Selected Publications
Thanh Dang and Lingjiong Zhu "Gradient estimates for semigroups associated with stochastic differential equations driven by cylindrical Levy processes" (2024). To appear in Electronic Journal of Probability.Â
Fuqing Gao and Lingjiong Zhu "Precise deviations for Hawkes processes" (2021) Bernoulli, 27, 221-248.
Fuqing Gao and Lingjiong Zhu "Some asymptotic results for nonlinear Hawkes processes" (2018) Stochastic Processes and their Applications, 128, 4051-4077.
Xuefeng Gao and Lingjiong Zhu "Limit theorems for Markovian Hawkes processes with a large initial intensity" (2018) Stochastic Processes and their Applications, 128, 3807-3839.
Xuefeng Gao and Lingjiong Zhu "Large deviations and applications for Markovian Hawkes processes with a large initial intensity" (2018) Bernoulli, 24, 2875-2905.
David Aristoff and Lingjiong Zhu "On the phase transition curve in a directed exponential random graph model" (2018) Advances in Applied Probability, 50, 272-301.
Lingjiong Zhu "Asymptotic structure of constrained exponential random graph models" (2017) Journal of Statistical Physics, 166, 1464-1482.
David Aristoff and Lingjiong Zhu "Asymptotic structure and singularities in constrained directed graphs" (2015) Stochastic Processes and their Applications, 125, 4154-4177.
Lingjiong Zhu "Large deviations for Markovian nonlinear Hawkes processes" (2015) Annals of Applied Probability, 25, 548-581.
Behzad Mehrdad, Sanchayan Sen and Lingjiong Zhu "The speed of a biased walk on a Galton-Watson tree without leaves is monotonic with respect to progeny distributions for high values of bias" (2015) Annales de l'Institut Henri Poincare-Probabilites et Statistiques, 51, 304-318.
Lingjiong Zhu "Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps" (2014) Journal of Applied Probability, 51, 699-712.
Lingjiong Zhu "Process-level large deviations for nonlinear Hawkes point processes" (2014) Annales de l'Institut Henri Poincare-Probabilites et Statistiques, 50, 845-871.
Lingjiong Zhu "Central limit theorem for nonlinear Hawkes processes" (2013) Journal of Applied Probability, 50, 760-771