Alexandre Richard

Publications :

• Article in a review - 13 documents
• • El Mehdi Haress, Alexandre Richard. Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise, 2024. (https://universite-paris-saclay.hal.science/hal-04057186v3)
  • Alexandre Richard, Xiaolu Tan, Fan Yang. On the discrete-time simulation of the rough Heston model, 2023-03-31. (https://centralesupelec.hal.science/hal-03478994v1)
  • Lukas Anzeletti, Alexandre Richard, Etienne Tanré. Regularisation by fractional noise for one-dimensional differential equations with distributional drift, 2023-01-01. (https://hal.science/hal-03479702v1)
  • Christian Olivera, Alexandre Richard, Milica Tomasevic. Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel, 2022. (https://inria.hal.science/hal-02914779v4)
  • Alexandre Richard, Xiaolu Tan, Fan Yang. Discrete-time Simulation of Stochastic Volterra Equations, 2021-07-17. (https://hal.science/hal-02528983v1)
  • Alexandre Richard, Xiaolu Tan, Nizar Touzi. On the Root solution to the Skorokhod embedding problem given full marginals, 2020-07-08. (https://hal.science/hal-01902839v2)
  • Fabien Panloup, Alexandre Richard. Sub-exponential convergence to equilibrium for Gaussian driven Stochastic Differential Equations with semi-contractive drift, 2020. (https://hal.science/hal-01755497v3)
  • Alexandre Richard, Etienne Tanré, Soledad Torres. Penalisation techniques for one-dimensional reflected rough differential equations, 2020. (https://hal.science/hal-01982781v5)
  • Alexandre Richard, Patricio Orio, Etienne Tanré. An integrate-and-fire model to generate spike trains with long-range dependence, 2018-06-01. (https://inria.hal.science/hal-01521891v2)
  • Alexandre Richard. Some singular sample path properties of a multiparameter fractional Brownian motion, 2017-02-01. (https://inria.hal.science/hal-01075245v1)
  • Erick Herbin, Alexandre Richard. Local Hölder regularity for set-indexed processes, 2016-09. (https://hal.science/hal-00862539v1)
  • Alexandre Richard. Increment stationarity of $L^2$-indexed stochastic processes: spectral representation and characterization, 2016-02-26. (https://inria.hal.science/hal-01236156v2)
  • Alexandre Richard. A fractional Brownian field indexed by $L^2$ and a varying Hurst parameter, 2015-04-01. (https://inria.hal.science/hal-00922028v1)
• Pre-submission / Working document - 4 documents
• • Ludovic Goudenège, El Mehdi Haress, Alexandre Richard. Numerical approximation of SDEs with fractional noise and distributional drift, 2023-02-23. (https://centralesupelec.hal.science/hal-03715427v2)
  • El Mehdi Haress, Alexandre Richard. Long time Hurst regularity of fractional SDEs and their ergodic means, 2022-06-15. (https://centralesupelec.hal.science/hal-03695595v1)
  • Alexandre Richard, Denis Talay. Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion, 2021. (https://inria.hal.science/hal-01323288v1)
  • Christian Olivera, Alexandre Richard, Milica Tomasevic. Quantitative approximation of the Burgers and Keller-Segel equations by moderately interacting particles, 2020-04-08. (https://inria.hal.science/hal-02537226v1)
• HDR - 1 document
• • Alexandre Richard. Construction et approximation de quelques modèles stochastiques irréguliers: temps d’atteinte, bruits fractionnaires, dérives et interactions singulières, 2023-01-26. (https://universite-paris-saclay.hal.science/tel-04505879v1)
• Work chapter - 1 document
• • Alexandre Richard, Denis Talay. Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: Results and perspectives, 2017-11-22. (https://inria.hal.science/hal-01620377v1)
• Dissertation - 1 document
• • Alexandre Richard. Local regularity of some fractional Brownian fields, 2014-09-29. (https://theses.hal.science/tel-01091243v1)