Hoang-Long Ngo

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2026 J jnl
Asymptotic separation between solutions and fast θ-Euler-Maruyama scheme for singular stochastic Volterra integral equations with jumps.
Comput. Appl. Math.
Phan Thi Huong, Hoang-Long Ngo
2024 J jnl
A Multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients.
CoRR
Hoang-Viet Nguyen, Trung-Thuy Kieu, Duc-Trong Luong, Hoang-Long Ngo, Ngoc Khue Tran
2024 J jnl
A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients.
CoRR
Thi-Huong Vu, Hoang-Long Ngo, Duc-Trong Luong, Ngoc Khue Tran
2024 J jnl
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.
CoRR
Ngoc Khue Tran, Trung-Thuy Kieu, Duc-Trong Luong, Hoang-Long Ngo
2024 J jnl
Strong solution and approximation of time-dependent radial Dunkl processes with multiplicative noise.
CoRR
Minh-Thang Do, Hoang-Long Ngo, Dai Taguchi
2024 J jnl
Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion.
J. Complex.
Minh-Thang Do, Hoang-Long Ngo, Nhat-An Pho
2023 J jnl
Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion.
CoRR
Minh-Thang Do, Hoang-Long Ngo, Nhat-An Pho
2022 J jnl
Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients.
Comput. Appl. Math.
Trung-Thuy Kieu, Duc-Trong Luong, Hoang-Long Ngo, Ngoc Khue Tran
2019 J jnl
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients.
Math. Comput. Simul.
Hoang-Long Ngo, Dai Taguchi
2016 J jnl
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients.
Math. Comput.
Hoang-Long Ngo, Dai Taguchi
2010 J jnl
Real-time estimation scheme for the spot cross volatility of jump diffusion processes.
Math. Comput. Simul.
Shigeyoshi Ogawa, Hoang-Long Ngo
2009 J jnl
A central limit theorem for the functional estimation of the spot volatility.
Monte Carlo Methods Appl.
Hoang-Long Ngo, Shigeyoshi Ogawa