Antoine Lejay

Researcher in the INRIA project-team TOSCA (in Nancy,France).
Member of the team of Probability and Statistics, Institut Elie Cartan (IECN, Nancy, France).
Holder of a Habilitation à diriger des recherches, Université Henri Poincaré (Nancy, France) since 2007 and a Ph.D. thesis, Université de Provence (Marseille, France) in 2000 in applied mathematics.

Coordinates

Antoine Lejay
IECN
Campus scientifique
BP 70239
54506 Vandoeuvre-lès-Nancy CEDEX, France

Tel: +33(0)3 83 68 45 51
Fax: +33 (0)3 83 68 45 34
Email: Antoine.Lejay followed by iecn.u-nancy.fr

Scientific topics

Stochastic modelling and Monte Carlo simulations
Stochastic analysis for diffusion processes
Rough paths

[Publications] [Softwares]

Ongoing projects and responsabilities

Editor of the Séminaire de Probabilités with Catherine Donati-Martin and Alain Rouault since 2009.
Participant to the ANR ECRU (Exploration des Chemins RUgueux) on rough paths (2009-2011).
Participant to the Marie Curie action multifractionality (2009-2011).

Last update of this document: 31 January 2010