H. L. Ngo

Available identifiers

zbMath Open ngo.hoang-longMaRDI QIDQ519726

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
Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients	2022-06-27	Paper
Limit Theorem for Reflected Random Walks	2021-12-13	Paper
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients	2021-03-02	Paper
Semi-implicit Euler-Maruyama approximation for noncolliding particle systems	2020-08-17	Paper
Limit theorem for perturbed random walks	2020-08-12	Paper
Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient	2020-04-21	Paper
Semi-implicit Milstein approximation scheme for non-colliding particle systems	2019-09-03	Paper
Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients	2019-02-20	Paper
OUP accepted manuscript	2018-09-26	Paper
Semi-implicit Milstein approximation scheme for non-colliding particle systems	2018-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q4563063	2018-06-06	Paper
Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis	2017-12-12	Paper
Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients	2017-10-06	Paper
Approximation for non-smooth functionals of stochastic differential equations with irregular drift	2017-09-25	Paper
Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient	2017-04-05	Paper
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients	2016-03-23	Paper
Approximations of non-smooth integral type functionals of one dimensional diffusion processes	2014-08-27	Paper
Weak Approximations for SDE’s Driven by Lévy Processes	2014-02-19	Paper
On the discrete approximation of occupation time of diffusion processes	2013-05-28	Paper
Parametric estimation for discretely observed stochastic processes with jumps	2013-05-27	Paper
An integrated cross-volatility estimation for asynchronous noisy data	2012-06-25	Paper
Real-time estimation scheme for the spot cross volatility of jump diffusion processes	2010-07-28	Paper
A central limit theorem for the functional estimation of the spot volatility	2010-02-10	Paper
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	N/A	Paper
Numerical schemes for radial Dunkl processes	N/A	Paper

Research outcomes over time

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