Fractional stochastic differential equations with applications to finance DN Tien Journal of Mathematical Analysis and Applications 397 (1), 334-348, 2013 | 109 | 2013 |
Semimartingale approximation of fractional Brownian motion and its applications NT Dung Computers & Mathematics with Applications 61 (7), 1844-1854, 2011 | 39 | 2011 |
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 | 34 | 2014 |
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 | 32 | 2014 |
A stochastic Ginzburg–Landau equation with impulsive effects DN Tien Physica A: Statistical Mechanics and its Applications 392 (9), 1962-1971, 2013 | 32 | 2013 |
New stability conditions for mixed linear Levin-Nohel integro-differential equations NT Dung Journal of Mathematical Physics 54 (8), 082705, 2013 | 26 | 2013 |
Asymptotic behavior of linear advanced differential equations NT Dung Acta Mathematica Scientia 35 (3), 610-618, 2015 | 24 | 2015 |
Gaussian estimates for the solutions of some one-dimensional stochastic equations TD Nguyen, N Privault, GL Torrisi Potential Analysis 43 (2), 289-311, 2015 | 23 | 2015 |
Mackey–Glass equation driven by fractional Brownian motion DT Nguyen Physica A: Statistical Mechanics and its Applications 391 (22), 5465-5472, 2012 | 23 | 2012 |
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 | 22 | 2010 |
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 | 21 | 2015 |
On exponential stability of linear Levin-Nohel integro-differential equations N Tien Dung Journal of Mathematical Physics 56 (2), 022702, 2015 | 16 | 2015 |
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 | 15 | 2008 |
Tail estimates for exponential functionals and applications to SDEs TD Nguyen Stochastic Processes and their Applications 128 (12), 4154-4170, 2018 | 14 | 2018 |
Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model NT Dung Statistics & Probability Letters 112, 98-104, 2016 | 11 | 2016 |
Explicit rates of convergence in the multivariate CLT for nonlinear statistics NT Dung Acta Mathematica Hungarica 158 (1), 173-201, 2019 | 9 | 2019 |
The probability of finite-time blowup of a semi-linear SPDE with fractional noise NT Dung Statistics & Probability Letters 149, 86-92, 2019 | 8 | 2019 |
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 | 8 | 2013 |
On delayed logistic equation driven by fractional Brownian motion NT Dung Journal of computational and nonlinear dynamics 7 (3), 2012 | 8 | 2012 |