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authIdHal_s : alexandre-richard

Long time Hurst regularity of fractional SDEs and their ergodic means

El Mehdi Haress , Alexandre Richard
Preprints, Working Papers, ... hal-03695595v1

Local Hölder regularity for set-indexed processes

Erick Herbin , Alexandre Richard
Israel Journal of Mathematics, 2016, 215 (1), pp.397 - 440. ⟨10.1007/s11856-016-1382-x⟩
Journal articles hal-00862539v1

On the discrete-time simulation of the rough Heston model

Alexandre Richard , Xiaolu Tan , Fan Yang
SIAM Journal on Financial Mathematics, 2023, 14 (1), pp.223-249. ⟨10.1137/21M1443807⟩
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
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze, 2022, ⟨10.2422/2036-2145.202105_087⟩
Journal articles hal-02914779v4

Regularisation by fractional noise for one-dimensional differential equations with distributional drift

Lukas Anzeletti , Alexandre Richard , Etienne Tanré
Preprints, Working Papers, ... hal-03479702v1
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A fractional Brownian field indexed by $L^2$ and a varying Hurst parameter

Alexandre Richard
Stochastic Processes and their Applications, 2015, 125 (4), pp.1394-1425. ⟨10.1016/⟩
Journal articles hal-00922028v1

Quantitative approximation of the Keller-Segel and Burgers equations by moderately interacting particles

Christian Olivera , Alexandre Richard , Milica Tomasevic
Preprints, Working Papers, ... hal-02537226v1

Discrete-time Simulation of Stochastic Volterra Equations

Alexandre Richard , Xiaolu Tan , Fan Yang
Stochastic Processes and their Applications, 2021, ⟨10.1016/⟩
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
Preprints, Working Papers, ... hal-03715427v2
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Some singular sample path properties of a multiparameter fractional Brownian motion

Alexandre Richard
Journal of Theoretical Probability, 2017, 30 (4), pp.1285-1309 ⟨10.1007/s10959-016-0694-4⟩
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 of Computational Neuroscience, 2018, 44 (3), pp.297-312. ⟨10.1007/s10827-018-0680-1⟩
Journal articles hal-01521891v2

Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion

Alexandre Richard , Denis Talay
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
Electronic Journal of Probability, 2020, 25, ⟨10.1214/20-EJP464⟩
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
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
SIAM Journal on Control and Optimization, 2020, 58 (4), pp.1874-1892. ⟨10.1137/18M1222594⟩
Journal articles hal-01902839v2
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Penalisation techniques for one-dimensional reflected rough differential equations

Alexandre Richard , Etienne Tanré , Soledad Torres
Bernoulli, 2020, 26 (4), pp.2949--2986. ⟨10.3150/20-BEJ1212⟩
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