Alexandre Richard

22
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Publications

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Publications

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Numerical approximation of SDEs with fractional noise and distributional drift

Ludovic Goudenège , El Mehdi Haress , Alexandre Richard

Stochastic Processes and their Applications, 2025, 181, ⟨10.1016/j.spa.2024.104533⟩

Article dans une revue hal-03715427v3

Long time Hurst regularity of fractional SDEs and their ergodic means

El Mehdi Haress , Alexandre Richard

Journal of Theoretical Probability, 2025, 38, ⟨10.1007/s10959-024-01389-3⟩

Article dans une revue hal-03695595v1
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Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise

El Mehdi Haress , Alexandre Richard

Statistical Inference for Stochastic Processes, 2024, 27, pp.641-691. ⟨10.1007/s11203-024-09311-8⟩

Article dans une revue hal-04057186v3

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

Alexandre Richard , Denis Talay

Electronic Journal of Probability, 2024, 29 (none), ⟨10.1214/24-EJP1191⟩

Article dans une revue hal-01323288v1

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⟩

Article dans une revue hal-03478994v1

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

Lukas Anzeletti , Alexandre Richard , Etienne Tanré

Electronic Journal of Probability, 2023, 28

Article dans une revue hal-03479702v1
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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⟩

Article dans une revue hal-02914779v4

Discrete-time Simulation of Stochastic Volterra Equations

Alexandre Richard , Xiaolu Tan , Fan Yang

Stochastic Processes and their Applications, 2021, ⟨10.1016/j.spa.2021.07.003⟩

Article dans une revue hal-02528983v1
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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⟩

Article dans une revue hal-01982781v5
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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⟩

Article dans une revue hal-01755497v3
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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⟩

Article dans une revue hal-01902839v2
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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⟩

Article dans une revue hal-01521891v2
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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⟩

Article dans une revue hal-01075245v1
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Increment stationarity of $L^2$-indexed stochastic processes: spectral representation and characterization

Alexandre Richard

Electronic Communications in Probability, 2016, 21, pp.15. ⟨10.1214/16-ECP4727⟩

Article dans une revue hal-01236156v2

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⟩

Article dans une revue hal-00862539v1
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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/j.spa.2014.11.003⟩

Article dans une revue hal-00922028v1
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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⟩

Chapitre d'ouvrage hal-01620377v1
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Local regularity of some fractional Brownian fields

Alexandre Richard

Engineering Sciences [physics]. Ecole Centrale Paris; Bar-Ilan university (Ramat-Gan, Israël), 2014. English. ⟨NNT : 2014ECAP0048⟩

Thèse tel-01091243v1