Kieu Trung Thuy

Lecturer

Research interest: Probability

Email: thuyktAThnue.edu.vn

Teaching

  • Probability
  • Statistics
  • Introduction to Social Statistics

Publications

  1. T.-T. Kieu et al., Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for L\’evy-driven SDEs with irregular coefficients, Comput. Appl. Math. {\bf 41} (2022), no.~7, Paper No. 301, 31 pp.; MR4476921
  2. T.-T. Kieu, D.-T. Luong and H.-L. Ngo, Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally H\”older continuous diffusion coefficients, Stoch. Anal. Appl. {\bf 40} (2022), no.~4, 714–734; MR4438740
  3. T.-T. Kieu et al., Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with H\”older continuous diffusion coefficient, Vietnam J. Math. {\bf 48} (2020), no.~1, 107–124; MR4068373