H. Ngo

activity

20132026

most citedOn the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients

24 citations · 33 across the 12 of their papers we have counts for

collaborators

Showing 2019Show all

2 papers · 1 filter

math.PR2019

Limit theorem for reflected random walks

Hoang-Long Ngo, Marc Peigné

Let $ξ$ n , n $\in$ N be a sequence of i.i.d. random variables with values in Z. The associated random walk on Z is S(n) = $ξ$ 1 + $\times$ $\times$ $\times$ + $ξ$ n+1 and the corr…

math.PR2019★ 5 cited

Limit theorem for perturbed random walks

Hoang-Long Ngo, Marc Peigne

We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross tha…