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Lorick Huang

L estimates for degenerate non-local Kolmogorov operators
2017 · L. Huang, S. Menozzi, et al. · Journal de Mathématiques Pures et Appliquées · 31
A parametrix approach for some degenerate stable driven SDEs
2016 · Lorick Huang, Stéphane Menozzi · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 28
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The Malliavin-Stein method for Hawkes functionals
2022 · Caroline Hillairet, Lorick Huang, et al. · Latin American Journal of Probability and Mathematical Statistics · 16
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Density estimates for sdes driven by tempered stable processes
2015 · Huang, L · arXiv (Cornell University) · 12
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Nonlinear Poisson autoregression and nonlinear Hawkes processes
2023 · Lorick Huang, Mahmoud Khabou · Stochastic Processes and their Applications · 9
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A multi-step Richardson–Romberg extrapolation method for stochastic approximation
2015 · N. Frikha, L. Huang · Stochastic Processes and their Applications · 9
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CV@R-penalised portfolio optimisation with biased stochastic mirror descent
2025 · Manon Costa, Sébastien Gadat, et al. · Finance and Stochastics · 6
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Local limit theorems and strong approximations for Robbins-Monro procedures
2025 · Valentin Konakov, Enno Mammen, et al. · Statistics · 4
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Rate of Convergence in the Functional Central Limit Theorem for Stable Processes
2025 · Laure Coutin, Laurent Decreusefond, et al. · Potential Analysis · 4
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Continuized Nesterov Acceleration for Non-Convex Optimization
2025 · Hermant, Julien, Aujol, Jean-François, et al. · arXiv (Cornell University) · 3
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Density Bounds for some Degenerate Stable Driven SDEs
2014 · Lorick Huang, Stéphane Menozzi · 2
Continuized Nesterov Momentum Achieves the $O(\varepsilon^{-7/4})$ Complexity in Smooth Nonconvex Optimization
2026 · Hermant, Julien, Aujol, Jean-François, et al. · arXiv (Cornell University) · 1
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EDS dirigées par des processus stables : Méthode paramétrix pour des estimées de densités et application aux algorithmes stochastiques
2015 · Lorick Huang · HAL · 1
New approaches to CLT for stable random variables
2026 · Coutin, Laure, Decreusefond, Laurent, et al. · HAL
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Weak uniqueness for the PDE governing the joint law of a diffusion and its running supremum
2025 · Coutin, Laure, Huang, Lorick, et al. · arXiv (Cornell University)
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Weak Uniqueness for a PDE with Boundary Condition
2023 · Coutin, Laure, Huang, Lorick, et al. · HAL
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The non-linear discrete-time Hawkes process
2022 · Huang, Lorick, Khabou, Mahmoud · HAL
Some misunderstandings in psychology about confidence intervals
2022 · Tadamasa Sawada, Lorick Huang, et al. · Frontiers in Psychology
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Portfolio optimization under CV@R constraint with stochastic mirror descent
2022 · Costa, Manon, Gadat, Sébastien, et al. · HAL
Convergence of the Discrete-Time Compound Hawkes Processwith Exponential or Erlang Kernel
2021 · Huang, Lorick, Khabou, Mahmoud · arXiv (Cornell University)
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A Local Limit Theorem for Robbins-Monro Procedure
2018 · Huang, Lorick, Konakov, V · arXiv (Cornell University)
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Density stability for some Lévy-driven Stochastic Differential Equations
2016 · Huang, L · arXiv (Cornell University)
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CV@R penalized portfolio optimization with biased stochastic mirror descent
· Gadat, Sébastien, Costa, Manon, et al. · RePEc: Research Papers in Economics
Works count: 24
Citation count: 126
H-index: 6
I10-index: 4
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