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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:
Articles 1–20. University of Science, Vietnam National University, Hanoi - Cited by 245 - Geometric Analysis.
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.
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
7 kwi 2019 · Mathematics > Probability. [Submitted on 7 Apr 2019] An improved bound for the Gaussian concentration inequality. Nguyen Tien Dung. In this note, we provide an improved bound for the Gaussian concentration inequality. Our proof is short and bases on the integration-by-parts formula for the gaussian measure. Submission history.
Nguyen Tien Dung. University of Science, Vietnam National University, Hanoi. Verified email at vnu.edu.vn ... Vietnam Journal of Mathematics 36 (3), 271-279, 2008. 16: 2008: Fractional geometric mean-reversion processes. DN Tien. Journal of Mathematical Analysis and Applications 380 (1), 396-402, 2011. 15 *
10 paź 2020 · Abstract. In this paper we obtain an Itô differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small time central limit theorem for the solution.
