Ngoc Khue Tran

Available identifiers

zbMath Open tran.ngoc-khueMaRDI QIDQ467697

List of research outcomes

Publication	Date of Publication	Type
LAMN property for jump diffusion processes with discrete observations on a fixed time interval	2023-06-20	Paper
Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients	2022-09-26	Paper
LAMN property for multivariate inhomogeneous diffusions with discrete observations	2022-08-31	Paper
Density estimates for jump diffusion processes	2022-03-03	Paper
Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations	2021-06-22	Paper
Density estimates for jump diffusion processes	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	2017-10-12	Paper
LAN property for an ergodic diffusion with jumps	2017-07-20	Paper
LAN property for a simple Lévy process	2014-11-04	Paper
On the LAMN property for continuous observations of some diffusion processes with jumps	2013-04-29	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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