Ngo, Hoang-Long

1. On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients
   2024/01/08 by Ngoc Khue Tran, Tran, Ngoc Khue, Trung-Thuy Kieu +5 · 8 citations
   Economics, Econometrics and Finance · Engineering · Social Sciences · #60H10 #60H35 #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Insurance, Mortality, Demography, Risk Management #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
2. On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients
   2015/09/22 by Hoang-Long Ngo, Ngo, Hoang-Long, Dai Taguchi +1 · 3 citations
   Computer Science · Economics, Econometrics and Finance · Social Sciences · #41A25 #60C30 #60H35 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Stochastic processes and financial applications
3. Strong Rate of Convergence for the Euler-Maruyama Approximation of\n Stochastic Differential Equations with Irregular Coefficients
   2013/11/12 by Hoang-Long Ngo, Ngo, Hoang-Long, Dai Taguchi +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #41A25 #60H10 #60H35 #65C30 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Probability and Risk Models #Statistics Theory (math.ST) #Stochastic processes and financial applications #demographic modeling and climate adaptation
4. Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion
   2023/05/12 by Do, Minh-Thang, Ngo, Hoang-Long, Pho, Nhat-An · 2 citations
   #60H10 #60H35 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
5. Semi-implicit Euler-Maruyama approximation for non-colliding particle\n systems
   2017/06/30 by Hoang-Long Ngo, Ngo, Hoang-Long, Dai Taguchi +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #41A25 #60C30 #60H35 #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Statistical Methods and Bayesian Inference #Stochastic processes and financial applications
6. Limit theorem for reflected random walks
   2019/10/03 by Ngo, Hoang-Long, Peigné, Marc · 1 citation
   #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)