Alexandre Richard

Alexandre Richard is a Researcher at the Laboratory of Molecular and Macroscopic Energetics, Combustion, specializing in stochastic differential equations driven by fractional Brownian motion and irregular stochastic processes.

His research spans stochastic analysis with emphasis on fractional calculus, numerical methods for singular stochastic models, and applications in mathematical finance and neuroscience. Key areas include rough differential equations, long-range dependence phenomena, distributional drift regularization, and quantitative particle approximations for nonlinear PDEs. His work demonstrates deep theoretical contributions to understanding Hurst parameter sensitivity, set-indexed process regularity, and convergence properties of stochastic systems.

Analysis of his 15 most recent publications (2024-2025) reveals a cohesive research program focused on advancing the theory and numerical approximation of stochastic systems with irregular coefficients. His publications consistently address fractional noise drivers and singular interactions, with notable applications to financial models (rough Heston), biological processes (integrate-and-fire neurons), and physical systems (Burgers/Keller-Segel equations). He maintains active collaborations with leading researchers including Etienne Tanré, Denis Talay, El Mehdi Haress, and Xiaolu Tan across multiple continents.

Affiliated with the Laboratory of Molecular and Macroscopic Energetics, Combustion, his mathematical work likely supports energetics research through stochastic modeling of combustion processes, though his publications remain predominantly theoretical. His laboratory context suggests interdisciplinary applications of his stochastic analysis expertise to energy conversion phenomena at multiple scales.