Alexandre Richard

Laboratoire

Énergétique Moléculaire et Macroscopique, Combustion

Publications (22)

Chapitre d'ouvrage 26/08/2025

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

Alexandre Richard , Denis Talay

Article dans une revue 22/07/2025

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

Alexandre Richard , Denis Talay

Thèse 06/05/2025

Local regularity of some fractional Brownian fields

Alexandre Richard

30/04/2025

Numerical approximation of the stochastic heat equation with a distributional reaction term

Ludovic Goudenege , El Mehdi Haress , Alexandre Richard

Article dans une revue 21/03/2025

Local Hölder regularity for set-indexed processes

Erick Herbin , Alexandre Richard

Article dans une revue 17/02/2025

Sub-exponential convergence to equilibrium for Gaussian driven Stochastic Differential Equations with semi-contractive drift

Fabien Panloup , Alexandre Richard

Article dans une revue 09/02/2025

Numerical approximation of SDEs with fractional noise and distributional drift

Ludovic Goudenege , El Mehdi Haress , Alexandre Richard

Article dans une revue 30/01/2025

Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise

El Mehdi Haress , Alexandre Richard

Article dans une revue 30/01/2025

Long time Hurst regularity of fractional SDEs and their ergodic means

El Mehdi Haress , Alexandre Richard

16/07/2024

Numerical approximation of SDEs with fractional noise and distributional drift

Ludovic Goudenege , El Mehdi Haress , Alexandre Richard