Alexandre Richard

Ph.D Student

Research Areas

• Regularity of stochastic processes
  

• Set-indexed processes, set-indexed fractional Brownian motion
• Multiparameter fractional Brownian motion
  
• Generalised fractional Brownian fields, Gaussian measures in Banach spaces.

Publications

	Local Hölder regularity of set-indexed processes
	Erick Herbin and Alexandre Richard
	Preprint, 2012 (arXiv:1203.0750)
	A fractional Brownian field indexed by $L^2$ and a varying Hurst parameter
	Alexandre Richard
	Accepted for publication in Stochastic Process. Appl., 2014 (arXiv:1312.6069)
	Some singular sample path properties of a multiparameter fractional Brownian motion
	Alexandre Richard
	Submitted, 2014 (arXiv:1410.4430)

Talks and Seminars

• June 2011, Contributed talk at the “Journées de Probabilités” conference in Nancy.
• June 2012, Bar-Ilan University probability seminar: Hölder regularity of Set-indexed processes with application to the study of the fBm.
• May 2013, Bar-Ilan University probability seminar: Regularity of a fractional Brownian field indexed by functions.
• June 2013, Contributed talk at the “Journées de Probabilités” conference in Orléans: Regularity of a fractional Brownian field indexed by functions.
• July 2013, Ecole d'été de Saint-Flour: A fractional Brownian field indexed over L2 .
• May 2014, High Dimensional Probability VII, Cargese.