Alexandre Richard

Publications

Pré-publication, Document de travail (3)

Quantitative approximation of a Keller–Segel PDE by a branching moderately interacting particle system and suppression of blow-up Thomas Cavallazzi,Alexandre Richard,Milica Tomasevic 2026 Pré-publication, Document de travail hal-05527149v1
Numerical approximation of the stochastic heat equation with a distributional reaction term Ludovic Goudenège,El Mehdi Haress,Alexandre Richard 2024 Pré-publication, Document de travail hal-04575542v1
Quantitative approximation of the Burgers and Keller-Segel equations by moderately interacting particles Christian Olivera,Alexandre Richard,Milica Tomasevic 2020 Pré-publication, Document de travail hal-02537226v1

Article dans une revue (16)

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
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
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
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
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
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
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
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
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
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
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
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
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
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
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

Chapitre d'ouvrage (1)

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

Thèse (1)

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

HDR (1)

Construction et approximation de quelques modèles stochastiques irréguliers: temps d’atteinte, bruits fractionnaires, dérives et interactions singulières Alexandre Richard Probability [math.PR]. Université Paris-Saclay, 2023 HDR tel-04505879v1