Skip to Main content
Number of documents

16

Alexandre Richard


Journal articles11 documents

  • Christian Olivera, Alexandre Richard, Milica Tomasevic. Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel. Annali della Scuola Normale Superiore di Pisa, Classe di Scienze, Scuola Normale Superiore In press, ⟨10.2422/2036-2145.202105_087⟩. ⟨hal-02914779v4⟩
  • Alexandre Richard, Xiaolu Tan, Fan yang. Discrete-time Simulation of Stochastic Volterra Equations. Stochastic Processes and their Applications, Elsevier, 2021, ⟨10.1016/j.spa.2021.07.003⟩. ⟨hal-02528983⟩
  • Alexandre Richard, Xiaolu Tan, Nizar Touzi. On the Root solution to the Skorokhod embedding problem given full marginals. SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2020, 58 (4), pp.1874-1892. ⟨10.1137/18M1222594⟩. ⟨hal-01902839v2⟩
  • Fabien Panloup, Alexandre Richard. Sub-exponential convergence to equilibrium for Gaussian driven Stochastic Differential Equations with semi-contractive drift. Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2020, 25, ⟨10.1214/20-EJP464⟩. ⟨hal-01755497v3⟩
  • Alexandre Richard, Etienne Tanré, Soledad Torres. Penalisation techniques for one-dimensional reflected rough differential equations. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2020, 26 (4), pp.2949--2986. ⟨10.3150/20-BEJ1212⟩. ⟨hal-01982781v5⟩
  • Pauline Harlé, Alexandra Kushnir, Coralie Aichholzer, Michael Heap, Régis Hehn, et al.. Heat flow density estimates in the Upper Rhine Graben using laboratory measurements of thermal conductivity on sedimentary rocks. Geothermal Energy, Springer, 2019, ⟨10.1186/s40517-019-0154-3⟩. ⟨hal-02448402⟩
  • Alexandre Richard, Patricio Orio, Etienne Tanré. An integrate-and-fire model to generate spike trains with long-range dependence. Journal of Computational Neuroscience, Springer Verlag, 2018, 44 (3), pp.297-312. ⟨10.1007/s10827-018-0680-1⟩. ⟨hal-01521891v2⟩
  • Alexandre Richard. Some singular sample path properties of a multiparameter fractional Brownian motion. Journal of Theoretical Probability, Springer, 2017, 30 (4), pp.1285-1309 ⟨10.1007/s10959-016-0694-4⟩. ⟨hal-01075245⟩
  • Erick Herbin, Alexandre Richard. Local Hölder regularity for set-indexed processes. Israel Journal of Mathematics, Hebrew University Magnes Press, 2016, 215 (1), pp.397 - 440. ⟨10.1007/s11856-016-1382-x⟩. ⟨hal-00862539⟩
  • Alexandre Richard. Increment stationarity of $L^2$-indexed stochastic processes: spectral representation and characterization. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2016, 21, pp.15. ⟨10.1214/16-ECP4727⟩. ⟨hal-01236156v2⟩
  • Alexandre Richard. A fractional Brownian field indexed by $L^2$ and a varying Hurst parameter. Stochastic Processes and their Applications, Elsevier, 2015, 125 (4), pp.1394-1425. ⟨10.1016/j.spa.2014.11.003⟩. ⟨hal-00922028⟩

Book sections1 document

  • Alexandre Richard, Denis Talay. Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: Results and perspectives. Vladimir 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⟩. ⟨hal-01620377⟩

Preprints, Working Papers, ...3 documents

  • Alexandre Richard, Xiaolu Tan, Fan yang. On the discrete-time simulation of the rough Heston model. 2021. ⟨hal-03478994⟩
  • Alexandre Richard, Denis Talay. Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion. 2021. ⟨hal-01323288⟩
  • Christian Olivera, Alexandre Richard, Milica Tomasevic. Quantitative approximation of the Keller-Segel and Burgers equations by moderately interacting particles. 2020. ⟨hal-02537226⟩

Theses1 document

  • Alexandre Richard. Local regularity of some fractional Brownian fields. Engineering Sciences [physics]. Ecole Centrale Paris; Bar-Ilan university (Ramat-Gan, Israël), 2014. English. ⟨NNT : 2014ECAP0048⟩. ⟨tel-01091243⟩