Alexander Richard

Laboratory

Molecular and Macroscopic Energetics, Combustion

Publications (23)

25/02/2026

Quantitative approximation of a Keller–Segel PDE by a branching moderately interacting particle system and suppression of blow-up

Milica Tomasevic , Alexander Richard

Article in a journal 01/01/2025

Long time Hurst regularity of fractional SDEs and their ergodic means

Alexander Richard

Article in a journal 01/01/2025

Numerical approximation of SDEs with fractional noise and distributional drift

Ludovic Goudenege , Alexander Richard

13/05/2024

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

Ludovic Goudenege , Alexander Richard

Article in a journal 01/01/2024

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

Denis Talay , Alexander Richard

Article in a journal 01/01/2024

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

Alexander Richard

Article in a journal 31/03/2023

On the discrete-time simulation of the rough Heston model

Xiaolu Tan , Fanyang , Alexander Richard

Thesis 01/02/2023

Design of architectures and dimensioning of aeronautical electric propulsion systems

Alexander Richard

HDR 26/01/2023

Construction and approximation of some irregular stochastic models: reaching times, fractional noises, drifts and singular interactions

Alexander Richard

Article in a journal 01/01/2023

Regularization by fractional noise for one-dimensional differential equations with distributional drift

Etienne Tanré , Alexander Richard

Article in a journal 01/01/2022

Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel

Christian Olivera , Milica Tomasevic , Alexander Richard

Article in a journal 17/07/2021

Discrete-time Simulation of Stochastic Volterra Equations

Xiaolu Tan , Fanyang , Alexander Richard

Article in a journal 08/07/2020

On the Root solution to the Skorokhod embedding problem given full marginals

Xiaolu Tan , Nizar Touzi , Alexander Richard

08/04/2020

Quantitative approximation of the Burgers and Keller-Segel equations by moderately interacting particles

Christian Olivera , Milica Tomasevic , Alexander Richard

Article in a journal 01/01/2020

Penalization techniques for one-dimensional reflected rough differential equations

Etienne Tanré , Soledad Torres , Alexander Richard

Article in a journal 01/01/2020

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

Fabien Panloup , Alexander Richard

Article in a journal 01/06/2018

An integrate-and-fire model to generate spike trains with long-range dependence

Patricio Orio , Etienne Tanré , Alexander Richard

Chapter of the book 22/11/2017

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

Denis Talay , Alexander Richard

Article in a journal 01/02/2017

Some singular sample path properties of a multiparameter fractional Brownian motion

Alexander Richard

Article in a journal 01/09/2016

Local Holder regularity for set-indexed processes

Erick Herbin , Alexander Richard

Article in a journal 26/02/2016

Increment stationarity of $L^2$-indexed stochastic processes: spectral representation and characterization

Alexander Richard

Article in a journal 01/04/2015

A fractional Brownian field indexed by $L^2$ and a varying Hurst parameter

Alexander Richard

Thesis 29/09/2014

Local regularity of some fractional Brownian fields

Alexander Richard