Nguyen Hai Dang

Publication Activity (10 Years)

Years Active: 2014-2022
Publications (10 Years): 7

Top Topics

Maximum Likelihood

Top Venues

SIAM J. Control. Optim.

SIAM Conf. on Control and its Applications

J. Appl. Probab.

Appl. Math. Comput.

Publications

J. Lars Kirkby, Nguyen Hai Dang, Duy Nguyen, Nhu N. Nguyen
Maximum likelihood estimation of diffusions by continuous time Markov chain. Comput. Stat. Data Anal. 168 (2022)
Nguyen Huu Du, Nguyen Hai Dang, Nguyen Ngoc Nhu, George Yin
Stability of stochastic functional differential equations with random switching and applications. Autom. 125 (2021)
Nguyen Hai Dang, Duy Nguyen, Son Luu Nguyen
Stability in Distribution of Path-Dependent Hybrid Diffusion. SIAM J. Control. Optim. 59 (1) (2021)
Nguyen Hai Dang, George Yin, Chao Zhu
Long-Term Analysis of a Stochastic SIRS Model with General Incidence Rates. SIAM J. Appl. Math. 80 (2) (2020)
J. Lars Kirkby, Nguyen Hai Dang, Duy Nguyen
A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions. Appl. Math. Comput. 386 (2020)
Nguyen Huu Du, Nguyen Hai Dang, George Yin
Conditions for permanence and ergodicity of certain stochastic predator-prey models. J. Appl. Probab. 53 (1) (2016)
Nguyen Hai Dang, George Yin
Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space. SIAM J. Control. Optim. 54 (5) (2016)
Nguyen Huu Du, Nguyen Hai Dang, George Yin
Study of Certain Stochastic Predator-Prey Models. SIAM Conf. on Control and its Applications (2015)
Nguyen Huu Du, Nguyen Hai Dang, Nguyen Thanh Dieu
On stability in distribution of stochastic differential delay equations with Markovian switching. Syst. Control. Lett. 65 (2014)