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20162021
most citedCertain Properties Related to Well Posedness of Switching Diffusions

57 citations · 95 across the 10 of their papers we have counts for

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11 papers · 1 filter

math.PR2021

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…

math.PR2021

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…

math.PR2021

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…

math.PR2020

A method to deal with the critical case in stochastic population dynamics

Dang H. Nguyen, Edouard Strickler

In numerous papers, the behaviour of stochastic population models is investigated through the sign of a real quantity which is the growth rate of the population near the extinction…

math.PR2019

Extinction and permanence in a stochastic SIRS model in regime-switching with general incidence rate

T. D. Tuong, Dang H. Nguyen, N. T. Dieu +1

In this paper, we consider a stochastic SIRS model with general incidence rate and perturbed by both white noise and color noise. We determine the threshold that is used to cla…

math.PR2017

Long-Run Average Sustainable Harvesting Policies: Near Optimality

Dang H. Nguyen, George Yin

This paper develops near-optimal sustainable harvesting strategies for the predator in a predator-prey system. The objective function is of long-run average per unit time type. To…