A Monte Carlo method to compute the exchange coefficient in the double porosity model. - Fabien Campillo; Antoine Lejay (Monte Carlo Methods Appl., 2001)

Weak solution of semi-linear PDE, BSDE and homogenization. - Antoine Lejay (Monte Carlo Methods Appl., 2001)

A Monte Carlo method without grid for a fractured porous domain model. - Fabien Campillo; Antoine Lejay (Monte Carlo Methods Appl., 2002)

Simulating a diffusion on a graph. Application to reservoir engineering. - Antoine Lejay (Monte Carlo Methods Appl., 2003)

Monte Carlo methods for fissured porous media: a gridless approach. - Antoine Lejay (Monte Carlo Methods Appl., 2004)

Computing the principal eigenvalue of the Laplace operator by a stochastic method. - Antoine Lejay; Sylvain Maire (Math. Comput. Simul., 2007)

Computing the principal eigenelements of some linear operators using a branching Monte Carlo method. - Antoine Lejay; Sylvain Maire (J. Comput. Phys., 2008)

Simulating diffusion processes in discontinuous media: A numerical scheme with constant time steps. - Antoine Lejay; Géraldine Pichot (J. Comput. Phys., 2012)

New Monte Carlo schemes for simulating diffusions in discontinuous media. - Antoine Lejay; Sylvain Maire (J. Comput. Appl. Math., 2013)

Simulating diffusion processes in discontinuous media: Benchmark tests. - Antoine Lejay; Géraldine Pichot (J. Comput. Phys., 2016)

Approximation of CVaR minimization for hedging under exponential-Lévy models. - Madalina Deaconu; Antoine Lejay; Khaled Salhi (J. Comput. Appl. Math., 2017)

Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift. - Arturo Kohatsu-Higa; Antoine Lejay; Kazuhiro Yasuda (J. Comput. Appl. Math., 2017)

A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers. - Antoine Lejay (Math. Comput. Simul., 2018)

An exponential timestepping algorithm for diffusion with discontinuous coefficients. - Antoine Lejay; Lionel Lenôtre; Géraldine Pichot (J. Comput. Phys., 2019)

Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients. - Antoine Lejay; Lionel Lenôtre; Géraldine Pichot (SIAM J. Appl. Math., 2019)

A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations. - Antoine Lejay; Hernán Mardones González (J. Comput. Phys., 2020)

Modeling Diffusion in One Dimensional Discontinuous Media under Generalized Permeable Interface Conditions: Theory and Algorithms. - Elisa Baioni; Antoine Lejay; Géraldine Pichot; Giovanni Michele Porta (SIAM J. Sci. Comput., 2024)