Huang Lorick, Menozzi Stéphane, » A Parametrix Approach for some Degenerate Stable Driven SDEs »
Published in Annales de L’Institut Poincaré ( arXiv:1402.3997).
Frikha Noufel, Huang Lorick, « A Multi-step Richardson-Romberg Extrapolation Method for Stochastic Approximation »
Published in Stochastic Processes and their Applications :125 (2015), pp. 4066-4101 (arXiv:1409.4748).
Huang Lorick, » Density Estimates for SDES Driven by Tempered Stable Processes »: ( arXiv:1504.04183 ).
Huang Lorick, « Density stability for some Lévy-driven Stochastic Differential Equation » : (arXiv:1603.05088 ).
Huang Lorick, Menozzi Stéphane, Priola Enrico, « L^p Estimates For Degenerate Non-Local Kolmogorov Operators »
Published in Journal de Mathématiques Pures et Appliquées (arXiv:1607.08718
Huang Lorick, Konakov Valentin, « Local Limit Theorem for Robbins Monro » :(arXiv:1810.09678).
Hillairet Caroline, Huang Lorick, Khabou Mahmoud, Reveillac Anthony, « The Malliavin-Stein method for Hawkes functionals » (hal-03189614/).
Costa Manon, Gadat Sebastien, Huang Lorick, « Portfolio optimization under CV@R constraint with stochastic mirror descent » (hal-03697232v1)
Huang Lorick, Khabou Mahmoud, « Convergence of the Discrete-Time Compound Hawkes Process with Exponential or Erlang Kernel » (hal-03220800v2)
Sawada Tada, Huang Lorick, Koryakov Oleg, « Some misunderstandings in psychology about confidence intervals. » Published in Frontiers in Psychology, 13, 948423.
Work in Progress
Coutin Laure, Deucreusefond Laurent, Huang Lorick,« Functional Central Limit Theorem for Stable Processes » (soumission courant 2022)
Huang Lorick,« A short note on non-existence of infinitesimal generator » (soumission courant 2022)
