Person:491175

Available identifiers

zbMath Open huang.lorickMaRDI QIDQ491175

List of research outcomes

Publication	Date of Publication	Type
Nonlinear Poisson autoregression and nonlinear Hawkes processes	2023-06-19	Paper
The Malliavin-Stein method for Hawkes functionals	2023-01-09	Paper
Convergence of the Discrete-Time Compound Hawkes Processwith Exponential or Erlang Kernel	2021-06-25	Paper
\(L^p\) estimates for degenerate non-local Kolmogorov operators	2018-12-19	Paper
A Local Limit Theorem for Robbins-Monro Procedure	2018-10-23	Paper
A parametrix approach for some degenerate stable driven SDEs	2017-01-11	Paper
Density stability for some L\'evy-driven Stochastic Differential Equations	2016-03-16	Paper
A multi-step Richardson-Romberg extrapolation method for stochastic approximation	2015-08-24	Paper
Density estimates for sdes driven by tempered stable processes	2015-04-16	Paper
Rate of Convergence in the Functional Central Limit Theorem for Stable Processes	0001-01-03	Paper
CV@R penalized portfolio optimization with biased stochastic mirror descent	0001-01-03	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Lorick Huang