Alexandre Richard

Publication Activity (10 Years)

Years Active: 2002-2024
Publications (10 Years): 7

Top Topics

Simulation Environment

Queuing Network

Error Accumulation

Top Venues

J. Comput. Neurosci.

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

Ludovic Goudenège, El Mehdi Haress, Alexandre Richard
Numerical approximation of the stochastic heat equation with a distributional reaction term. CoRR (2024)
Ludovic Goudenège, El Mehdi Haress, Alexandre Richard
Numerical approximation of SDEs with fractional noise and distributional drift. CoRR (2023)
Alexandre Richard, Xiaolu Tan, Fan Yang
On the Discrete-Time Simulation of the Rough Heston Model. SIAM J. Financial Math. 14 (1) (2023)
Alexandre Richard, Xiaolu Tan, Fan Yang
On the discrete-time simulation of the rough Heston model. CoRR (2021)
Alexandre Richard, Xiaolu Tan, Nizar Touzi
On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals. SIAM J. Control. Optim. 58 (4) (2020)
Alexandre Richard, Xiaolu Tan, Fan Yang
Discrete-time Simulation of Stochastic Volterra Equations. CoRR (2020)
Alexandre Richard, Patricio Orio, Etienne Tanré
An integrate-and-fire model to generate spike trains with long-range dependence. J. Comput. Neurosci. 44 (3) (2018)
Jean-Charles Bazin, Alexandre Richard, Yu-Wing Tai, Inso Kweon
Around the world in 80 seconds. SIGGRAPH Asia Posters (2011)
Emmanuel Nauer, Alexandre Richard, Sébastien Derriere, Françoise Genova, Amedeo Napoli, Yannick Toussaint
Construction d'une ontologie de descripteurs UCD en astronomie. Actes d'IC (2006)
Alexis Landrault, Ludovic Pellier, Alexandre Richard, Christian Jay, Michel Robert, Daniel Auvergne
Transistor Level Synthesis Dedicated to Fast I.P. Prototyping. PATMOS (2002)