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Alexandre Richard

Discrete-time simulation of Stochastic Volterra equations
2021 · Alexandre Richard, Xiaolu Tan, et al. · Stochastic Processes and their Applications · 42
Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel
2021 · Christian Olivera, Alexandre Richard, et al. · ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE · 21
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Regularisation by fractional noise for one-dimensional differential equations with distributional drift
2023 · Lukas Anzeletti, Alexandre Richard, et al. · Electronic Journal of Probability · 20
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On the Discrete-Time Simulation of the Rough Heston Model
2023 · Alexandre Richard, Xiaolu Tan, et al. · SIAM Journal on Financial Mathematics · 19
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An integrate-and-fire model to generate spike trains with long-range dependence
2018 · Alexandre Richard, Patricio Orio, et al. · Journal of Computational Neuroscience · 16
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Numerical approximation of SDEs with fractional noise and distributional drift
2024 · Ludovic Goudenège, El Mehdi Haress, et al. · Stochastic Processes and their Applications · 15
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Quantitative approximation of the Burgers and Keller-Segel equations by moderately interacting particles
2020 · Olivera, Christian, Richard, Alexandre, et al. · HAL · 15
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Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
2024 · Alexandre Richard, Denis Talay · Electronic Journal of Probability · 13
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Noise Sensitivity of Functionals of Fractional Brownian Motion Driven Stochastic Differential Equations: Results and Perspectives
2017 · Alexandre Richard, Denis Talay · Springer proceedings in mathematics & statistics · 10
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Penalisation techniques for one-dimensional reflected rough differential equations
2020 · Alexandre Richard, Etienne Tanré, et al. · Bernoulli · 8
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A fractional Brownian field indexed by L2 and a varying Hurst parameter
2014 · Alexandre Richard · Stochastic Processes and their Applications · 8
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Local Hölder regularity for set-indexed processes
2016 · Erick Herbin, Alexandre Richard · Israel Journal of Mathematics · 7
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Quantitative Approximation of the Burgers and Keller-Segel Equations by Moderately Interacting Particles
2025 · Christian Olivera, Alexandre Richard, et al. · Potential Analysis · 5
Sub-exponential convergence to equilibrium for Gaussian driven Stochastic Differential Equations with semi-contractive drift
2020 · Fabien Panloup, Alexandre Richard · Electronic Journal of Probability · 5
Some Singular Sample Path Properties of a Multiparameter Fractional Brownian Motion
2016 · Alexandre Richard · Journal of Theoretical Probability · 5
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Hölder continuity in the Hurst parameter of functionals of Stochastic Differential Equations driven by fractional Brownian motion
2016 · Alexandre Richard, Denis Talay · arXiv (Cornell University) · 5
On the density of singular SDEs with fractional noise and applications to McKean-Vlasov equations
2025 · Anzeletti, Lukas, Galeati, Lucio, et al. · arXiv (Cornell University) · 4
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Long-time Hurst Regularity of Fractional Stochastic Differential Equations and Their Ergodic Means
2024 · El Mehdi Haress, Alexandre Richard · Journal of Theoretical Probability · 4
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On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals
2020 · Alexandre Richard, Xiaolu Tan, et al. · SIAM Journal on Control and Optimization · 4
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Penalisation techniques for one-dimensional reflected rough differential equations
2019 · Richard, Alexandre, Tanré, Etienne, et al. · HAL · 4
Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise
2024 · El Mehdi Haress, Alexandre Richard · Statistical Inference for Stochastic Processes · 3
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Quantitative approximation of a Keller–Segel PDE by a branching moderately interacting particle system and suppression of blow-up
2026 · Thomas Cavallazzi, Alexandre Richard, et al. · Nonlinearity · 2
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Numerical approximation of the stochastic heat equation with a distributional reaction term
2026 · Ludovic Goudenège, El Mehdi Haress, et al. · IMA Journal of Numerical Analysis · 1
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Correction: Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise
2024 · El Mehdi Haress, Alexandre Richard · Statistical Inference for Stochastic Processes · 1
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Long time Hurst regularity of fractional SDEs and their ergodic means
2022 · Haress, El Mehdi, Richard, Alexandre · arXiv (Cornell University) · 1
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Works count: 34
Citation count: 241
H-index: 9
I10-index: 9
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