pith. sign in

Hoang-Long Ngo

Identifiers

  • name variant Hoang-Long Ngo 0.60 · backfill

Papers (9)

  1. Strong convergence rate of Euler-Maruyama approximations in temporal-spatial H\"older-norms for L\'evy-driven stochastic differential equations math.PR · 2026 · author #3
  2. Limit theorem for perturbed random walks math.PR · 2019 · author #1
  3. Semi-implicit Milstein approximation scheme for non-colliding particle systems math.PR · 2018 · author #1
  4. Semi-implicit Euler-Maruyama approximation for non-colliding particle systems math.PR · 2017 · author #1
  5. Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients math.PR · 2016 · author #1
  6. On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients math.PR · 2015 · author #1
  7. Approximation for non-smooth functionals of stochastic differential equations with irregular drift math.PR · 2015 · author #1
  8. Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis q-fin.ST · 2014 · author #2
  9. Strong Rate of Convergence for the Euler-Maruyama Approximation of Stochastic Differential Equations with Irregular Coefficients math.PR · 2013 · author #1

Mentions

  • 1509.06532 #1 · backfill · confidence 0.70 Hoang-Long Ngo
  • 1808.09181 #1 · arxiv_oai · confidence 0.70 Hoang-Long Ngo
  • 1505.03600 #1 · backfill · confidence 0.70 Hoang-Long Ngo
  • 1409.2214 #2 · backfill · confidence 0.70 Hoang-Long Ngo
  • 1311.2725 #1 · backfill · confidence 0.70 Hoang-Long Ngo

Frequent Coauthors