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Long time Hurst regularity of fractional SDEs and their ergodic means
El Mehdi Haress
,
Alexandre Richard
2022
Preprints, Working Papers, ...
hal-03695595v1
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Local Hölder regularity for set-indexed processes
Erick Herbin
,
Alexandre Richard
Journal articles
hal-00862539v1
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On the discrete-time simulation of the rough Heston model
Alexandre Richard
,
Xiaolu Tan
,
Fan Yang
Journal articles
hal-03478994v1
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Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel
Christian Olivera
,
Alexandre Richard
,
Milica Tomasevic
Journal articles
hal-02914779v4
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Regularisation by fractional noise for one-dimensional differential equations with distributional drift
Lukas Anzeletti
,
Alexandre Richard
,
Etienne Tanré
2021
Preprints, Working Papers, ...
hal-03479702v1
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A fractional Brownian field indexed by $L^2$ and a varying Hurst parameter
Alexandre Richard
Journal articles
hal-00922028v1
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Quantitative approximation of the Keller-Segel and Burgers equations by moderately interacting particles
Christian Olivera
,
Alexandre Richard
,
Milica Tomasevic
2020
Preprints, Working Papers, ...
hal-02537226v1
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Discrete-time Simulation of Stochastic Volterra Equations
Alexandre Richard
,
Xiaolu Tan
,
Fan Yang
Journal articles
hal-02528983v1
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Numerical approximation of SDEs with fractional noise and distributional drift
Ludovic Goudenège
,
El Mehdi Haress
,
Alexandre Richard
2023
Preprints, Working Papers, ...
hal-03715427v2
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Some singular sample path properties of a multiparameter fractional Brownian motion
Alexandre Richard
Journal articles
hal-01075245v1
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An integrate-and-fire model to generate spike trains with long-range dependence
Alexandre Richard
,
Patricio Orio
,
Etienne Tanré
Journal articles
hal-01521891v2
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Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
Alexandre Richard
,
Denis Talay
2021
Preprints, Working Papers, ...
hal-01323288v1
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Sub-exponential convergence to equilibrium for Gaussian driven Stochastic Differential Equations with semi-contractive drift
Fabien Panloup
,
Alexandre Richard
Journal articles
hal-01755497v3
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Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise
El Mehdi Haress
,
Alexandre Richard
2023
Preprints, Working Papers, ...
hal-04057186v2
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On the Root solution to the Skorokhod embedding problem given full marginals
Alexandre Richard
,
Xiaolu Tan
,
Nizar Touzi
Journal articles
hal-01902839v2
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Penalisation techniques for one-dimensional reflected rough differential equations
Alexandre Richard
,
Etienne Tanré
,
Soledad Torres
Journal articles
hal-01982781v5
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Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: Results and perspectives
Alexandre Richard
,
Denis Talay
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⟩
Book sections
hal-01620377v1
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