Tran, Ngoc Khue

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, Trung-Thuy Kieu, Tran, Ngoc Khue +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. LAN property for an ergodic diffusion with jumps
   2015/06/02 by Arturo Kohatsu‐Higa, Eulàlia Nualart, Kohatsu-Higa, Arturo +3 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. Density estimates for jump diffusion processes
   2021/04/25 by Kohatsu-Higa, Arturo, Nualart, Eulalia, Tran, Ngoc Khue · 1 citation
   #FOS: Mathematics #Probability (math.PR)