People

Teaching

• Probability Theory

• Statistics

• Introduction to Social Statistics

• Mathematical Software

Publications

1. Kieu Trung Thuy, Luong Duc Trong, Ngo Hoang Long, Nguyen Thu Thuy, Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with H\"older continuous diffusion coefficient. Vietnam Journal of Mathematics 48(1), 107-124 (2020) http://link.springer.com/article/10.1007/s10013-019-00373-3.

2. Duc-Trong Luong and Hoang-Long Ngo, Semi-implicit Milstein approximation scheme for non-colliding particle systems. Calcolo 2019, 56:25.

3. Hoang-Long Ngo and Duc-Trong Luong, Tamed Euler-Maruyama approximation for stochastic differential equations with locally H\"older continuous diffusion coefficients. Statistics and Probability Letters Volume 145, February 2019, Pages 133-140.

4. Hoang-Long Ngo and Duc-Trong Luong) Strong Rate of Tamed Euler-Maruyama Approximation for Stochastic Differential Equations with H¨older Continuous Diffusion Coefficients. Brazilian Journal of Probability and Statistics Vol. 31, No.1, 24-40 (2017)