The following pages link to Lingjiong Zhu (Q405493):
Displayed 50 items.
- Process-level large deviations for nonlinear Hawkes point processes (Q405494) (← links)
- Asymptotic structure and singularities in constrained directed graphs (Q491183) (← links)
- On the large deviations for Engel's, Sylvester's series and Cantor's products (Q743075) (← links)
- On the growth rate of a linear stochastic recursion with Markovian dependence (Q887092) (← links)
- Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912) (← links)
- Reciprocity in directed networks (Q1619168) (← links)
- Some asymptotic results for nonlinear Hawkes processes (Q1630661) (← links)
- Explosion in the quasi-Gaussian HJM model (Q1650943) (← links)
- Asymptotics for the Euler-discretized Hull-White stochastic volatility model (Q1703031) (← links)
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
- Small-noise limit of the quasi-Gaussian log-normal HJM model (Q1727938) (← links)
- Moderate deviations for Hawkes processes (Q1950721) (← links)
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
- On the optimal design of the randomized unbiased Monte Carlo estimators (Q2060580) (← links)
- Optimal unbiased estimation for expected cumulative discounted cost (Q2184152) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Non-convex isotonic regression via the Myersonian approach (Q2244532) (← links)
- The speed of a biased walk on a Galton-Watson tree without leaves is monotonic with respect to progeny distributions for high values of bias (Q2261601) (← links)
- Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues (Q2315066) (← links)
- Asymptotic normality of extensible grid sampling (Q2329748) (← links)
- Large deviations for Markovian nonlinear Hawkes processes (Q2341624) (← links)
- Large deviations for one-dimensional random walks on discrete point processes (Q2343632) (← links)
- Asymptotics for sparse exponential random graph models (Q2357065) (← links)
- Asymptotic structure of constrained exponential random graph models (Q2409941) (← links)
- Large deviations for product of sums of random variables (Q2453897) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- MODERATE AND LARGE DEVIATIONS FOR THE ERDŐS–KAC THEOREM (Q2794443) (← links)
- Central Limit Theorem for Nonlinear Hawkes Processes (Q2854079) (← links)
- Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps (Q2923430) (← links)
- Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
- Lattice gas models with long range interactions (Q2968443) (← links)
- A delayed dual risk model (Q2976125) (← links)
- Optimal Strategies for a Long-Term Static Investor (Q3191881) (← links)
- Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (Q3194561) (← links)
- SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL (Q4608115) (← links)
- Asymptotic analysis for optimal dividends in a dual risk model (Q5044430) (← links)
- ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
- (Q5053256) (← links)
- SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615) (← links)
- Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration (Q5058053) (← links)
- Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls (Q5144797) (← links)
- On the phase transition curve in a directed exponential random graph model (Q5215002) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
- Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)
- Limit Theorems for Empirical Density of Greatest Common Divisors (Q5360419) (← links)
- Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion (Q6106550) (← links)
- SHORT-MATURITY ASYMPTOTICS FOR OPTION PRICES WITH INTEREST RATE EFFECTS (Q6119776) (← links)
- Explicit solution to the economic index of riskiness (Q6140012) (← links)
- Nonlinear Hawkes Processes (Q6241535) (← links)
- On the Hawkes Process with Different Exciting Functions (Q6249528) (← links)