Alexandre Richard

Laboratoire

Énergétique Moléculaire et Macroscopique, Combustion

Publications (20)

Article dans une revue 11/12/2024

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

Lukas Anzeletti , Alexandre Richard , Etienne Tanré

Article dans une revue 03/12/2024

On the Root solution to the Skorokhod embedding problem given full marginals

Alexandre Richard , Xiaolu Tan , Nizar Touzi

Article dans une revue 03/12/2024

Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel

Christian Olivera , Alexandre Richard , Milica Tomasevic

03/12/2024

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

Alexandre Richard , Denis Talay

03/12/2024

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

Christian Olivera , Alexandre Richard , Milica Tomasevic

Article dans une revue 14/11/2024

An integrate-and-fire model to generate spike trains with long-range dependence

Alexandre Richard , Patricio Orio , Etienne Tanré

Article dans une revue 14/11/2024

Increment stationarity of $L^2$-indexed stochastic processes: spectral representation and characterization

Alexandre Richard

Article dans une revue 14/11/2024

A fractional Brownian field indexed by $L^2$ and a varying Hurst parameter

Alexandre Richard

Article dans une revue 14/11/2024

Penalisation techniques for one-dimensional reflected rough differential equations

Alexandre Richard , Etienne Tanré , Soledad Torres

Chapitre d'ouvrage 14/11/2024

Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: Results and perspectives

Alexandre Richard , Denis Talay