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18 maj 2021 · On the density of nonlinear statistics. Nguyen Tien Dung. In this note, we revisit a classical problem related to the density of nonlinear statistics. We obtain a new representation of densities and, for the first time, a necessary and sufficient condition for the existence of densities is provided. Comments:
Nguyen Tien Dung. University of Science, Vietnam National University, Hanoi. Verified email at vnu.edu.vn ... N Tien Dung. Journal of Mathematical Physics 56 (2), 022702, 2015. 17: ... DN Tien. Journal of Mathematical Analysis and Applications 380 (1), 396-402, 2011. 15 * 2011: Tail estimates for exponential functionals and applications to SDEs ...
1 mar 2010 · Mathematics, Physics 2017 In this paper we consider a problem of signal processing where the signal is expressed by a fractional Ornstein-Uhlenbeck process in general form.
In this paper we consider the fractional case of a class of stochastic dif-ferential equations that has many important applications. Based on an approximation approach we solve the equation with polynomial drift and fractional noise. An explicit solution is found and some applications are given.
15 lut 2022 · Smoothness and Gaussian Density Estimates for Stochastic Functional Differential Equations with Fractional Noise. N. V. Tan. Mathematics. 2020. In this paper, we study the density of the solution to a class of stochastic functional differential equations driven by fractional Brownian motion.
Gradient estimates for some f -heat equations driven by Lichnerowicz’s equation on complete smooth metric measure spaces. NT Dung, NN Khanh, QA Ngô. manuscripta mathematica 155, 471-501. , 2018.
Nguyen, Dung Tien; Yin, G., Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions, Quart. Appl. Math., 4, 601–628, 2013
