| Publication | Date of Publication | Type |
|---|
Scaling limit of heavy tailed nearly unstable cumulative INAR(\infty) processes and rough fractional diffusions
(available as arXiv preprint) | N/A | Paper |
Global Convergence of Third-Order Langevin Dynamics for Non-Convex Optimization via Simulated Annealing
(available as arXiv preprint) | 2026-09-23 | Paper |
Precise deviations for discrete marked Hawkes processes
Communications in Statistics. Theory and Methods | 2026-08-11 | Paper |
Scaling limit of heavy-tailed nearly unstable cumulative INAR(\(\infty\)) processes and rough fractional diffusions
Methodology and Computing in Applied Probability | 2026-03-31 | Paper |
Precise Deviations for discrete marked Hawkes processes
(available as arXiv preprint) | 2026-01-01 | Paper |
Accelerating Constrained Sampling: A Large Deviations Approach
(available as arXiv preprint) | 2026-01-01 | Paper |
Sampling non-log-concave densities via Hessian-free high-resolution dynamics
(available as arXiv preprint) | 2026-01-01 | Paper |
Variance Reduction for Stochastic Gradient Generalized Non-reversible Langevin Monte Carlo Algorithms
(available as arXiv preprint) | 2026-01-01 | Paper |
Weak Equilibrium Measures and Capacity--Hitting Identities for the Hypoelliptic Third-Order Langevin Diffusion
(available as arXiv preprint) | 2026-01-01 | Paper |
An Eyring--Kramers Law for the Hypoelliptic Third-Order Langevin Diffusion
(available as arXiv preprint) | 2026-01-01 | Paper |
Microstructural Foundation for the Rough Hawkes--Heston Model
(available as arXiv preprint) | 2026-01-01 | Paper |
Improved Analysis for Hessian-free High-resolution Monte Carlo Sampling
(available as arXiv preprint) | 2026-01-01 | Paper |
Variance-Optimal Hedging in the Rough Hawkes--Heston Model
(available as arXiv preprint) | 2026-01-01 | Paper |
Moderate Deviations for Nonlinear Hawkes Processes
(available as arXiv preprint) | 2026-01-01 | Paper |
Reflected Anchored Langevin Algorithms
(available as arXiv preprint) | 2026-01-01 | Paper |
A Hawkes Microfoundation for Multitype Inverse Gaussian Subordinators
(available as arXiv preprint) | 2026-01-01 | Paper |
Accelerating Non-Smooth and Heavy-Tailed Sampling
(available as arXiv preprint) | 2026-01-01 | Paper |
Hydrodynamic and Stochastic Limits of Space-Time Hawkes Processes
(available as arXiv preprint) | 2026-01-01 | Paper |
Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR processes: Weak-error bounds and option pricing
(available as arXiv preprint) | 2025-01-01 | Paper |
Regime-Switching Langevin Monte Carlo Algorithms
(available as arXiv preprint) | 2025-01-01 | Paper |
Least-Squares Estimator for cumulative INAR(\infty) processes
(available as arXiv preprint) | 2024-01-01 | Paper |
| Precise Deviations for a discrete Hawkes process | 2023-09-07 | Paper |
| Limit theorems for Hull-White model with Hawkes jumps | 2022-07-06 | Paper |
WITHDRAWN: Limit theorems for Hull-White model with Hawkes jumps
(available as arXiv preprint) | 2022-01-01 | Paper |
| Asymptotics of Karhunen-Lo{\`e}ve Eigenvalues for sub-fractional Brownian motion and its application | 2021-10-07 | Paper |
Asymptotics of Karhunen-Loève Eigenvalues for sub-fractional Brownian motion and its application
(available as arXiv preprint) | 2021-01-01 | Paper |
| Research on buy-back policy optimization and coordination of supply chain based on mixture CVaR | 2016-08-10 | Paper |
Application of bacteriorhodopsin film for polarization phase-shifting interferometry
Journal of Modern Optics | 2008-12-04 | Paper |
Phase reconstruction from three interferograms based on integral of phase gradient
Journal of Modern Optics | 2008-12-04 | Paper |
