H. Ngo

发表

Approximations of non-smooth integral type functionals of one dimensional diffusion processes

A. Kohatsu-Higa, A. Makhlouf, H. Ngo, 2014 .

On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients

H. Ngo, Daichi Taguchi, 2015, 1509.06532.

Approximation for non-smooth functionals of stochastic differential equations with irregular drift

Hoang-Long Ngo, Dai Taguchi, H. Ngo, 2015, 1505.03600.

Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients

Hoang-Long Ngo, Dai Taguchi, H. Ngo, 2016, 1604.01174.

Strong rate of tamed Euler–Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient

H. Ngo, D. Luong, 2017 .

Convergence, Non-negativity and Stability of a New Tamed Euler–Maruyama Scheme for Stochastic Differential Equations with Hölder Continuous Diffusion Coefficient

H. Ngo, D. Luong, Trung-Thuy Kieu, 2019, Vietnam Journal of Mathematics.

Tamed Euler–Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients

H. Ngo, D. Luong, 2019, Statistics & Probability Letters.

Weak Approximations for SDE’s Driven by Lévy Processes

A. Kohatsu-Higa, H. Ngo, 2013 .

Parametric estimation for discretely observed stochastic processes with jumps

H. Ngo, 2010 .

Strong convergence in infinite time interval of tamed-adaptive Euler–Maruyama scheme for Lévy-driven SDEs with irregular coefficients

H. Ngo, D. Luong, Trung-Thuy Kieu, 2022, Computational and Applied Mathematics.

Convergence, Non-negativity and Stability of a New Tamed Euler–Maruyama Scheme for Stochastic Differential Equations with Hölder Continuous Diffusion Coefficient

H. Ngo, D. Luong, Trung-Thuy Kieu, 2019, Vietnam Journal of Mathematics.

LAMN property for multivariate inhomogeneous diffusions with discrete observations

H. Ngo, N. Tran, 2022, Electronic Journal of Statistics.

Sustainable synthesis of nitrogen heterocycles from carbon dioxide and aromatic amines over heterogeneous catalysts

Cong Chien Truong, H. Ngo, 2020 .

Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients

Dai Taguchi, Hoang-Long Ngo, H. Ngo, 2013, Math. Comput..

Real-time estimation scheme for the spot cross volatility of jump diffusion processes

Shigeyoshi Ogawa, Hoang-Long Ngo, Shigeyoshi Ogawa, 2010, Math. Comput. Simul..

On the discrete approximation of occupation time of diffusion processes

Shigeyoshi Ogawa, Hoang-Long Ngo, Shigeyoshi Ogawa, 2011 .

Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion

H. Ngo, Minh-Thang Do, Nhat-An Pho, 2023, ArXiv.

Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients

H. Ngo, D. Luong, Trung-Thuy Kieu, 2021, Stochastic Analysis and Applications.

PR ] 3 O ct 2 01 9 Limit theorem for reflected randomwalks

H. Ngo, M. Peigné, 2019 .

Numerical schemes for radial Dunkl processes

H. Ngo, Dai Taguchi, 2024, 2404.05113.