Alexandre Richard

activity

20122023

most citedCRKSPH - A Conservative Reproducing Kernel Smoothed Particle Hydrodynamics Scheme

99 citations · 143 across the 16 of their papers we have counts for

collaborators

Showing 2021Show all

2 papers · 1 filter

math.PR2021★ 10 cited

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

Lukas Anzeletti, Alexandre Richard, Etienne Tanré

We study existence and uniqueness of solutions to the equation $d X_{t} = b (X_{t}) d t + d B_{t}$ , where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with…

math.NA2021

On the discrete-time simulation of the rough Heston model

Alexandre Richard, Xiaolu Tan, Fan Yang

We study Euler-type discrete-time schemes for the rough Heston model, which can be described by a stochastic Volterra equation (with non-Lipschtiz coefficient functions), or by an…