Homepage for Lorick Huang

Lorick Huang

Current Occupation :
Visiting Assistant Professor

Address :
Michigan State University
East Lansing (MI)
United States

Office number : C409, 4th floor

E-mail. : huanglor “at” stt “dot” msu “dot” edu

Research Interests : Probability theory, Stable-driven Stochastic Differential Equations, Density estimates, Numerical Probabilities

HUANG Lorick

About Me

  • Agrégé de mathématiques, year 2010.
  • Master of Probability in University Paris 6: "Probabilité et Modèles Aléatoires".
  • Doctor of Applied Mathematics of University Paris 7, under the supervision of Stéphane Menozzi.
    Title: Stable Driven SDEs : A Parametrix Approach to Heat Kernel Estimates with an Application to Stochastic Algorithms.
  • PhD defended Jully, 3rd 2015.
    Full text: tel-01180708
  • Curriculum vitae.

Publications

  • 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 Stocahstic 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" : (arXiv:1607.08718 ).

Work in Progress

  • Huang Lorick, Menozzi Stéphane, "Weak Error for Stable Driven SDEs with Hölder coefficients".
  • Frikha Noufel, Huang Lorick, Kohatsu-Higa Arturo, Menozzi Stéphane, "Short time asymptotics for some degenerate Kolmogorov equations."
  • Huang Lorick, Konanov Valentin, Markova Anna, "Local Limit Theorem for Robbins Monro approximation."

Teachings

  • 2011 - 2014 :
    • Statistiques descriptives (First Year Students).
  • 2014 - 2015 :
    • Probabilités, semestre 1, Licence 3 (Third Year Students).
    • Probabilités et statistiques, semestre 2, Licence 2 (Second Year Students).
  • 2016 - present :
    • STT 351 Probability and Statistics for engineers.

Others

  • Random Oscilating Pendulem, made for "la Nuit des Chercheurs" event at Ecole Polytechnique: Vidéo.
  • Bean Machine, made for "la Nuit des Chercheurs" event at Ecole Polytechnique: Vidéo.

 
users/huang/index.txt · Last modified: 2016/12/02 21:15 by huang
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