Ngoc Khue Tran

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the infinite time horizon approximation for L\'evy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients (available as arXiv preprint)	N/A	Paper
LAQ property for singular drift parameters of diffusions with discrete observations Vietnam Journal of Mathematics	2026-05-08	Paper
Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations (available as arXiv preprint)	2026-01-01	Paper
A multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients Methodology and Computing in Applied Probability	2025-11-25	Paper
A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients Calcolo	2025-11-20	Paper
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 Journal of Mathematical Analysis and Applications	2025-02-06	Paper
LAMN property for jump diffusion processes with discrete observations on a fixed time interval Journal of Statistical Planning and Inference	2023-06-20	Paper
Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients Computational and Applied Mathematics	2022-09-26	Paper
LAMN property for multivariate inhomogeneous diffusions with discrete observations Electronic Journal of Statistics	2022-08-31	Paper
Density estimates for jump diffusion processes Applied Mathematics and Computation	2022-03-03	Paper
Local asymptotic properties for Cox-Ingersoll-Ross process with discrete observations Scandinavian Journal of Statistics	2021-06-22	Paper
Density estimates for jump diffusion processes (available as arXiv preprint)	2021-04-25	Paper
Local asymptotic properties for the growth rate of a jump-type CIR process	2019-02-28	Paper
LAN property for an ergodic Ornstein-Uhlenbeck process with Poisson jumps Communications in Statistics: Theory and Methods	2017-10-12	Paper
LAN property for an ergodic diffusion with jumps Statistics	2017-07-20	Paper
LAN property for an ergodic diffusion with jumps Statistics	2017-07-20	Paper
LAN property for a simple Lévy process Comptes Rendus. Mathématique. Académie des Sciences, Paris	2014-11-04	Paper
On the LAMN property for continuous observations of some diffusion processes with jumps	2013-04-29	Paper
WITHDRAWN: On the LAMN property for continuous observations of some diffusion processes with jumps (available as arXiv preprint)	2013-01-01	Paper

Research outcomes over time

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