Richard, Alexandre

1. Quantitative approximation of the Burgers and Keller-Segel equations by moderately interacting particles
   2020/04/07 by Christian Olivera, Alexandre Richard, Olivera, Christian +3 · 2 citations
   Mathematics · #Random Matrices and Applications #Markov Chains and Monte Carlo Methods #Stochastic processes and statistical mechanics
2. Numerical approximation of SDEs with fractional noise and distributional drift
   2023/02/22 by Goudenège, Ludovic, Haress, El Mehdi, Richard, Alexandre · 2 citations
   #34A06 #60G22 #60H10 #60H50 #65C30 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
3. Discrete-time Simulation of Stochastic Volterra Equations
   2020/04/01 by Richard, Alexandre, Tan, Xiaolu, Yang, Fan · 1 citation
   #60H20 #65C05 #65C30 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
4. On the discrete-time simulation of the rough Heston model
   2021/07/16 by Alexandre Richard, Richard, Alexandre, Tan, Xiaolu +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #45D05 #60H20 #91G60 #Capital Investment and Risk Analysis #FOS: Mathematics #Numerical Analysis (math.NA) #Risk and Portfolio Optimization #Stochastic processes and financial applications
5. On the Root solution to the Skorokhod embedding problem given full\n marginals
   2018/10/23 by Alexandre Richard, Richard, Alexandre, Xiaolu Tan +3 · 2 citations
   Mathematics · #Nonlinear Partial Differential Equations #Nonlinear Differential Equations Analysis #Spectral Theory in Mathematical Physics
6. Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel
   2020/11/01 by Olivera, Christian, Richard, Alexandre, Tomasevic, Milica · 1 citation
   #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)