Lingjiong Zhu
Lingjiong Zhu
Verified email at fsu.edu
Title
Cited by
Cited by
Year
Central limit theorem for nonlinear Hawkes processes
L Zhu
Journal of Applied Probability 50 (3), 760-771, 2013
722013
Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
L Zhu
Insurance: Mathematics and Economics 53 (3), 544-550, 2013
512013
Large deviations for Markovian nonlinear Hawkes processes
L Zhu
The Annals of Applied Probability 25 (2), 548-581, 2015
502015
Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
L Zhu
Journal of Applied Probability 51 (3), 699-712, 2014
502014
Nonlinear hawkes processes
L Zhu
arXiv preprint arXiv:1304.7531, 2013
472013
Limit theorems for marked Hawkes processes with application to a risk model
D Karabash, L Zhu
Stochastic Models 31 (3), 433-451, 2015
352015
Moderate deviations for Hawkes processes
L Zhu
Statistics & Probability Letters 83 (3), 885-890, 2013
312013
Process-level large deviations for nonlinear Hawkes point processes
L Zhu
Annales de l'IHP Probabilités et statistiques 50 (3), 845-871, 2014
302014
Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
X Gao, L Zhu
Queueing Systems 90 (1-2), 161-206, 2018
292018
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
242018
On the phase transition curve in a directed exponential random graph model
D Aristoff, L Zhu
arXiv preprint arXiv:1404.6514, 2014
212014
Short maturity Asian options in local volatility models
D Pirjol, L Zhu
SIAM Journal on Financial Mathematics 7 (1), 947-992, 2016
192016
A reduced-form model for level-1 limit order books
TW Yang, L Zhu
Market Microstructure and Liquidity 2 (02), 1650008, 2016
182016
Dynamics of order positions and related queues in a limit order book
X Guo, Z Ruan, L Zhu
arXiv preprint arXiv:1505.04810, 2015
172015
Large deviations and applications for Markovian Hawkes processes with a large initial intensity
X Gao, L Zhu
Bernoulli 24 (4A), 2875-2905, 2018
162018
Asymptotic structure and singularities in constrained directed graphs
D Aristoff, L Zhu
Stochastic Processes and their Applications 125 (11), 4154-4177, 2015
162015
Approximate variational estimation for a model of network formation
A Mele, L Zhu
Available at SSRN 2909829, 2019
152019
On the large deviations for Engel's, Sylvester's series and Cantor's products
L Zhu
Electronic Communications in Probability 19, 2014
152014
Accelerated linear convergence of stochastic momentum methods in wasserstein distances
B Can, M Gurbuzbalaban, L Zhu
arXiv preprint arXiv:1901.07445, 2019
142019
Breaking reversibility accelerates Langevin dynamics for global non-convex optimization
X Gao, M Gurbuzbalaban, L Zhu
arXiv preprint arXiv:1812.07725, 2018
132018
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