Hoang-Long Ngo
Orcid: 0000-0003-4591-5514
According to our database1,
Hoang-Long Ngo authored at least 12 papers
between 2009 and 2026.
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Bibliography
2026
Asymptotic separation between solutions and fast θ-Euler-Maruyama scheme for singular stochastic Volterra integral equations with jumps.
Comput. Appl. Math., September, 2026
Strong solution and approximation of time-dependent radial Dunkl processes with multiplicative noise.
J. Comput. Appl. Math., 2026
2024
Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion.
J. Complex., 2024
A Multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients.
CoRR, 2024
A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients.
CoRR, 2024
Strong solution and approximation of time-dependent radial Dunkl processes with multiplicative noise.
CoRR, 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.
CoRR, 2024
2022
Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients.
Comput. Appl. Math., October, 2022
2019
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients.
Math. Comput. Simul., 2019
2016
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients.
Math. Comput., 2016
2010
Real-time estimation scheme for the spot cross volatility of jump diffusion processes.
Math. Comput. Simul., 2010
2009
Monte Carlo Methods Appl., 2009