1 citations · 1 across the 2 of their papers we have counts for
7 papers · 1 filter
Stochastic Approximation with Discontinuous Dynamics, Differential Inclusions, and Applications
Nhu Nguyen, George Yin
This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the us…
Stability and Stabilization of Coupled Jump Diffusions and Applications
Dang Nguyen, Duy Nguyen, Nhu Nguyen +1
This paper develops stability and stabilization results for systems of fully coupled jump diffusions. Such systems frequently arise in numerous applications where each subsystem (c…
Stochastic Functional Kolmogorov Equations II: Extinction
Dang H. Nguyen, Nhu N. Nguyen, George Yin
This work, Part II, together with its companion Part I develops a new framework for stochastic functional Kolmogorov equations, which are nonlinear stochastic differential equation…
Stochastic Functional Kolmogorov Equations (I): Persistence
Dang H. Nguyen, Nhu N. Nguyen, George Yin
This work (Part (I)) together with its companion (Part (II) [45]) develops a new framework for stochastic functional Kolmogorov equations, which are nonlinear stochastic differenti…
Large Deviations Principles for Langevin Equations in Random Environment and Applications
Nhu N. Nguyen, George Yin
In contrast to the study of Langevin equations in a homogeneous environment in the literature, the study on Langevin equations in randomly-varying environments is relatively scarce…
Exponential tightness of a family of Skorohod integrals
Nhu N. Nguyen
Exponential tightness of a family of Skorohod integrals is studied in this paper. We first provide a counterexample to illustrate that in general the exponential tightness with spe…