× 158 1.8× 81 0.9× 39 550

Countries citing papers authored by Antoine Lejay

Since Specialization
Citations

This map shows the geographic impact of Antoine Lejay's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Antoine Lejay with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Antoine Lejay more than expected).

Fields of papers citing papers by Antoine Lejay

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Antoine Lejay. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Antoine Lejay. The network helps show where Antoine Lejay may publish in the future.

Co-authorship network of co-authors of Antoine Lejay

This figure shows the co-authorship network connecting the top 25 collaborators of Antoine Lejay. A scholar is included among the top collaborators of Antoine Lejay based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Antoine Lejay. Antoine Lejay is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Lejay, Antoine, et al.. (2025). Long time asymptotic behavior of a self-similar fragmentation equation. Nonlinear Analysis. 257. 113805–113805.
2.
Lejay, Antoine, et al.. (2022). Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance. Methodology And Computing In Applied Probability. 24(4). 2509–2537. 5 indexed citations
3.
Lejay, Antoine, et al.. (2020). A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations. Journal of Computational Physics. 420. 109689–109689. 1 indexed citations
4.
Lejay, Antoine, et al.. (2019). The non-linear sewing lemma I: weak formulation. Electronic Journal of Probability. 24(none). 3 indexed citations
5.
Lejay, Antoine, et al.. (2019). An exponential timestepping algorithm for diffusion with discontinuous coefficients. Journal of Computational Physics. 396. 888–904. 7 indexed citations
6.
Lejay, Antoine & Paolo Pigato. (2018). Statistical estimation of the Oscillating Brownian Motion. Bernoulli. 24(4B). 18 indexed citations
7.
Lejay, Antoine & Paolo Pigato. (2018). Maximum likelihood drift estimation for a threshold diffusion. HAL (Le Centre pour la Communication Scientifique Directe). 7 indexed citations
8.
Lejay, Antoine, et al.. (2018). Séminaire de Probabilités XLIX. Lecture notes in mathematics.
9.
Coutin, Laure & Antoine Lejay. (2017). Sensitivity of rough differential equations: An approach through the Omega lemma. Journal of Differential Equations. 264(6). 3899–3917. 8 indexed citations
10.
Kohatsu‐Higa, Arturo, et al.. (2017). Weak rate of convergence of the Euler–Maruyama scheme for stochastic differential equations with non-regular drift. Journal of Computational and Applied Mathematics. 326. 138–158. 17 indexed citations
11.
Lejay, Antoine, et al.. (2017). Approximation of CVaR minimization for hedging under exponential-Lévy models. Journal of Computational and Applied Mathematics. 326. 171–182. 5 indexed citations
12.
Lejay, Antoine, Ernesto Mordecki, & Soledad Torres. (2014). Numerical approximation of Backward Stochastic Differential Equations with Jumps. Stochastic Analysis and Applications. 32. 18 indexed citations
13.
Kohatsu‐Higa, Arturo, et al.. (2012). On Weak Approximation of Stochastic Differential Equations with Discontinuous Drift Coefficient (Mathematical Economics). 数理解析研究所講究録. 1788(3). 94–106. 3 indexed citations
14.
Lejay, Antoine & Sylvain Maire. (2012). New Monte Carlo schemes for simulating diffusions in discontinuous media. Journal of Computational and Applied Mathematics. 245. 97–116. 15 indexed citations
15.
Donati-Martin, Catherine, Antoine Lejay, & Alain Rouault. (2012). Séminaire de Probabilités XLIV. Lecture notes in mathematics. 2 indexed citations
16.
Lejay, Antoine. (2010). Controlled differential equations as Young integrals: A simple approach. Journal of Differential Equations. 249(8). 1777–1798. 21 indexed citations
17.
Lejay, Antoine, et al.. (2007). Simulation of a diffusion process by using the importance sampling paradigm. The Annals of Applied Probability. 1 indexed citations
18.
Lejay, Antoine & Nicolas Victoir. (2006). On (p,q)-rough paths. Journal of Differential Equations. 225(1). 103–133. 17 indexed citations
19.
Lejay, Antoine. (2002). On the decomposition of excursions measures of processes whose generators have diffusion coefficients discontinuous at one point. HAL (Le Centre pour la Communication Scientifique Directe). 8(1). 117–126. 7 indexed citations
20.
Lejay, Antoine. (2001). A probabilistic approach to the homogenization of divergence‐form operators in periodic media. Asymptotic Analysis. 28(2). 151–162. 7 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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