Hoang-Long Ngo

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 6

Top Topics

Differential Equations

Approximation Algorithms

Piecewise Continuous

Top Venues

Math. Comput. Simul.

Comput. Appl. Math.

Publications

Minh-Thang Do, Hoang-Long Ngo, Nhat-An Pho
Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion. J. Complex. 82 (2024)
Ngoc Khue Tran, Trung-Thuy Kieu, Duc-Trong Luong, Hoang-Long Ngo
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)
Minh-Thang Do, Hoang-Long Ngo, Nhat-An Pho
Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion. CoRR (2023)
Trung-Thuy Kieu, Duc-Trong Luong, Hoang-Long Ngo, Ngoc Khue Tran
Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients. Comput. Appl. Math. 41 (7) (2022)
Hoang-Long Ngo, Dai Taguchi
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients. Math. Comput. Simul. 161 (2019)
Hoang-Long Ngo, Dai Taguchi
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients. Math. Comput. 85 (300) (2016)
Shigeyoshi Ogawa, Hoang-Long Ngo
Real-time estimation scheme for the spot cross volatility of jump diffusion processes. Math. Comput. Simul. 80 (9) (2010)
Hoang-Long Ngo, Shigeyoshi Ogawa
A central limit theorem for the functional estimation of the spot volatility. Monte Carlo Methods Appl. 15 (4) (2009)