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Nguyen Tien Dung
Titolo
Citata da
Citata da
Anno
Fractional stochastic differential equations with applications to finance
DN Tien
Journal of Mathematical Analysis and Applications 397 (1), 334-348, 2013
1092013
Semimartingale approximation of fractional Brownian motion and its applications
NT Dung
Computers & Mathematics with Applications 61 (7), 1844-1854, 2011
392011
Asymptotic behavior of linear fractional stochastic differential equations with time-varying delays
D Nguyen
Communications in Nonlinear Science and Numerical Simulation 19 (1), 1-7, 2014
342014
Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays
DN Tien
Journal of the Korean Statistical Society 43 (4), 599-608, 2014
322014
A stochastic Ginzburg–Landau equation with impulsive effects
DN Tien
Physica A: Statistical Mechanics and its Applications 392 (9), 1962-1971, 2013
322013
New stability conditions for mixed linear Levin-Nohel integro-differential equations
NT Dung
Journal of Mathematical Physics 54 (8), 082705, 2013
262013
Asymptotic behavior of linear advanced differential equations
NT Dung
Acta Mathematica Scientia 35 (3), 610-618, 2015
242015
Gaussian estimates for the solutions of some one-dimensional stochastic equations
TD Nguyen, N Privault, GL Torrisi
Potential Analysis 43 (2), 289-311, 2015
232015
Mackey–Glass equation driven by fractional Brownian motion
DT Nguyen
Physica A: Statistical Mechanics and its Applications 391 (22), 5465-5472, 2012
232012
An approximate approach to fractional stochastic integration and its applications
NT Dung, TH Thao
Brazilian Journal of Probability and Statistics 24 (1), 57-67, 2010
222010
Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space
NT Dung
Stochastics An International Journal of Probability and Stochastic Processes …, 2015
212015
On exponential stability of linear Levin-Nohel integro-differential equations
N Tien Dung
Journal of Mathematical Physics 56 (2), 022702, 2015
162015
Fractional geometric mean-reversion processes
DN Tien
Journal of Mathematical Analysis and Applications 380 (1), 396-402, 2011
15*2011
A class of fractional stochastic differential equations
NT Dung
Vietnam Journal of Mathematics 36 (3), 271-279, 2008
152008
Tail estimates for exponential functionals and applications to SDEs
TD Nguyen
Stochastic Processes and their Applications 128 (12), 4154-4170, 2018
142018
Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model
NT Dung
Statistics & Probability Letters 112, 98-104, 2016
112016
Explicit rates of convergence in the multivariate CLT for nonlinear statistics
NT Dung
Acta Mathematica Hungarica 158 (1), 173-201, 2019
92019
The probability of finite-time blowup of a semi-linear SPDE with fractional noise
NT Dung
Statistics & Probability Letters 149, 86-92, 2019
82019
The existence of a positive solution for a generalized delay logistic equation with multifractional noise
DN Tien
Statistics & Probability Letters 83 (4), 1240-1246, 2013
82013
On delayed logistic equation driven by fractional Brownian motion
NT Dung
Journal of computational and nonlinear dynamics 7 (3), 2012
82012
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20