Alexandre Richard

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Active since

2018

Affiliations

CentraleSupélec(Current)

Centre National de la Recherche Scientifique

Université Paris-Saclay

Mathématiques et Informatique pour la Complexité et les Systèmes

Chinese University of Hong Kong

Alexandre Richard is an author at CentraleSupélec specializing in stochastic processes, stochastic differential equations, and numerical methods for stochastic differential equations.

ORCID

Publications per year

2018–2023

Publications

Discrete-time simulation of Stochastic Volterra equations

Alexandre Richard, Xiaolu Tan, Fan Yang · Stochastic Processes and their Applications · 2021 · 31 citations

Engineering, Electrical Engineering, Physics +13

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

Alexandre Richard, Patricio Orio, Étienne Tanré · Journal of Computational Neuroscience · 2018 · 14 citations · Full text

Life Sciences, Neuroscience, Computational Neuroscience +15

On the Discrete-Time Simulation of the Rough Heston Model

Alexandre Richard, Xiaolu Tan, Fan Yang · SIAM Journal on Financial Mathematics · 2023 · 13 citations · Full text

Business, Finance, Mathematics +12

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

Lukas Anzeletti, Alexandre Richard, Étienne Tanré · Electronic Journal of Probability · 2023 · 10 citations · Full text

Engineering, Mathematics, Differential Equations +16

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