Dr. Luong Duc Trong

Lecturer

Research interest: Probability

Email: trongldAThnue.edu.vn

Teaching

  • Probability Theory
  • Statistics
  • Introduction to Social Statistics
  • Mathematical Software

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.  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.  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.  48 (2020), no. 1, 107–124; MR4068373
  4. D.-T. Luong and H.-L. Ngo, Semi-implicit Milstein approximation scheme for non-colliding particle systems, Calcolo  56 (2019), no. 3, Paper No. 25, 18 pp.; MR3981194
  5. H.-L. Ngo and D.-T. Luong, Tamed Euler-Maruyama approximation for stochastic differential equations with locally H\”older continuous diffusion coefficients, Statist. Probab. Lett.  145 (2019), 133–140; MR3873899
  6. H.-L. Ngo and D.-T. Luong, Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with H\”older continuous diffusion coefficient, Braz. J. Probab. Stat.  31 (2017), no. 1, 24–40; MR3601659