9 citations · 13 across the 10 of their papers we have counts for
11 papers
Taming discrete rough paths via strong Lyapunov functions
Luu Hoang Duc
Based on the newly introduced concept of {\it strong Lyapunov functions} for rough differential equations \cite{ducjost25}, we study a tamed numerical scheme to approximate the sol…
Stability criteria for rough systems
Luu Hoang Duc, Phan Thanh Hong, Nguyen Dinh Cong
We propose a quantitative direct method to prove the local stability of a stationary solution for a rough differential equation and its regular discretization scheme. Using Doss-Su…
Controlled differential equations as rough integrals
Luu Hoang Duc
We study controlled differential equations with unbounded drift terms, where the driving paths is - Hölder continuous for , so that the rough in…
Probabilistic morphisms and Bayesian nonparametrics
Jürgen Jost, Hông Vân Lê, Tat Dat Tran
In this paper we develop a functorial language of probabilistic morphisms and apply it to some basic problems in Bayesian nonparametrics. First we extend and unify the Kleisli cate…
Stability theory for Gaussian rough differential equations. Part II
Luu Hoang Duc
We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli \cite{gubinelli}. Under the strongly dis…
Stability theory for Gaussian rough differential equations. Part I
Luu Hoang Duc
We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli \cite{gubinelli}. Under the strongly dis…
Lyapunov spectrum of nonautonomous linear Young differential equations
Nguyen Dinh Cong, Luu Hoang Duc, Phan Thanh Hong
We show that a linear Young differential equation generates a topological two-parameter flow, thus the notions of Lyapunov exponents and Lyapunov spectrum are well-defined. The spe…
Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients
Duc Hoang Luu, Tat Dat Tran, Jürgen Jost
It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe…
A new concept of local metric entropy for finite-time nonautonomous dynamical systems
Luu Hoang Duc, Stefan Siegmund
We introduce a new concept of finite-time entropy which is a local version of the classical concept of metric entropy. Based on that, a finite-time version of Pesin's entropy formu…
Generation of random dynamical systems from fractional stochastic delay differential equations
Luu Hoang Duc, Björn Schmalfuss, Stefan Siegmund
In this note we prove that a fractional stochastic delay differential equation which satisfies natural regularity conditions generates a continuous random dynamical system on a sub…
Asymptotic Behavior of Linear Almost Periodic Differential Equations
Bui Xuan Dieu, Luu Hoang Duc, Stefan Siegmund +1
The present paper is concerned with strong stability of solutions of non-autonomous equations of the form , where is an unbounded operator in a Banach sp…