Alexandre Richard

Available identifiers

zbMath Open richard.alexandreMaRDI QIDQ287824

List of research outcomes

Publication	Date of Publication	Type
Regularisation by fractional noise for one-dimensional differential equations with distributional drift	2024-01-17	Paper
Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel	2023-09-21	Paper
Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise	2023-06-28	Paper
Numerical approximation of SDEs with fractional noise and distributional drift	2023-02-22	Paper
Long time Hurst regularity of fractional SDEs and their ergodic means	2022-06-14	Paper
On the discrete-time simulation of the rough Heston model	2021-07-16	Paper
On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals	2020-11-03	Paper
Penalisation techniques for one-dimensional reflected rough differential equations	2020-10-07	Paper
Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift	2020-07-29	Paper
Quantitative approximation of the Keller-Segel and Burgers equations by moderately interacting particles	2020-04-07	Paper
An integrate-and-fire model to generate spike trains with long-range dependence	2018-12-04	Paper
Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives	2018-03-08	Paper
Some singular sample path properties of a multiparameter fractional Brownian motion	2018-01-26	Paper
Local Hölder regularity for set-indexed processes	2017-01-11	Paper
Increment stationarity of \(L^2\)-indexed stochastic processes: spectral representation and characterization	2016-05-23	Paper
Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion	2016-05-11	Paper
A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter	2015-02-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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