The following pages link to Alexandre Richard (Q287824):
Displayed 17 items.
- Increment stationarity of \(L^2\)-indexed stochastic processes: spectral representation and characterization (Q287825) (← links)
- Local Hölder regularity for set-indexed processes (Q502988) (← links)
- Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift (Q782802) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Some singular sample path properties of a multiparameter fractional Brownian motion (Q1692232) (← links)
- Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives (Q1703897) (← links)
- Penalisation techniques for one-dimensional reflected rough differential equations (Q2203628) (← links)
- A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter (Q2258830) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel (Q6052108) (← links)
- Regularisation by fractional noise for one-dimensional differential equations with distributional drift (Q6136843) (← links)
- Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion (Q6273430) (← links)
- Quantitative approximation of the Keller-Segel and Burgers equations by moderately interacting particles (Q6338246) (← links)
- On the discrete-time simulation of the rough Heston model (Q6372979) (← links)
- Long time Hurst regularity of fractional SDEs and their ergodic means (Q6402013) (← links)
- Numerical approximation of SDEs with fractional noise and distributional drift (Q6427296) (← links)
- Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise (Q6441844) (← links)