| Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients HL Ngo, D Taguchi Mathematics of Computation 85 (300), 1793-1819, 2016 | 102 | 2016 |
| On the Euler–Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients HL Ngo, D Taguchi IMA Journal of Numerical Analysis 37 (4), 1864-1883, 2017 | 62 | 2017 |
| Strong convergence for the Euler–Maruyama approximation of stochastic differential equations with discontinuous coefficients HL Ngo, D Taguchi Statistics & Probability Letters 125, 55-63, 2017 | 53 | 2017 |
| Approximations of non-smooth integral type functionals of one dimensional diffusion processes A Kohatsu-Higa, A Makhlouf, HL Ngo Stochastic Processes and their Applications 124 (5), 1881-1909, 2014 | 29 | 2014 |
| Strong rate of tamed Euler–Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient HL Ngo, DT Luong Brazilian Journal of Probability and Statistics, 24-40, 2017 | 23 | 2017 |
| On the discrete approximation of occupation time of diffusion processes HL Ngo, S Ogawa | 22 | 2011 |
| Approximation for non-smooth functionals of stochastic differential equations with irregular drift HL Ngo, D Taguchi Journal of Mathematical Analysis and Applications 457 (1), 361-388, 2018 | 15 | 2018 |
| Limit theorem for perturbed random walks HL Ngo, M Peigné arXiv preprint arXiv:1906.00440, 2019 | 13 | 2019 |
| Tamed Euler–Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients HL Ngo, DT Luong Statistics & Probability Letters 145, 133-140, 2019 | 11 | 2019 |
| A central limit theorem for the functional estimation of the spot volatility HL Ngo, S Ogawa De Gruyter 15 (4), 353-380, 2009 | 11 | 2009 |
| Semi-implicit Euler–Maruyama approximation for noncolliding particle systems HL Ngo, D Taguchi The Annals of Applied Probability 30 (2), 673-705, 2020 | 9 | 2020 |
| Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients TT Kieu, DT Luong, HL Ngo Stochastic Analysis and Applications 40 (4), 714-734, 2022 | 7 | 2022 |
| Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis NL Liu, HL Ngo Japan Journal of Industrial and Applied Mathematics 34, 747-761, 2017 | 7 | 2017 |
| Weak approximations for SDE’s driven by Lévy processes A Kohatsu-Higa, HL Ngo Seminar on Stochastic Analysis, Random Fields and Applications VII: Centro …, 2013 | 5 | 2013 |
| 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 NK Tran, TT Kieu, DT Luong, HL Ngo Journal of Mathematical Analysis and Applications 543 (2), 128982, 2025 | 4 | 2025 |
| Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion MT Do, HL Ngo, NA Pho Journal of Complexity 82, 101833, 2024 | 4 | 2024 |
| Strong convergence in infinite time interval of tamed-adaptive Euler–Maruyama scheme for Lévy-driven SDEs with irregular coefficients TT Kieu, DT Luong, HL Ngo, NK Tran Computational and Applied Mathematics 41 (7), 301, 2022 | 4 | 2022 |
| Limit theorem for reflected random walks HL Ngo, M Peigné Thermodynamic Formalism: CIRM Jean-Morlet Chair, Fall 2019, 205-233, 2021 | 4 | 2021 |
| On the Euler–Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients HL Ngo, D Taguchi Mathematics and Computers in Simulation 161, 102-112, 2019 | 4 | 2019 |
| Some remarks on the real-time scheme for the estimation of spot volatility S Ogawa, HL Ngo 立命館大学理工学研究所紀要= Memoirs of the Institute of Science …, 2008 | 3 | 2008 |
Ngoc Khue TranHanoi University of Science and Technology確認したメール アドレス: hust.edu.vn