Lorick Huang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Local limit theorems and strong approximations for Robbins-Monro procedures Statistics	2026-03-09	Paper
Rate of convergence in the functional central limit theorem for stable processes Potential Analysis	2025-11-26	Paper
Nonlinear Poisson autoregression and nonlinear Hawkes processes Stochastic Processes and their Applications	2023-06-19	Paper
The Malliavin-Stein method for Hawkes functionals	2023-01-09	Paper
The Malliavin-Stein method for Hawkes functionals (available as arXiv preprint)	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 Journal de Mathématiques Pures et Appliquées. Neuvième Série	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 Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	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 Stochastic Processes and their Applications	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 (available as arXiv preprint)	N/A	Paper
CV@R penalized portfolio optimization with biased stochastic mirror descent (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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