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math.PR2025
On the existence of negative moments for some non-colliding particle systems and its application
Minh Thang Do, Hoang Long Ngo
We consider a class of -dimensional stochastic differential equations that model a non-colliding random particle system. We provide a sufficient condition, which does not depend…
math.PR2024
Strong solution and approximation of time-dependent radial Dunkl processes with multiplicative noise
Minh-Thang Do, Hoang-Long Ngo, Dai Taguchi
We study the strong existence and uniqueness of solutions within a Weyl chamber for a class of time-dependent particle systems driven by multiplicative noise. This class includes w…
math.PR2023
Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion
Minh-Thang Do, Hoang-Long Ngo, Nhat-An Pho
In this paper, we consider stochastic differential equations whose drift coefficient is superlinearly growing and piece-wise continuous, and whose diffusion coefficient is superlin…