Je m'appelle Rudy.
The same way you say Rudy in English. Rudy is a name and names don't change because of language. One Spanish version of Rudolph (Rudolf) is Rodolfo.
Rudy Law's birth name is Rudy Karl Law.
Eduardo Rudy's birth name is Eduardo Mazzelli Rudy.
Jonathan Rudy's birth name is Jonathan Paul Rudy.
Rudy Seanez's birth name is Rudy Caballero Seanez.
Rudy Wissler's birth name is Rudy Brieker Wissler.
Rudy Gatlin's birth name is Rudy Michael Gatlin.
Rudy Barillas's birth name is Rudy Barillas Mndez.
The French phrase for "my name is" is "je m'appelle."
in fact rudy is a boy and girl name
You can say "Je m'appelle..." followed by your name to say "My name is..." in French.
Your name Rudy will be written in Thai as รูดี้