Lingjiong Zhu
Lingjiong Zhu
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Central limit theorem for nonlinear Hawkes processes
L Zhu
Journal of Applied Probability 50 (3), 760-771, 2013
Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
L Zhu
Journal of Applied Probability 51 (3), 699-712, 2014
Large deviations for Markovian nonlinear Hawkes processes
L Zhu
The Annals of Applied Probability 25 (2), 548-581, 2015
Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
L Zhu
Insurance: Mathematics and Economics 53 (3), 544-550, 2013
Nonlinear Hawkes processes
L Zhu
New York University, 2013
Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
X Gao, L Zhu
Queueing Systems 90 (1), 161-206, 2018
Limit theorems for marked Hawkes processes with application to a risk model
D Karabash, L Zhu
Stochastic Models 31 (3), 433-451, 2015
Global convergence of stochastic gradient hamiltonian monte carlo for non-convex stochastic optimization: Non-asymptotic performance bounds and momentum-based acceleration
X Gao, M Gürbüzbalaban, L Zhu
arXiv preprint arXiv:1809.04618, 2018
Process-level large deviations for nonlinear Hawkes point processes
L Zhu
Annales de l'IHP Probabilités et statistiques 50 (3), 845-871, 2014
Moderate deviations for Hawkes processes
L Zhu
Statistics & Probability Letters 83 (3), 885-890, 2013
The heavy-tail phenomenon in sgd
M Gurbuzbalaban, U Simsekli, L Zhu
International Conference on Machine Learning, 3964-3975, 2021
On the phase transition curve in a directed exponential random graph model
D Aristoff, L Zhu
Advances in Applied Probability 50 (1), 272-301, 2018
Approximate variational estimation for a model of network formation
A Mele, L Zhu
The Review of Economics and Statistics, 1-30, 2017
Large deviations and applications for Markovian Hawkes processes with a large initial intensity
X Gao, L Zhu
Bernoulli 24 (4A), 2875-2905, 2018
Short maturity Asian options in local volatility models
D Pirjol, L Zhu
SIAM Journal on Financial Mathematics 7 (1), 947-992, 2016
Accelerated linear convergence of stochastic momentum methods in wasserstein distances
B Can, M Gurbuzbalaban, L Zhu
International Conference on Machine Learning, 891-901, 2019
Breaking Reversibility Accelerates Langevin Dynamics for Non-Convex Optimization
X Gao, M Gurbuzbalaban, L Zhu
Advances in Neural Information Processing Systems 33, 2020
A reduced-form model for level-1 limit order books
TW Yang, L Zhu
Market Microstructure and Liquidity 2 (02), 1650008, 2016
Limit theorems for Markovian Hawkes processes with a large initial intensity
X Gao, L Zhu
Stochastic Processes and their Applications 128 (11), 3807-3839, 2018
Transform analysis for Hawkes processes with applications in dark pool trading
X Gao, X Zhou, L Zhu
Quantitative Finance 18 (2), 265-282, 2018
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