A central limit theorem for the functional estimation of the spot volatility. - Hoang-Long Ngo; Shigeyoshi Ogawa (Monte Carlo Methods Appl., 2009)

Real-time estimation scheme for the spot cross volatility of jump diffusion processes. - Shigeyoshi Ogawa; Hoang-Long Ngo (Math. Comput. Simul., 2010)

Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients. - Hoang-Long Ngo; Dai Taguchi (Math. Comput., 2016)

On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients. - Hoang-Long Ngo; Dai Taguchi (Math. Comput. Simul., 2019)

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)

Strong solution and approximation of time-dependent radial Dunkl processes with multiplicative noise. - Minh-Thang Do; Hoang-Long Ngo; Dai Taguchi (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)

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 (J. Complex., 2024)