2 citations · 3 across the 3 of their papers we have counts for
3 papers
math.AP2025
Weak uniqueness for the PDE governing the joint law of a diffusion and its running supremum
Laure Coutin, Lorick Huang, Monique Pontier
In a previous work [8], it was shown that the joint law of a diffusion process and the running supremum of its first component is absolutely continuous, and that its density satisf…
math.PR2024★ 2 cited
Rate of Convergence in the Functional Central Limit Theorem for Stable Processes
Lorick Huang, Laurent Decreusefond, Laure Coutin
In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for…
math.PR2023★ 1 cited
Local Limit Theorems and Strong Approximations for Robbins-Monro Procedures
Valentin Konakov, Enno Mammen, Lorick Huang
The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that und…