Hoang-Long Ngo

According to our database, Hoang-Long Ngo authored at least 7 papers between 2009 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2024

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

2023

Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion.

Minh-Thang Do, Hoang-Long Ngo, Nhat-An Pho

CoRR, 2023

2022

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., October, 2022

2019

On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients.

Hoang-Long Ngo, Dai Taguchi

Math. Comput. Simul., 2019

2016

Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients.

Hoang-Long Ngo, Dai Taguchi

Math. Comput., 2016

2010

Real-time estimation scheme for the spot cross volatility of jump diffusion processes.

Shigeyoshi Ogawa, Hoang-Long Ngo

Math. Comput. Simul., 2010

2009

A central limit theorem for the functional estimation of the spot volatility.

Hoang-Long Ngo, Shigeyoshi Ogawa

Monte Carlo Methods Appl., 2009