Alexandre Richard

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. 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
3. 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