Antoine Lejay

Antoine Lejay is a Researcher in the Department of Probability and Statistics at the Faculty of Science and Technology, Université de Lorraine. He is affiliated with the Inria PASTA project team and contributes to interdisciplinary initiatives like the Inria Apollon Exploratory Action (2022–2024) and the CNRS MITI project (2024–2025). His roles include Deputy Director of the AM2I division and former Head of the Probability and Statistics team (2016–2022).

His research spans Rough trajectories, Stochastic analysis, and Probabilistic numerical methods, with applications in Fragmentation equations, Diffusion modeling, and Digital Humanities. He develops algorithms for stochastic processes in discontinuous media and statistical estimators for non-standard models like skew Brownian motion.

Recent publications highlight methodological advancements in Rough differential equations, Hawkes processes for insurance risk, and Fragmentation dynamics. His work combines theoretical analysis (e.g., asymptotic behavior) with computational frameworks (e.g., random walk simulations, interface conditions).

Lejay has held leadership positions in the Charles Hermite Federation (2022–2023) and the GdR TRAG (2018–2023). He collaborates with academic and industrial partners, focusing on interdisciplinary applications in insurance, engineering, and porous media.