Alexandre Richard
20
Documents
Publications
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Numerical approximation of SDEs with fractional noise and distributional drift2023
Pré-publication, Document de travail
hal-03715427v2
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Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise2023
Pré-publication, Document de travail
hal-04057186v2
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Long time Hurst regularity of fractional SDEs and their ergodic means2022
Pré-publication, Document de travail
hal-03695595v1
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Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion2021
Pré-publication, Document de travail
hal-01323288v1
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Quantitative approximation of the Keller-Segel and Burgers equations by moderately interacting particles2020
Pré-publication, Document de travail
hal-02537226v1
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Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: Results and perspectivesVladimir Panov. Modern Problems of Stochastic Analysis and Statistics, Springer, pp.219-236, 2017, 978-3-319-65313-6. ⟨10.1007/978-3-319-65313-6_9⟩
Chapitre d'ouvrage
hal-01620377v1
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Local regularity of some fractional Brownian fieldsEngineering Sciences [physics]. Ecole Centrale Paris; Bar-Ilan university (Ramat-Gan, Israël), 2014. English. ⟨NNT : 2014ECAP0048⟩
Thèse
tel-01091243v1
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Construction et approximation de quelques modèles stochastiques irréguliers: temps d’atteinte, bruits fractionnaires, dérives et interactions singulièresProbability [math.PR]. Université Paris-Saclay, 2023
HDR
tel-04505879v1
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