The following pages link to Alexandre Richard (Q287824):
Displaying 10 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)
- Regularisation by fractional noise for one-dimensional differential equations with distributional drift (Q6136843) (← links)
