Duc-Trong Luong

Available identifiers

zbMath Open luong.duc-trongMaRDI QIDQ519727

List of research outcomes

Publication	Date of Publication	Type
Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients	2022-09-26	Paper
Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients	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	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
Semi-implicit Milstein approximation scheme for non-colliding particle systems	2018-08-28	Paper
Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient	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	N/A	Paper

Research outcomes over time

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