Duc-Trong Luong

MaRDI QIDQ519727zbMATH OpenFDO

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
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
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
Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients Stochastic Analysis and Applications	2022-06-27	Paper
Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient Vietnam Journal of Mathematics	2020-04-21	Paper
Semi-implicit Milstein approximation scheme for non-colliding particle systems Calcolo	2019-09-03	Paper
Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients Statistics & Probability Letters	2019-02-20	Paper
Semi-implicit Milstein approximation scheme for non-colliding particle systems (available as arXiv preprint)	2018-08-28	Paper
Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient Brazilian Journal of Probability and Statistics	2017-04-05	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 (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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