Vu Thi Hue

collaborators

Showing math.PRShow all

2 papers · 1 filter

math.PR2026

Strong convergence rate of Euler-Maruyama approximations in temporal-spatial HÃ¶lder-norms for LÃ©vy-driven stochastic differential equations

Vu Thi Hue, Ngoc Khue Tran, Hoang-Long Ngo

We study the error between the exact solution and its Euler-Maruyama approximation in temporal-spatial HÃ¶lder-norms for LÃ©vy-driven stochastic differential equations.

math.PR2025

Sharp estimates for Lyapunov exponents of Milstein approximation of stochastic differential systems

Vu Thi Hue

The Milstein approximation with step size $I^ t > 0$ of the solution $(X, Y)$ to a two-by-two system of linear stochastic differential equations is considered. It is proved that when…