Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients. - Trung-Thuy Kieu; Duc-Trong Luong; Hoang-Long Ngo; Ngoc Khue Tran (Comput. Appl. Math., 2022)

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. - Ngoc Khue Tran; Trung-Thuy Kieu; Duc-Trong Luong; Hoang-Long Ngo (CoRR, 2024)

A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients. - Thi-Huong Vu; Hoang-Long Ngo; Duc-Trong Luong; Ngoc Khue Tran (CoRR, 2024)

A Multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients. - Hoang-Viet Nguyen; Trung-Thuy Kieu; Duc-Trong Luong; Hoang-Long Ngo; Ngoc Khue Tran (CoRR, 2024)